New York, NY, USA
37 days ago
Treasury & the Chief Investment Office – CLO Portfolio Manager – Executive Director

Treasury and Chief Investment Office (TCIO) at JPMorgan Chase & Co. is responsible for firmwide asset and liability management (ALM) for one of the world's largest global financial institutions with more than $3.7tn in assets and liabilities. As part of the ALM mandate, TCIO oversees a ~$500bn+ global investment securities portfolio, which is deployed across a broad range of fixed income product types across rates, MBS and Credit. The Credit portfolio is responsible for investing in high-quality credit investments primarily across Munis and Structured Products (ABS, CLO, CMBS, RMBS). 

As a senior portfolio manager in the CIO Credit Portfolio, you will manage the US CLO portfolio. You will be a sector specialist leading the investment process and surveillance of the US CLO portfolio.

Job Responsibilities:

Formulate and manage sector investment strategy including relative value across sectors Be responsible for day-to-day trading, credit and relative value analysis of potential new investments and surveillance of existing bond portfolio Interpret and negotiate deal documents in line with best practices in the market Spearhead all aspects of surveillance, analytics and valuation of the US CLO portfolio  Build and maintain strong relationships with the CLO community across issuers, dealers, traders and other market participants Present updates on CLO market and portfolio strategy/risks to colleagues and senior management Work with other internal functions (Finance, Risk, Middle Office, etc.) on initiatives related to the portfolio Demonstrate the highest standards of business leadership, ethics, intellectual curiosity, and collaboration  Develop investment talent and prioritize mentorship of junior team members

Required qualifications, capabilities, and skills:

10+ years of experience in structured products with 7+ years of direct experience in the CLO sector,  Strong quantitative and analytical skills, along with an ability to collaborate well with colleagues in a team environment Understanding of core fixed income concepts along with a demonstrated track record of outperformance Strong communication skills (verbal and written) with an ability to present investment thesis and risks in a succinct and cogent manner to senior leaders Committed to investment excellence, with strong attention to detail, and a collaborative attitude Address ad-hoc requests from senior management with agility and efficiency Maintain the highest possible fiduciary standards Understanding of bank portfolio accounting Proficiency with Bloomberg, Excel/VBA, PowerPoint Python encouraged

Preferred qualifications, capabilities, and skills:

Buy-side experience as a CLO Portfolio Manager
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