Capital Portfolio Management Data Analyst Lisboa

Capital Portfolio Management Data Analyst
Lisboa
Lisboa, Portugal

About the Job

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

Your Main Activities Are

• Advisory role in
  - 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.

Profile and Skills to Success

• 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 (mandatory).
• Advanced knowledge of Office package (Excel).

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

In case you are selected for this role, further documentation will be requested to support your hiring process.