Analyst - Investment Analytics

PRA Group (Nasdaq: PRAA); Virginia (MN); On-site; USD 90,000 - 120,000; Full time

Job summary

PRA Group is seeking an Investment Analytics professional to perform quantitative and qualitative analysis of investment opportunities and develop forecasting strategies for one or more portfolios. You will track financial performance, support underwriting, and drive innovations to improve returns.

The role requires strong SQL, cash flow modeling, and data analysis skills, with experience in NPL markets. Collaboration across teams and ability to manage multiple projects is essential.

Qualifications

• BA/BS in STEM or quantitative field required.
• Experience with cash flow modeling and data analysis essential.
• Proficient in SQL and data preparation methods.

Responsibilities

• Verify data produced by underwriting is stored accurately.
• Perform data analysis to identify trends and business insights.
• Prepare audit materials and templated pricing materials for underwriting.
• Present valuation at technical reviews and defend valuation decisions.
• Oversee complex SQL stored procedures and data analysis processes.

Skills

DCF modeling

NPL markets

SQL

data mining

Excel

VBA

GitHub

T-SQL/PL-SQL

R

Python

Power BI

Education

BA/BS in STEM or quantitative field

MS/MBA/CFA or actuarial certs

Tools

SQL Server

Excel

Power BI

R

Python

SAS

Job description

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\forecasting strategies for one or more portfolios and interprets price, yield, stability, or other financial metrics. This role also tracks and reports on current or expected financial performance and make recommendations meant to improve portfolio returns. Drives innovation and development of future techniques to continuously improve underwriting results and processes.

To qualify, applicants must be legally authorized to work in the United States, and should not require, now or in the future, sponsorship for employment visa status.

Professional Experience, Skills and Qualifications:

• Strong experience in Discount Cash Flow modeling and Non-Performing Loan(NPL) Markets using data analytic tools.
• Advanced in report building and Cash flow Model Development and has ability to mine data through relational programming tools such as SQL.
• 3+ years’ Cash Flow Modeling work experience, - 3+ years’ NPL work experience.

In-depth knowledge of concepts and processes including:

• High level analytical problem-solving skills.
• Proficient in SQL.
• Knowledge of data preparation methods: handling of missing data and general imputation.
• Strong excel skills (charts/graphs/formulas/Visual Basic Application (VBA)/data tables/goal seek).
• Basic version control knowledge –(Example: GitHub).
• Strong knowledge of T-SQL, PL-SQL or any other type of SQL.
• Some knowledge of Data analysis R, Python, Power BI and other analysis tools.
• Advanced knowledge of Cash flow in 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 utilizing excel or other statistical packages.
• Intermediate level project management skills. Begins to oversee project execution stages with independence.
• Ability to able to handle multiple projects/tasks simultaneously while meeting deadlines.
• Capable of developing and communicating modeling strategies.
• Able to read, write and understand programed solutions in languages such as R, Python, SAS, etc.
• Ability to complete business problem solving task assigned.
• Ability to interpret data, identify trends, and report data findings.
• Ability to perform data analysis & reporting using Oracle PL-SQL, Microsoft T-SQL, R, Python and other statistical tools.
• Intermediate level of analytics autonomy and independence.
• Must have effective organizational, time-management and high attention to detail skills.
• Strong data analysis capability with technical knowledge.
• Ability to write SQL code for intermediate query level functioning including the ability to:
• Import data into SQL Server from various sources (text files, spreadsheets, Access Data Bases) Export data out of SQL Server to various targets (text files, spreadsheets, Data Bases).
• Execute existing T-SQL Queries and Scripts.
• Modify T-SQL Queries and Scripts.
• Create T-SQL Queries and Scripts
• Education: BA/BS in a Science, Technology, Engineering, Mathematics (STEM) or quantitative field.
• Certifications: Advanced Degree/ Certifications: MS, MBA, CFA; Actuarial Certifications preferred

Key Responsibilities

• Verify data produced by the underwriting department is stored accurately. 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 analysis, report and resolve discrepancies (including taking ownership of actions/projects where appropriate).
• Assists in the documentation of new and existing processes to maintain compliance with Sarbanes-Oxley Act (SOX) regulations.
• Interprets data concerning price and future trends of consumer loan purchase market.
• Maintains Policy and Procedure documentation along with change management and testing documentation as required.
• Maintains processes related to producing valuations.
• Perform the first look analysis of potential Investment opportunities.
• Performs data analysis & 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 able to 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.
• Understands general data ingress and data preparation fundamentals required for modeling and analysis.
• Acts as the subject matter expert for one area of underwriting.
• Presents analytical study/research findings to other stakeholders within the Data & Analytic(D&A) department when required.
• Manages multiple projects in addition to day-to-day process tasks management on larger value items