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Vice President, Loans Modeling & Analytics (Structured Debt/CLO)
senior · Corporate Finance
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.