Bachelor's degree in a quantitative discipline (Finance, Mathematics, Statistics, etc.)
2-4 years of experience in CLOs, structured credit, or portfolio analytics
Strong mathematical and analytical skills with a focus on financial markets
Proficient in investment performance measurement and attribution analysis
Experience with cash flow models and return calculations
Ability to analyze IRRs and portfolio performance metrics
Advanced Excel skills and strong problem-solving capabilities
Responsibilities
Perform quantitative analysis on CLO portfolios and structured credit products
Produce performance analytics to evaluate investment outcomes
Analyze cash flows and projected returns for investment metrics
Support portfolio managers with trade analysis and optimization
Calculate IRRs and develop cash flow models for evaluations
Maintain analytical tools and dashboards for the investment team
Conduct structured credit modeling and scenario analysis for risk assessment
Contribute insights that support front-office investment decisions
Benefits
Collaborative work environment with direct exposure to investment decision-making
Opportunity to develop and maintain analytical tools
Engagement with experienced portfolio managers and investment professionals
Involvement in the lifecycle management of CLO portfolios
Potential for career growth within a leading investment firm
Full Job Description
Job Description
Quantitative Analyst, CLO Portfolio Management
Jefferies Credit Partners | New York, NY
Position Overview
Jefferies Credit Partners is seeking a highly analytical Quantitative Analyst to support its CLO and structured credit investment platform. This individual will work closely with Portfolio Managers and investment professionals to provide portfolio analytics, performance attribution, cash flow analysis, and structured credit modeling across the firm's CLO business. This role is for someone who enjoys working with numbers, has strong quantitative capabilities, and wants direct exposure to investment decision-making. The ideal candidate will have experience analyzing CLO portfolios, structured credit products, and investment performance while developing tools and models that support portfolio management activities.
Key Responsibilities
Perform quantitative analysis across CLO portfolios and other structured credit products.
Produce portfolio attribution and performance analytics to help evaluate investment outcomes and drivers of returns.
Analyze portfolio cash flows, projected returns, and investment performance metrics.
Support CLO portfolio managers with trade analysis, relative value assessments, and portfolio optimization exercises.
Calculate IRRs and develop cash flow models to evaluate investment opportunities and portfolio performance.
Develop and maintain analytical tools and dashboards used by the investment team.
Conduct light structured credit modeling and scenario analysis to assess portfolio risk and expected performance.
Assist with reporting, surveillance, and management of CLO portfolios throughout their lifecycle.
Contribute analytical insights that directly support front-office investment decisions.
Required Qualifications
Bachelor's degree in Finance, Mathematics, Statistics, Engineering, Economics, Computer Science, or another quantitative discipline.
2-4 years of relevant experience within CLOs, structured credit, leveraged finance, fixed income analytics, portfolio analytics, or credit investing.
Strong mathematical and analytical ability with a demonstrated interest in financial markets and structured products.
Understanding of investment performance measurement, attribution analysis, and portfolio analytics.
Experience building or working with cash flow models and return calculations.
Ability to calculate and analyze IRRs, expected returns, and portfolio performance metrics.
Advanced Excel skills and strong quantitative problem-solving capabilities.
Excellent attention to detail and communication skills.
Preferred Qualifications
Direct CLO experience strongly preferred.
Understanding of CLO structures, waterfalls, collateral portfolios, and liability management.
Familiarity with structured credit modeling.
Experience supporting portfolio managers or investment teams in a front-office environment.
Experience at a CLO manager, bank CLO platform, asset manager, or structured credit investment firm.
New York, NY Full Time Salary Range of $100,000-150,000.
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About Jefferies Financial Group
Jefferies Financial Group Inc. is a diversified financial services company that operates in investment banking, capital markets, asset management, and direct investing. The company was founded in 1962 and is headquartered in New York City. Jefferies Financial Group has operations in over 30 countries and employs over 4,000 people. The company's businesses include Jefferies, a global investment bank; Leucadia Asset Management, an asset management firm; and Berkadia, a commercial real estate company. Jefferies Financial Group is publicly traded on the New York Stock Exchange under the ticker symbol JEF.
