An air purifier might be a good option. Cockatiels are really dusty birds, so they make a lot of mess & dust with their feathers. Air purifiers help to remove the dust from the air & may help with the smell.
Regular bathing should also help. Parrots love to bathe. If she doesn't have a dish large enough to bathe in then she may enjoy bathing under a tap, being sprayed with water, etc. It just depends on the bird :)
They love to bathe and then put him out in the sun.
Do you have a small tub or somewhere where he can swim regularly.
Make sure the cage is cleaned regularly.
Can you add fresh fruit and veg to his diet but make sure all food and water is changed daily.
try giving it a mist bath w a squirt botle. or you could use some special bird shampoo (try looking it up)
let him have a bath, or if you've got one of those shower hoses, you could put it on very low and let him rinse himself under it!
I have birds myself, and you can just like spray them with water, 'cause the smell might be sweat or something.
I have a cockatiel that is really stinky. Ive heard that deodarants/airfreheners are pisonous to them. Is there anything that can make it smell better that will not hurt the bird?