CLO / Leveraged Loan analyst interviews

I am interviewing for the position of a CLO analyst in London soon. Can someone who has gone through the process give a few pointers as to what I should expect in terms of questions (e.g. LBO technicals, documentation, pitch me a credit idea) and general structure (e.g. fit/technical, case study, modelling) etc.? Any colour would be much appreciated!

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Not sure about your level but experience, but I would expect that you need to understand the following:

Capital Structure risk/rewards in general Covenants associated Ratings and Leverage turns, and understanding of dirty to clean ebitda adjustments. Understanding where the markets are at - ie BB/B index, volume of issuances etc. Deep understanding of FCF - don’t think you’ll look at the IRR in the LBO more the Cumulative FCF Interest Coverage ratio

And then understand why CLO platform not something else in the credit space. To me (and surely others) it looks like CLO platforms just try to deploy ASAP their capital into a call it Q1 2020 CLO vintage before moving into Q2 2020 CLO vintage thus focusing on amount of capital deployed rather than performance of underlying credits. It kinda looks like volume investing - great you get to see many deals/industry, but you’ll do volume rather than in-depth analysis. So just beware about that and know how to sell that in the interviewZ

 

Thank you. This is helpful.

I am circa 4-5 years of experience btw. Most of the stuff that you mentioned are also what I expected, but was wondering if interviewers tended to focus more on one vs. another. Or perhaps they look for general understanding of the leveraged loan mechanics / market in the first round, then start to drill down into details in the second and third.

I am interested in the debt / credit space in general and, whilst understand the differences between various strategies (CLO, direct lending, distressed, mezz, etc.), I find it a bit hard to justify why I want to move in a certain niche. Out of curiosity, if you were interviewing for a CLO fund, what would be your answer to the "why do you want to work for us / in CLO?" type of question?

 

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