Structured Finance and Mortgages - Data and Modelling Analyst

Miryco Consultants Ltd; Greater London; On-site; GBP 55,000 - 75,000; Full time

Job summary

Miryco Consultants Ltd in London is recruiting a Data & Modelling Analyst for an investment team focused on securitised products and granular loan portfolios within a leading UK insurer/asset manager. You will cleanse and analyse large loan-level datasets, build cash flow and time-series models, and develop tools to automate investment analysis and portfolio monitoring.

Strong Excel, VBA, Python and SQL skills are essential.

Qualifications

• Experience with large datasets and quantitative models.
• Strong data analysis and modelling capabilities.
• Ability to communicate methods and findings clearly.

Responsibilities

• Cleansing, manipulating and summarising large investment data sets and loan-level data tapes.
• Analysing loan-level time-series data for defaults, recoveries, prepayments and portfolio characteristics.
• Building loan-level cash flow and time-series models.
• Developing tools to improve efficiency of investment analysis.
• Communicating analytical methods and findings to senior stakeholders.

Skills

Analytical thinking

Data manipulation

Problem solving

Independent worker

Tools

Excel

VBA

Python

SQL

Job description

Structured Finance and Modelling - Data & Modelling Analyst

Location: London

Type: Permanent

Miryco Consultants is working with a leading UK insurance and asset management business that is expanding its European Structured Finance and Mortgages team. They are looking for a Data & Modelling Analyst to join a specialist investment team focused on securitised products and granular loan portfolios.

This is an excellent opportunity for a data-driven analyst to work directly within an investment environment, applying their technical and quantitative skills to real-world investment opportunities and portfolio management.

The Role

You will play a key role in the analysis of new investment opportunities, working closely with experienced investment professionals across structured finance and mortgages.

Key responsibilities will include:

• Cleansing, manipulating and summarising large investment data sets and loan-level data tapes.
• Analysing loan-level time-series data to produce vintage and time-series analysis of defaults, recoveries, prepayments and other portfolio characteristics.
• Combining and aggregating data from multiple sources to identify patterns, correlations and trends.
• Deriving modelling assumptions from underlying portfolio data.
• Building loan-level cash flow and other time-series models.
• Developing tools and processes to improve the efficiency of investment analysis.
• Examining opportunities to automate existing booking processes.
• Developing management information and portfolio monitoring tools.
• Clearly communicating analytical methods, findings and conclusions to investment professionals and senior stakeholders.

About You

We're looking for a highly analytical individual with experience working with large datasets and quantitative models. You may come from a financial, scientific, mathematical or other data-heavy environment – a financial services background is advantageous but not essential.

You should have:

• Strong experience using Excel, VBA, Python, SQL or similar tools to manipulate and analyse large datasets.
• Experience building cash flow, time-series or other quantitative models.
• Strong analytical and problem-solving skills.
• The ability to take complex data and present findings in a clear and concise way.
• Good attention to detail and a structured approach to problem solving.
• Basic Word and PowerPoint skills.
• The ability to work independently and take ownership of your own work.
• The curiosity to identify knowledge gaps and proactively develop your technical and financial understanding.

Why Apply?

This is a particularly interesting opportunity for someone who enjoys data, modelling and problem solving but wants to apply those skills directly within an investment environment.

You’ll work alongside experienced investment professionals and gain exposure to structured finance, mortgages, securitised products and granular loan portfolios. The role offers the opportunity to have a genuine impact on how investment opportunities are analysed and how portfolio management processes are developed and automated.

If you’re a technically strong analyst looking to move closer to investment decision-making, we’d be keen to hear from you.

For similar opportunities, follow Miryco Consultants on LinkedIn at https://www.linkedin.com/company/miryco-consultants-ltd/.

Please note, should you not be contacted within twenty working days of submitting your application, unfortunately you have not been shortlisted for this position.