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BNY · 2 weeks ago

Vice President, CLO Modeling and Analytics

Houston, TX

Full-time

Onsite

Mid, Senior Level

6+ years exp

BNY is a leading global financial services company influencing nearly 20% of the world’s investible assets. The Vice President, CLO Modeling and Analytics will leverage expertise in structured credit and quantitative modeling to drive accuracy and efficiency in CLO and loan analytics, while also enhancing compliance and reporting processes.

Financial Services

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 to ensure adherence to indenture provisions

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, enabling timely and transparent communication with stakeholders

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, 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

Support ad hoc reporting and analytics requests and contribute to strategic initiatives aimed at improving team capabilities and operational efficiencies

Qualification

CLO compliance modelingQuantitative modelingStructured finance experiencePython programmingAdvanced Excel skillsPredictive analyticsAnalytical mindsetCommunication skillsAttention to detail

Required

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 and familiarity with related concepts like compliance tests, collateral quality tests, concentration limits, payment structures, and cash flow mechanics

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

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

Preferred

Experience in quantitative finance and technology preferred with advanced skills in MS Excel (including macros, advanced functions, and data manipulation), SharePoint, and dashboarding platforms to develop dynamic reports and visualizations

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