CLO Reporting Analyst

Key Responsibilities: • Oversight of the monthly tie out of compliance reports between the middle office admin and trustee• Oversight of the payment date waterfalls and distribution reports.• Preparation and review of monthly trustee report tie out package.• Ensure and verify the accuracy of all CLO test logic with trustees and 3rd party vendor.• Strong Knowledge of Moody’s, Fitch and S&P credit ratings and notching mechanism• Strong understanding of the impact that SOFR and EURIBOR rates have on loans and liabilities.• Understanding of ESMA and SFTR reporting on EU CLOs• Calculation of OC/ IC, WAS, WAC, WARF, CCC, Discount Obligations tests and haircut• Calculate interest projections for quarterly payment• Prepare performance attribution data monthly for quarterly CLO investor letters• Daily interactions with the desk and other internal stakeholders. (Business, Accounting, Mgmt. Company, investor relations, etc.)• Effectively manage communications with both our fund administrator and trustee.• Liaise with the different loan total return swap facilities to ensure positions, cash, PNL, financing and other details are fully reconciled.• Analysis and report preparation in support of ad hoc requests for specialized information from portfolio managers, traders, senior management, accountants, auditors, underwriters and investor reporting team.• Review CLO legal documents in conjunctions with legal.• Assist with setting up booking matrix for new deals• Review loan credit agreements and maintain loan data on internal systems.• Contributes to Credit operations team efforts by accomplishing related results as needed.• Periodically reviews the relevant procedures to ensure appropriate control and consistency with firm policies.• Liaise with other Operation functions and other infrastructure groups to support a ‘one team approach’.• Various month-end-related tasks and ad hoc requests as necessary