Structured Credit Analyst: CLOs, ABS & MBS with Python

Selby Jennings; New York (NY); On-site; USD 120,000 - 170,000; Full time

Job summary

Selby Jennings is seeking a Credit Analyst for a technology-driven hedge fund focused on structured credit, including CLOs and related securitized products. The role emphasizes both fundamental credit work and a data-driven approach, with exposure to primary and secondary markets in New York.

You’ll build Python tools, analyze deal structures, and collaborate with portfolio managers to expand the team’s mandate across structured credit and single-name corporate credit.

Qualifications

• Experience in structured credit, including CLOs, ABS, MBS.
• Strong understanding of collateral and fundamental drivers of credit performance.
• Sell-side experience in structured products, credit trading, research or structuring is highly relevant.

Responsibilities

• Analyze investment opportunities across CLOs and broader structured credit markets, with potential exposure to ABS, MBS and other securitized products.
• Perform fundamental analysis of the underlying collateral, including corporate loans and other credit assets.
• Evaluate opportunities across both the primary and secondary markets.
• Analyze deal structures, documentation, structural protections and relative value across different securities and tranches.
• Build and utilize Python-based analytical tools and models to support investment decisions.
• Incorporate quantitative and systematic research techniques alongside fundamental credit analysis.
• Work closely with portfolio managers on idea generation, portfolio construction and ongoing monitoring.
• Support the team's expansion into additional areas of structured credit and single-name corporate credit.

Skills

Python

Structured credit

CLOs

ABS

MBS

Credit analysis

Data-driven

Portfolio construction

Job description

Selby Jennings is seeking a Credit Analyst for a technology-driven hedge fund focused on structured credit, including CLOs and related securitized products. The role emphasizes both fundamental credit work and a data-driven approach, with exposure to primary and secondary markets in New York.

You’ll build Python tools, analyze deal structures, and collaborate with portfolio managers to expand the team’s mandate across structured credit and single-name corporate credit.