Make the cheesecake layer: Preheat the oven to 350˚. Line a 9-by-13-inch baking pan with foil, leaving a 2-inch overhang on the two short sides; coat with cooking spray. Beat the cream cheese, sugar and egg in a medium bowl with a mixer on medium speed until smooth and fluffy, 2 to 3 minutes. Transfer 1/3 cup of the batter to a small bowl and stir in the cocoa powder and red food coloring until smooth; stir in the buttermilk. Set aside the two batters.
Make the brownie layer: Melt the butter in a medium saucepan over medium heat. Remove from the heat and let cool slightly. Stir in the sugar, eggs and vanilla until well combined. Stir in the flour, cocoa powder, salt and baking powder until smooth.
Spread the brownie batter in the prepared pan. Top with small spoonfuls of the plain cheesecake batter so most of the brownie is covered. Spoon the red cheesecake batter all over and gently swirl the cheesecake batters together with a skewer.
Bake until a toothpick inserted into the center of the brownies comes out clean, 35 to 40 minutes. Transfer to a rack and let cool completely in the pan. Lift out of the pan using the foil overhang. Cut into pieces.