VP, CLO Modeling & Analytics — Driving Insights

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

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.