Securitisation Capital Manager

Há 7 dias


Lisboa, Lisboa, Portugal Phiture Tempo inteiro

About the Role

The Resource & Portfolio Management (RPM) Team is a key component of the Securitised Product Group (SPG), which consolidates all securitisation and other risk distribution activities within Global Banking EMEA – Capital Markets. The Securitisation Trade Manager plays a pivotal role in the booking of transactions and the management of their cash flows, ensuring accurate regulatory Capital calculation to achieve optimum Capital savings for the bank.

Key Responsibilities Include:

  1. Acting as a point of contact with investors during the life of the transaction, as well as for regulatory reporting.
  2. Developing expertise in transaction management (Securitisation, SRT, Credit Default Swap, Credit Insurance).
  3. Working with data to assess the Capital savings on the transactions under management.
  4. Performing quarterly updates of the capital structure of existing programs and quarterly coupon computation and validation.
  5. Identifying claims based on rating triggers in underlying portfolios.
  6. Reporting to Validation Agent, Investors, Regulators, and internal stakeholders.

Required Profile and Skills

  • Master's degree in Engineering, Finance, Maths or Economics.
  • Up to 3 years of relevant experience.
  • Interest in VBA, Python, or data analytics tools such as SQL.
  • Fluency in English both oral and written.
  • Advanced knowledge of Office package (Excel).

Benefits of Joining BNP Paribas

  • BNP Paribas is the European Union's leading bank, and key player in international banking.
  • Able to support clients with financing, investment, savings and protection solutions that help make their projects a success.
  • Diversity and Inclusion commitment: an equal opportunity employer proud to provide equal employment opportunity to all job seekers.
  • Commitment towards work/life balance and remote working conditions based on trust, autonomy and collaboration.


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