Structured Credit Analyst

at PT Asset Management, LLC in Chicago, Illinois, United States Job Description Assist the portfolio management team in analyzing economic, financial, and legal documents to make investment decisions for PTAM's funds. Prepare internal reports for the portfolio management team while simultaneously learning the various asset classes the firm invests in. Prepare information for client presentations and marketing purposes. Aggregate and process trade data including BWICs, offers, market color, etc. Analyze individual securities such as ABS, CLOs, and MTGEs which involve: Collateral level analysis on pools with hundreds to thousands of loans. Legal documentation review detailing out the structure of the bond. Modeling the bonds based on the above collateral level analysis and documentation interpretation. Stress testing / shocking the bond under a variety of macroeconomic scenarios. Create risk reports aggregating up on a sector, portfolio, and firm level. Portfolio level stress testing / shocking under a variety of macroeconomic scenarios. Market research. Create custom reports for the investment, sales, and marketing team. To view full details and how to apply, please login or create a Job Seeker account