Chloe Cao
Structured Credit Associate in BlackRock
- Role
- Structured Credit Associate at BlackRock
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Chloe Cao
Chloe Cao, is a Structured Credit Associate within BlackRock\'s Global Fixed Income group.Previously, Chloe was a data science intern within BlackRock\'s Alternatives Digital Strategy team, a new team within BlackRock Alternative Investments (BAI).Chloe earned a B.S. in Business Administration from Nanjing Audit University in 2020 and a M.S. in Quantitative Methods in Data Science track from Columbia University in 2022.
Experience
Structured Credit Associate
Feb 2022 — Present · New York, NY, US
Conducted in-depth sector and market research on US and European leveraged loans and collateralized loan obligations (CLOs) including but not limited to running rel-val technical analysis amongst US/EU CLO market & Lev loan market & Structured products & relevant fixed income products on a historical basis; internal mezz holding credit watchlist; CLO managers style drifting analysis, etc. Traded CLO bonds across the full stack concentrated on IG risks Actively participated through sourcing risks through different counterparties, negotiating the bond bid/offer price, making bond market, executing & settling the trade and maintained good relationship with large counterparties. Assisted team in managing over 30bn AUM consisting of insurance account, SMAs, mutual fund,short duration account and hedge fund positions. Performed statistical analysis using SQL, Python and R on CLO credit picking, collateral quality metrics and cash flow distributions prediction to formulate broad-based market recommendations. Well Involved in BLK GFI team first bespoke private CLO project financed by a sell-side bank via systematic developed quantitative methodology on picking credits and implementing trading plan on loans. Monitored risk over internal books & affiliated portfolios (market price change/ rating change/ additional marginal risk) and actively provide buy/sell recommendations across the platform. Automated the primary CLO New Issue deals portfolio sanity check process decomposed by portfolio level summary, industry concentration, top issuer names, B3 & holdings and credit risk names for investment decision making.
Education
Columbia University
Master's degree, Quantitative methods in the Social and Science(Data Science Track)
ACCA
Charted Accountant, Accounting and Finance
2016 — 2020
Nanjing Audit University
Bachelor of management, Auditing/Finance
2016 — 2020
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