Diamond Resorts is a hospitality company headquartered in the Las Vegas, NV area with 5001 to 10000 employees. Diamond Resorts has a 2.8-star InHerSight Score, based on 654 ratings from 42 current or former employees. 8 employees have left comments about their experience working for the company on InHerSight.
The Director of Treasury Quantitative Analytics supports Diamond Resort's ability to monetize receivables and develop predictive modeling on receivables related financing facilities performance. The Director also collaborates with the internal treasury team as well as other stakeholders to support the Company’s ability manage working capital and treasury related duties.
ESSENTIAL JOB FUNCTIONS
Collaborates with the Financial Services team to develop, monitor, and forecast performance of all portfolio related facilities (including default projections, asset cash flow generation, transaction waterfall, performance triggers, weighted average interest rate, excess spread requirements, eligible receivables, etc.).
Supports and prepares all quantitative data deliverables for new portfolio related financing transactions: optimal collateral characteristics; timing of new securitizations; portfolio stratifications; optimal structure for best execution and/or stress testing various scenarios; data tapes; historical performance data; transaction waterfall; debt issuance costs; risk retention and/or prepayments and defaults scenarios; and, cash flow models.
Partners with Financial Services to monetize receivables’ borrowing bases and/or funding requests with and with treasury team cash flow needs.
Collaborates with Financial Services to prepare all monthly service reports for securitizations and warehouse facilities.
Forecasts and coordinates with Financial Services on portfolio-related performance including but not limited to defaults, upgrades, prepayments, cash flow, etc.
Forecasts availability of receivables to be monetized from sale date to custodial trust receipts for cash and/or working capital planning.
Collaborates with various stakeholders to forecast and/or prepare budgets and budget vs. actual and/or forecast all portfolio related debt facilities.
Works with stakeholders to prepare portfolio static pool data and forecast defaults, prepayments, and/or upgrades and overall portfolio performance for financing purposes.
Develops strategies and recommendations for defaults and/or substitutions and repurchases and/or rapid amortization prevention, excess spread, and various portfolio related performance requirements.
Prepares "what if" and stress testing data analytics and/or modelings for new initiatives and new financing transactions.
Creates predictive modeling on performance and cash flow modelings for each of the securitization and warehouse facility.
Collaborates with Director of Treasury and/or Director of Capital Markets on building predictive models for working capital, excess spread, and interest rates hedging strategies, etc.
Collaborates with Financial Services on portfolio-related initiatives as they impact treasury and the Company's working capital.
Builds data mining queries, analytical models, and special projects as directed.
Prepares quarter-end and year-end-related analyses with respect to debt as needed for the Accounting team.
Collaborates with Financial Planning &Analysis, Accounting, and Investor Relations teams on data requests.
Assists with treasury strategic initiatives such as treasury work stations, cash flow modeling (corporate and HOAs), and predictive tools by collaborating with other departments to get necessary data to support efforts.
Bachelor’s degree with a specialized degree in mathematics, statistics, finance, economics, and/or data science, or equivalent experience in related field.
A minimum five (5) years of experience in the technical quantitative field required.
A minimum five (5) years of supervisory experience in the technical quantitative field required.
Working knowledge in capital markets products, financing, quantitative analysis, data science, and/or statistics required.
Proven skills in asset-backed securities and/or fixed income structuring.
Extensive working knowledge of financial analyses, planning, and treasury.
Expert Excel modeling skills and data mining skills.
Must be willing to work under dynamic and fluid and matrix organization work environments.
Ability to self-direct and solve problems with minimum direction.
Ability to partner with cross-functional teams, communicate and work well with other departments.
Ability to work under pressure with tight deadlines and conflicting priorities.
Ability to handle multiple projects and demands at the same time.
Ability to be flexible and switch direction as situations require.
Expert working knowledge with statistical analysis, predictive modeling, and data mining.
Proven skills in business intelligence, query, and scripting tools, including but not limited to VBA, Tableau, SQL, SAS, Python, Matlab, R.
Ability to handle large volume and complex datasets, and to synthesis into meaningful and predictive models to help drive business decisions.
Computer proficiency in Microsoft Word, PowerPoint, Excel, and Outlook.
Understand how to develop and implement business strategies.