Analyst- Investment Analytics

About the role

Handles complex issues and problems, applying comprehensive knowledge of principles and practices in the area of specialty. Leads moderately complex projects and programs. Serves as the primary point of responsibility for the quantitative and qualitative analysis of individual investment opportunities.

The Investment Analytics professional collects and analyzes data for the development of investment and forecasting strategies for one or more portfolios, interprets price, yield, stability, or other financial metrics, tracks and reports on current or expected financial performance, and makes recommendations to improve portfolio returns. Drives innovation and development of future techniques to continuously improve underwriting results and processes.

Responsibilities

• Verify data produced by the underwriting department is stored accurately and develop audits where necessary.
• Dig into data and raw information through statistical analysis to discover trends and patterns that can be used to extract valuable business insights.
• Identify issues and process improvement opportunities and work with other areas of the business to analyze, report, and resolve discrepancies, including taking ownership of actions/projects where appropriate.
• Assist in the documentation of new and existing processes to maintain compliance with Sarbanes-Oxley Act (SOX) regulations.
• Interpret data concerning price and future trends of the consumer loan purchase market.
• Maintain Policy and Procedure documentation along with change management and testing documentation as required.
• Maintain processes related to producing valuations.
• Perform the first look analysis of potential investment opportunities.
• Perform data analysis and reporting using Oracle PL/SQL, Microsoft T-SQL, R, Python, and other statistical tools.
• Prepare audit materials for sign-off from higher-level staff.
• Prepare templated pricing materials as needed for the underwriting department.
• Present valuation at a technical review and defend valuation decisions with rigor.
• Provide Business Development and M&A teams with feedback to aid in negotiations.
• Provide oversight of complex SQL Stored Procedure processes.
• Question models and methodology wherever necessary.
• Review and improve analytics processes, methods, and tools to increase efficiency, accuracy, and security.
• Understand general data ingress and data preparation fundamentals required for modeling and analysis.
• Act as the subject matter expert for one area of underwriting.
• Present analytical study/research findings to other stakeholders within the Data & Analytics (D&A) department when required.
• Manage multiple projects in addition to day-to-day process tasks on larger value items.

Requirements

• 3+ years of Cash Flow Modeling work experience.
• 3+ years of Non-Performing Loan (NPL) work experience.
• Minimum 2 years of SQL experience.
• Strong experience in Discount Cash Flow modeling and NPL Markets using data analytic tools.
• Advanced report building and Cash Flow Model Development skills.
• Ability to mine data through relational programming tools such as SQL.
• In-depth knowledge of concepts and processes including high-level analytical problem-solving skills.
• Strong Excel skills (charts, graphs, formulas, macros, VBA, data tables, goal seek).
• Proficient in SQL, including T-SQL and PL-SQL.
• Knowledge of data preparation methods, including handling missing data and general imputation.
• Basic version control knowledge (e.g., GitHub).
• Some knowledge of data analysis tools such as R, Python, Power BI, and other statistical packages.
• Advanced knowledge of cash flow model development.
• Ability to digest industry and academic studies and test new methodologies and insights.
• Strong conceptual thinking and problem-solving skills using data analysis and statistical packages.
• Intermediate-level project management skills, including overseeing project execution stages with independence.
• Ability to handle multiple projects/tasks simultaneously while meeting deadlines.
• Capable of developing and communicating modeling strategies.
• Able to read, write, and understand programmed solutions in languages such as R, Python, SAS, etc.
• Ability to complete business problem-solving tasks assigned.
• Ability to interpret data, identify trends, and report data findings.
• Ability to write SQL code for intermediate query-level functioning, including:
  • Importing data into SQL Server from various sources (text files, spreadsheets, Access Databases).
  • Exporting data out of SQL Server to various targets (text files, spreadsheets, Databases).
  • Executing existing T-SQL Queries and Scripts.
  • Modifying T-SQL Queries and Scripts.
  • Creating T-SQL Queries and Scripts.
• Intermediate level of analytics autonomy and independence.
• Effective organizational, time-management, and high attention to detail skills.
• Strong data analysis capability with technical knowledge.

Qualifications

• BA/BS in a Science, Technology, Engineering, Mathematics (STEM), or quantitative field.
• Advanced Degree or Certifications preferred: MS, MBA, CFA, Actuarial Certifications.

Pay

Salary Range: $103,700.00 - $162,100.00. Actual compensation is influenced by factors including skill set, level of experience, specific working location, and market position. This range is a good faith and reasonable estimate, and PRA Group reserves the right to adjust it depending on the qualifications and location of the selected candidate.

Benefits

• Performance-based bonus programs and/or equity programs depending on the position.
• Paid time off.
• Medical, dental, and vision insurance.
• 401k match.
• Life insurance.
• Other benefits to assist with the physical and mental wellbeing of employees.