CLO Modeling & Analytics Specialist

BNY Mellon; Pittsburgh (Allegheny County); On-site; USD 90,000 - 135,000; Full time

Job summary

BNY Mellon is seeking a Specialist, Loans Modeling and Analytics to join the Corporate Trust Analytics team. Located at Houston, TX or Pittsburgh, PA, you will develop CLO compliance models, analyze indentures, and build investor dashboards to support transparent reporting and decision making.

You will leverage quantitative techniques, collaborate with data teams, and drive automation to improve accuracy and efficiency in structured debt analytics across CLOs and loans.

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Financial Engineering, Data Science, Computer Science, or related quantitative discipline.
• 2-3 years of experience in financial data analysis, structured finance, corporate trust, CLOs, leveraged loans, or related products with a focus on quantitative modeling and analytics.
• Basic understanding of CLO products and transaction types such as new issue, refinancings, and resets.
• Beginner proficiency in programming languages such as VBA, Python, R, and/or SQL for coding payment and compliance rules, automating workflows, and building analytical tools.
• Experience with MS Excel (macros, advanced functions, data manipulation), SharePoint, Alteryx, Power BI for dynamic reports and visualizations.
• Strong analytical mindset with ability to apply quantitative techniques to structured credit products.
• Excellent communication and ability to translate complex concepts for diverse audiences.

Responsibilities

• Develop, maintain, QC, and enhance CLO compliance and waterfall models with detailed analysis of tests and cash flow mechanics.
• Analyze CLO indentures, offering memoranda, and related documents, providing modeling and analytical comments.
• Build investor reports and dashboards detailing compliance tests, distributions, and asset-level metrics.
• Apply quantitative modeling and predictive analytics to assess portfolio performance and risk under various scenarios.
• Validate datasets with internal teams and external providers to ensure data integrity for inputs and outputs.
• Identify model discrepancies and implement enhancements in line with market conditions and transaction structures.
• Collaborate with cross-functional teams to meet transaction requirements and ad hoc analytics needs.
• Champion automation and data-driven innovation to improve efficiency and capabilities.

Skills

Quantitative modeling

Data analysis

Communication

Problem-solving

Attention to detail

Strategic thinking

Education

Bachelor's degree in Finance/ Economics/ Mathematics/ Financial Engineering/ Data Science/ CS

Tools

Excel (macros)

SharePoint

Alteryx

Power BI

Python

SQL

Job description

BNY Mellon is seeking a Specialist, Loans Modeling and Analytics to join the Corporate Trust Analytics team. Located at Houston, TX or Pittsburgh, PA, you will develop CLO compliance models, analyze indentures, and build investor dashboards to support transparent reporting and decision making.

You will leverage quantitative techniques, collaborate with data teams, and drive automation to improve accuracy and efficiency in structured debt analytics across CLOs and loans.