Vice President, Loans Modeling & Analytics (Structured Debt/CLO)

Socket.dev; Pittsburgh (Allegheny County); On-site; USD 180,000 - 260,000; Full time

Job summary

BNY Mellon seeks a Vice President of Loans Modeling and Analytics to drive CLO and loan product modeling, reporting, and data integrity. You will lead quantitative analyses, validate datasets, and collaborate with cross‑functional teams to deliver accurate investor materials.

The role emphasizes advanced programming, Excel-based tooling, and dashboard development, with opportunities to mentor junior staff and enhance team capabilities within Corporate Trust Analytics.

Qualifications

• 5–10 years of experience in structured finance, corporate trust, CLOs, leveraged loans or related credit products.
• Strong quantitative modeling and analytics background.
• Proficiency in programming languages and data manipulation.

Responsibilities

• Develop, maintain, QC, and enhance CLO models and waterfall structures.
• Analyse CLO indentures and related documents for modeling implications.
• Build investor reports and dashboards detailing tests, distributions, and asset data.
• Apply predictive analytics to CLO portfolio performance and risks.
• Integrate data from internal and external sources with data integrity.

Skills

VBA

Python

R

SQL

Excel

SharePoint

Alteryx

Power BI

Structured finance

CLOs

Education

Bachelor’s or Master’s degree in Finance/Economics/Math/Financial Engineering/Data Science/CS

Tools

MS Excel (macros, advanced functions)

SharePoint

Alteryx

Power BI

Job description

We’re seeking a future team member for the role of Vice President, Loans Modeling and Analytics to join our Corporate Trust Analytics team. In this critical role, you will leverage your expertise in debt markets and quantitative modeling to drive accuracy, efficiency, and actionable insights across model and investor report development for CLO and loan products. This role is located out of our Houston, TX or Pittsburgh, PA office.

In this role, you’ll make an impact in the following ways:

• Develop, maintain, QC, and enhance CLO compliance and waterfall models, including detailed analysis of coverage tests, collateral quality tests, concentration limits, payment structures, and cash flow mechanics to ensure adherence to indenture provisions.

• Analyze and interpret complex legal documents such as CLO indentures, offering memoranda, and related transaction documents, providing comments around modeling and analytical matters.

• Build and analyze investor reports and dashboards that detail compliance tests, noteholder distributions, asset-level information, and other key metrics, enabling timely and transparent communication with stakeholders.

• Utilize quantitative modeling techniques and predictive analytics to calculate and assess CLO portfolio performance, risk exposures, and stress test under various scenarios.

• Work with internal teams, client reference data, and other external data providers to integrate and validate datasets, ensuring high data integrity for model inputs and outputs.

• Perform statistical and trend analyses to identify model discrepancies, optimize performance, and implement enhancements to address issues in alignment with evolving market conditions and transaction structures.

• Collaborate with cross-functional teams to align on transaction requirements and support ad hoc reporting and analytics requests.

• Champion continuous improvement and data-driven innovation by identifying opportunities for automation and efficiency and leading strategic initiatives aimed at enhancing team capabilities.

• Mentor and guide junior team members, fostering a culture of learning and development within the analytics team.

To be successful in this role, we’re seeking the following:

• Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Financial Engineering, Data Science, Computer Science, or related quantitative discipline. Advanced degree preferred.

• 5-10 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 and familiarity with related concepts like coverage tests, collateral quality tests, concentration limits, payment structures, and cash flow mechanics.

• Proficiency in programming languages such as VBA, Python, R, and/or SQL for coding payment rules, automating workflows, and building robust analytical tools.

• Experience in quantitative finance and technology preferred with advanced skills in MS Excel (including macros, advanced functions, and data manipulation), SharePoint, Alteryx, Power BI, or other platforms to develop dynamic reports, analytics, and visualizations.

• Strong analytical mindset and problem-solving skills with demonstrated ability to apply quantitative techniques and predictive analytics to structured credit products.

• 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 to ensure the integrity of financial models and reports.

• Familiarity with warehouse facilities, CFOs, multi-currency transactions, and other specialized CDO products is a plus.

At BNY, our culture allows us to run our company better and enables employees’ growth and success. As a leading global financial services company at the heart of the global financial system, we influence nearly 20% of the world’s investible assets. Every day, our teams harness cutting-edge AI and breakthrough technologies to collaborate with clients, driving transformative solutions that redefine industries and uplift communities worldwide.

Recognized as a top destination for innovators, BNY is where bold ideas meet advanced technology and exceptional talent. Together, we power the future of finance – and this is what #LifeAtBNY is all about. Join us and be part of something extraordinary.

At BNY, our culture speaks for itself, check out the latest BNY news at BNY Newsroom & BNY LinkedIn

Here’s a few of our recent awards:

• America’s Most Innovative Companies, Fortune, 2025
• World’s Most Admired Companies, Fortune 2025
• “Most Just Companies”, Just Capital and CNBC, 2025

Our Benefits and Rewards:

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.

BNY assesses market data to ensure a competitive compensation package for our employees. The expected base salary for this position when employment commences can be found in the Job Info section at the bottom of the posting.

Base salary offered may vary depending on multiple individualized factors, including market location, job-related knowledge, skills, and experience. Base salary is only part of the total rewards package, which may include eligibility for an annual discretionary incentive award. Subject to the terms and conditions of the applicable plans then in effect, eligible employees may enroll in a 401(k) plan as well as participate in Company-sponsored medical, dental, vision, and basic life insurance plans for the employee and the employee’s eligible dependents. Eligible employees also may receive other benefits (including various paid time off benefits, such as vacation and sick time), dependent on the position offered. Details of participation in these benefit plans will be provided if an employee receives an offer of employment.

If hired, the employee will be in an “at will” position and the Company reserves the right to modify base salary (as well as any other discretionary payments or compensation programs) at any time, including for reasons related to individual performance, Company or individual department/team performance, and market factors.