Capital Portfolio Data Analyst

Há 2 dias


Lisboa, Lisboa, Portugal Phiture Tempo inteiro

**About the Role**

The Resource & Portfolio Management team is part of the Securitised Product Group, which combines all securitisation and risk distribution activities within Global Banking EMEA – Capital Markets.

The Securitisation Trade Manager is responsible for booking transactions and managing their cash flows, ensuring correct regulatory capital calculation in 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 capital savings on transactions under management and should have an interest in learning Python/SQL languages.

The Candidate will also be key to ensure that all contractual commitments related to Resources & Portfolio Management transactions are fulfilled.

  • Advisory role in pre-trade phase by actively liaising with the Origination and Structuring team, to assess the feasibility of a transaction.
  • Booking of transactions in Front-Office systems.
  • Perform monitoring and payment of invoices to Third Parties (Investors, Brokers and Insurers).
  • Calculate the correct capital savings by ensuring the right Risk-Weighted Assets (RWA) are calculated during the quarterly capital process.
  • Perform quarterly updates of the capital structure of existing programs and quarterly coupon computation and validation, following instructions of underlying flow of funds.
  • Identify claims based on rating triggers in underlying portfolios.
  • Perform reporting to Validation Agent, Investors, Regulators, and internal stakeholders, acting as a point of contact for questions related to existing portfolios.


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