CLO Pricing Analyst

IHS Markit
London, United Kingdom
Aug 15, 2022
Aug 29, 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
IHS Markit's Securitized Products Pricing group provides independent evaluated pricing across Non-agency RMBS, Agency CMOs, Agency Pass-throughs, Consumer ABS, CMBS, European ABS, CDOs and CLOs. IHS Markit's services are used by key financial institutions to help them optimize their price verification, audit and risk management processes. The group is based in New York with teams in London and Noida.

An opportunity exists for a junior role within the Securitized Products pricing team. The position will primarily include covering CLO Debt and Equity tranches as well as the potential for involvement across other areas of the product.

Duties & Accountabilities:
  • Evaluate and generate cash flows and prices of CLOs on a daily basis using internal and industry tools
  • Utilize market color and information from Markit Parsing to better our pricing offering and accurately reflect changes in the market by adjusting assumptions and refining inputs
  • Adjust daily pricing assumptions to reflect security performance in current market conditions
  • Assess relative value for securities by analyzing collateral market trends, prepayments, defaults, severity, variability in bond cashflows, and comparisons with other markets
  • Review and create weekly research on Securitized Products; apply findings to pricing methodology and assumptions
  • Handle customer queries on pricing, methodology and other related matters
  • Be able to work within Securitized Products and the broader organization to effectuate change and identify cross-selling or synergistic opportunities
  • Ability to multi-task and enhance the group's productivity by leveraging automation where applicable
  • Work with the Markit development team to build out and improve daily processes and enhance internal systems
Business Competencies:
  • Degree in Finance, Math, Engineering, Accounting, Economics is preferred
  • 1-3 year's experience within securitized products (CLO debt and equity strongly preferred)
  • Knowledge of Intex Calc
  • Strong Excel and technical skills preferred
  • VBA / SQL a plus
  • Must be a self-starter and team player and maintain a strong work ethic
  • Ability to work and function in high pressured situations
  • Ability to digest market information and articulate to all levels in a structured and understandable way
  • Strong speaking and writing skills, and will be called upon to deal with client price challenges in a professional manner, clearly articulating our methodology and response to inquiries about pricing levels
  • Must be willing and able to work effectively with others (initially in a remote environment) within the team and across other products

Equal Opportunity Employer:

S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment.

If you need an accommodation during the application process due to a disability, please send an email to: and your request will be forwarded to the appropriate person.

US Candidates Only:
The EEO is the Law Poster describes discrimination protections under federal law.

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