Capital Markets Risk Management Expert

Há 4 dias


Lisboa, Lisboa, Portugal Phiture Tempo inteiro

About the Job Overview

The Resource & Portfolio Management (RPM) Team is part of the Securitised Product Group (SPG), which combines all securitisation and other risk distribution activities within Global Banking EMEA – Capital Markets. The Securitisation Trade Manager is responsible for booking of transactions and the management of their cash flows (calculation, monitoring of payments, etc.) and for their correct regulatory Capital calculation in the systems, to achieve optimum Capital savings for the bank.

Acting as a point of contact with investors during the life of the transaction, as well as for regulatory reporting, the Securitisation Trade Manager will develop expertise in transaction management (Securitisation, SRT, Credit Default Swap, Credit Insurance) and most importantly in regulatory Capital of the Bank. The Candidate will work with data to assess the Capital savings on the transactions under management and should have an interest in learning Python/SQL languages.

Main Activities
  1. Provide advisory role in pre-trade phase by closely collaborating with the Origination and Structuring team to evaluate the feasibility of a transaction.
  2. Manage the booking of transactions in Front-Office systems.
  3. Monitor and pay invoices to Third Parties (Investors, Brokers and Insurers).
  4. Calculate accurate Capital savings by verifying the correct Risk-Weighted Assets (RWA) are calculated during the quarterly Capital process.
  5. Update the capital structure of existing programs and compute and validate the quarterly coupon, following the instructions of the underlying flow of funds.
  6. Identify potential claims based on rating triggers in the underlying portfolios.
  7. Prepare reports to Validation Agent, Investors, Regulators, and internal stakeholders, serving as the primary point of contact for questions related to existing portfolios.
Key Qualifications
  1. Holds a Master's degree in Engineering, Finance, Maths or Economics.
  2. Possesses up to 3 years of relevant experience.
  3. Demonstrates an interest in VBA, Python, or data analytics tools such as SQL.
  4. Has fluency in English both oral and written (mandatory).
  5. Possesses advanced knowledge of the Office package (Excel).
Why Work at Phiture?

At Phiture, we pride ourselves on being a leading banking institution with operations in 63 countries and nearly 183,000 employees worldwide.

We offer a diverse and inclusive work environment where everyone feels valued and respected.

Please note that only applications submitted in English will be considered.



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