Investment Analyst

Altum Capital Management UK
London, United Kingdom
19 May 2022
18 Jun 2022
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
About Us:

With offices in New York and London, Altum invests in structured credit and has a very strong 10+ year track record. Investment emphasis is on finding pockets of assets with superior risk/reward, through use of analytics, quantitative models, and in-depth structural analysis. Products include US and European CLOs, RMBS, CMBS, and consumer ABS. Our edge is our analysis so this work is very important, investigative in nature, and broad in scope.

Job Specification

Altum is looking for an investment analyst to work with the investment team on trading Collateralized Loan Obligations (CLOs). The analyst will maintain data consistency and review various CLO models using trustee reporting which support and feed analytics platforms. The successful candidate is required to have a strong understanding of Excel and will have the opportunity to develop a working knowledge of SQL/Python to manipulate and maintain data consistency.

In addition, the successful candidate will provide regular reporting to the investment team and support the implementation and maintenance of other related CLO data initiatives, which includes risk analysis, trade idea generation, and monitoring of CLO metrics.

Previous work experience is required with the ideal candidate having experience in structured credit, ideally within an investment bank, an investment institution, or a buy-side asset manager.

  • Review CLO portfolio reporting and maintain internal analytics models
  • Provide monitoring and oversight of data quality and integrity
  • Calculate portfolio statistics, ratios, and other risk factor for use in periodic reporting
  • Perform ad hoc reporting and analysis upon request
  • Engage with external counterparties to monitor and maintain CLO portfolio metrics

Skills and Competencies:
  • Proficiency and experience in Microsoft Excel
  • Strong analytical and modelling skills
  • Ability to communicate effectively
  • Ability to handle large data sets and draw conclusions based on data analysis
  • Ability to tackle problems in a logical way, with good organisational skills, a keen eye for detail and the goal of attaining the highest possible accuracy and quality within their work
  • Good/advanced knowledge of SQL and/or Python is an advantage
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