Analyst, Data & Loan Portfolio Analytics

About Five Sigma Finance

Five Sigma aids investors, originators, and asset owners in executing, monitoring, and expanding private-credit and asset-backed finance deals through expert advisory services and its proprietary asset management software, ABIDE. ABIDE integrates data, analytics, and workflow automation to provide advanced insights into complex loan portfolios and structured finance transactions.

Role Overview and Key Responsibilities

As part of the growing Structured Finance team, the Data & Loan Portfolio Analytics Analyst will support various structured finance operations and product offerings at Five Sigma. Core duties include:

• Building and sustaining portfolio data pipelines and performing thorough data validation checks.
• Creating and managing analytical tools to assist the Transaction Lifecycle Advisory team.
• Reviewing transaction documents to ensure portfolios comply with qualitative and quantitative limits.
• Engaging with originators, issuers, servicers, and third-party vendors to address data-related queries.
• Maintaining analytics related to Transaction Monitoring via the ABIDE platform.
• Supporting buy or sell side advisory mandates as needed, including analytics, modeling, and financial due diligence.
• Working collaboratively with the wider analytics team to develop and maintain risk management and analytical tools, including:
  • Risk and pricing tools for detailed asset portfolios like mortgages, SME and consumer loans, and credit cards.
  • Analytics and forecasting instruments for asset portfolios and macroeconomic variables.
• Conducting independent research and delivering findings to both internal teams and external stakeholders.
• Handling ad-hoc data analysis as requested.
• Coordinating with the software engineering team to integrate research findings into the SaaS product offerings.

Candidate Profile and Requirements

• Graduation in STEM disciplines or Finance.
• Between 1 to 3 years of professional or internship experience in a related analytics role.
• Proficient in Python and software development fundamentals.
• Data skillset that includes aggregation, transformation, and analysis of small to medium datasets.
• Self-driven, entrepreneurial mindset adaptable to a startup-like working environment.

Desirable Qualifications

• Experience with programming and software development best practices.
• Familiarity with quantitative finance concepts, particularly in Fixed Income, Credit, and Asset-Backed Securities markets.