Associate Consultant CLO AUP

Roles & responsibilities 

Understanding basics of agreed upon procedures (AUP) and tax regulations for Collateralized Loan Obligations (CLOs) and Mortgage-Backed Securities (MBS) 

Work on engagements related to CLO AUP, Taxable income computations on structured debt products

Review, validate and develop models for CLO, including waterfall and compliance testing for quarterly payments and effective dates

Compute taxable income on structured products including calculation of various components of income and expense, such as original issue discount (OID), market discount and premium

Prepare client deliverables (AUP report) and working papers supporting our findings 

Educational qualifications 
CA / CFA / MBA (Specialization in Finance & Investment Management)
Work experience
The candidate must have 1 to 3 years of working experience in securitization or structured finance roles
 

Mandatory  technical & functional skills
Basic understanding of securitization market, understanding of regulatory standards relating to structured products
Strong analytical/problem-solving skills, business writing/verbal communication skills
Strong attention to detail and the ability to multi-task many activities
Working knowledge of MS Office (MS Excel, MS Word, MS Power Point)
 

Preferred technical & functional skills 
Modeling skills using Excel
Use of Intex tool
 

Key behavioural attributes/requirements
Personal drive and positive attitude to deliver results within tight deadlines and in demanding situations
Good interpersonal skills to work effectively in a team