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Senior Associate, Complex Asset Solutions

Job ID 18001293 New York, New York
Our professionals balance analytical skills, deep market insight and independence to deliver solid, defensible analysis and practical advice to our clients. As an organization, we think globally. We create transparency in an opaque world, and we encourage our people to do the same. That means when you take your place on our team, you’ll discover a supportive and collaborative work environment that empowers you to excel. If you’re ready to share your perspective with the world, then you can make a real impact here. This is the Duff & Phelps difference.
 
Duff & Phelps’ Complex Asset Solutions group, as part of the Valuation Advisory Services practice prepares transparent valuations of illiquid investments and complex securities and liquidity solutions through secondary market transactions.
 
At Duff & Phelps, your work will help protect, restore and maximize value for our clients. Join us and together we’ll maximize the value of your career.
 
RESPONSIBILITIES:
  • Senior Associate in Complex Asset Solutions will analyze and value CDOs, CLOs and TRuP CDOs and have knowledge in the valuation other structured products.  Candidate should have a strong understanding of structures and collateral, as well as valuation from both a cash flow and NAV perspective
  • Structuring or trading experience desirable
  • Perform valuation and other analyses of CDO portfolios, including CLO Debt and Equity positions, cash and synthetic CDOs, as well as credit sensitive CDS on CDOs.
  • Maintain model applications—creation of alternative valuation methods and initial parameter checks
  • Perform market surveillance, including analysis of issuer, collateral, and deal performance
  • Reverse engineer complex transaction structures using advanced Excel cash flow modeling, bank proprietary systems, or third party platforms
  • Determine valuation inputs, including loss and prepayment vectors, as well as appropriate secondary market spreads
  • Work as part of a team in analyzing secondary trading market activity, underlying loan or security performance, and new issue activity if applicable
  • Independently price portfolios of CDOs and clearly articulate and support valuation conclusions. 
  • Conduct research, draft reports and make presentations
  • Work as part of a team to provide a wide range of advisory services, including valuation, risk analysis and portfolio solutions
REQUIREMENTS:
  • 3 years minimum experience in structured products on the buy-side, sell-side, rating agency or at an auditor/accounting firm
  • Understanding of collateral risk characteristics, deal structures, terms, and conditions
  • Programming (e.g. Visual Basic) and database experience are strongly desired
  • Experience with third party systems such as Bloomberg and Intex
  • Strong credit training and quantitative skills, solid foundation in fixed income mathematics
  • Degree in an analytical field (e.g., MFE, MBA, etc.)

In order to be considered for a position at Duff & Phelps, you must formally apply via careers.duffandphelps.jobs 

Duff & Phelps is committed to providing equal opportunities in employment. We will not discriminate between applications for reason of gender, gender identity, race, religion, color, nationality, ethnic origin, sexual orientation, marital status, veteran status, age or disability.

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