Travash - Analyst - Asset Backed Strategies - Collateralized Loan Obligations & Credit Derivatives - Financial Research Division

Role Overview:

We are looking for highly analytical professionals to join the Asset Backed Strategies team within the Financial Research division. The role focuses on structured credit products including CLOs (Collateralized Loan Obligations), asset-backed securities, and credit derivatives. Candidates will work closely with investment, trading, and quantitative research teams to analyze portfolios, build models, and support investment decisions across structured finance products.

Key Responsibilities:

- Perform quantitative and fundamental analysis of structured credit products including CLOs, ABS, and credit derivatives.

- Analyze collateral pools, cash flow structures, tranche performance, and risk metrics.

- Build and maintain financial and quantitative models for pricing, valuation, and scenario analysis.

- Conduct portfolio surveillance and monitor market developments impacting structured credit instruments.

- Work with large financial datasets using analytical and programming tools.

- Support investment research through market intelligence, stress testing, and performance attribution.

- Collaborate with global research, trading, and risk management teams.

- Prepare investment memos, research reports, and presentations for internal stakeholders.

Required Skills & Qualifications:

- 1-5 years of experience in quantitative research, structured finance, credit research, or financial analytics.

- Strong understanding of: CLO structures, Credit derivatives, Fixed income products, Structured finance concepts

- Educational background in MBA Finance, B.Tech, CFA, FRM, Mathematics, Statistics, Economics, or related quantitative disciplines.

- Strong analytical and problem-solving capabilities.

- Proficiency in Excel and financial modeling.

- Exposure to programming/data tools such as Python, SQL, VBA, R, or MATLAB is preferred.

- Understanding of financial markets and credit risk concepts.

- Strong communication and stakeholder management skills.

Preferred Experience:

- Experience working with structured products, leveraged loans, or securitized products.

- Exposure to quantitative analytics and model validation.

- Knowledge of Bloomberg, Intex, Aladdin, or other financial research platforms is an advantage.