Vice President, CLO Modeling and Analytics
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Recognized as a top destination for innovators, BNY is where bold ideas meet advanced technology and exceptional talent. We’re seeking a future team member for the role of Vice President, CLO Modeling and Analytics to join our Corporate Trust Analytics team. In this critical role, you will leverage your expertise in structured credit and quantitative modeling to drive accuracy, efficiency, and actionable insights in CLO and loan analytics.
Responsibilities
- Develop, maintain, QC, and enhance CLO compliance and waterfall models, including detailed analysis of compliance tests, collateral quality tests, payment structures, cash flow mechanics, and concentration limits.
- Analyze and interpret complex legal documents such as CLO indentures, offering memoranda, and related transaction documents, providing comments and recommendations around modeling and analytical matters.
- Build and analyze investor reports and dashboards that detail noteholder distributions, asset-level information, and other key metrics.
- Utilize quantitative modeling techniques and predictive analytics to assess CLO portfolio performance, risk exposures, and valuation under various scenarios.
- Work with internal teams, client reference data, and other external data providers to integrate and validate datasets.
- Perform statistical and trend analyses to identify model discrepancies, optimize performance, and implement enhancements.
- Support ad hoc reporting and analytics requests and contribute to strategic initiatives aimed at improving team capabilities and operational efficiencies.
Qualifications
- Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Financial Engineering, Data Science, Computer Science, or related quantitative discipline.
- 6-8+ years of experience in structured finance, corporate trust, CLOs, leveraged loans, or related credit products with a strong focus on quantitative modeling and analytics.
- Understanding of CLO transaction types such as new issue, refinancings, and resets.
- Proficiency in programming languages such as Python, R, and/or SQL for coding payment rules, automating workflows, and building robust analytical tools.
- Advanced skills in MS Excel (macros, advanced functions, data manipulation), SharePoint, and dashboarding platforms.
- Strong analytical mindset, problem-solving skills, and the ability to apply quantitative techniques and predictive analytics.
- Strategic thinker with excellent communication skills and the ability to translate complex concepts into clear insights for diverse audiences.
- Maintain a high level of accuracy and attention to detail.
Location
Houston, TX or Pittsburgh, PA
Benefits
BNY offers highly competitive compensation, benefits, and wellbeing programs with generous paid leaves, including paid volunteer time.
BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.
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