My experience with Cognos is about Cognos 8, but from what I've heard that's pretty much the same.

To use Cognos on top of SSAS, you need to create a dummy framework in Cognos Framework manager. Publish that and you can use the SSAS metadata in your reports.

However, Cognos can produce some pretty horrid MDX, so it's possible that some reports (depends on design) have pretty bad performance.