Associate, Portfolio Analytics

Company Information

Waterfall Asset Management, LLC is an SEC-registered alternative investment manager focused on specialty finance opportunities within asset-backed credit, whole loans, real assets, and private equity.  Waterfall was founded in 2005 by Tom Capasse and Jack Ross, two individuals who were early leaders of the ABS industry, and who together have over 60 years of proven ABS/Loan credit analysis, trading, banking, and servicing experience. Waterfall seeks to provide its client a compelling risk/return profile which is generally uncorrelated to most traditional investment opportunities.  Waterfall is headquartered in New York, with additional offices in London, and Dublin. As of December 31, 2023, Waterfall approximately $12.6 billion in assets under management.

Job Description 

As a member of Portfolio Data Analytics team, you will be expected to foster an environment of data driven decision making and further build-out our data analytics platform on Databricks & Power BI.  Primary responsibilities will include, but not be limited to, interfacing with portfolio managers and investment teams to develop both portfolio analytics and internal/external deliverables through our modern data platform.

You will be expected to develop deep understanding of private/structured credit asset classes and Fixed Income instruments along with Waterfall’s unique business strategies. You will also need to understand the entire data ecosystem at the firm including not only the systems, but all of the touchpoints of how different teams at the firm interact and consume data.

Specific job responsibilities include:

• Using Power BI, develop dashboards with advanced visualizations for wide ranging business needs including but not limited to Fund Performance, Liquidity Management, Portfolio Surveillance, Whole Loan Asset Management, Risk Management, Deal Pipeline, Historical Collateral Performance
• Perform complex data modeling and calculations on top of raw data in Databricks notebooks (using SQL or Python) to create “derived datasets” that can be consumed by various tools such as Power BI, Databricks Queries, Excel, etc.
• Using a more advanced technical skillset, assist with providing analytics to members of the business to answer adhoc client requests quickly
• Assist all teams across the firm to better understand how the firm’s data platform can be leveraged and provide proactive suggestions on data solutions
• Automate the generation of standardized client reports that are used on a regular frequency to improve efficiency for client facing teams
• Become a key stakeholder in regards to maintain the firm’s data platform as a single source of truth and insure high quality data governance

Qualifications and Education Requirements

• 2-5 years working experience in a business analytics role
• Strong SQL knowledge
• Strong understanding of data modeling & data warehousing concepts
• Experience with BI tools such as Power BI, Qlik, Tableau, etc
• Experience with Databricks is a plus
• Intermediate Python knowledge is a plus
• Ability to be quickly grasp concepts and solve complex problems
• Excellent written and verbal communication skills
• Self-motivated with a strong attention to detail
• Work independently and in a team environment to come up with highly effective solutions