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Junior Securitisation Transaction Analyst

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Job Number:
1902RSK2131

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BNP Paribas is a leading European bank with an international reach. It has a presence in 73 countries, with more than 192,000 employees
- including more than 146,000 in Europe and over 4,000 in Portugal alone.

BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, BNP Paribas has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

Worldwide, the Group has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realize their projects through solutions spanning financing, investment, savings and protection insurance.

DEPARTMENT OVERVIEW

The Transaction, Securitisation and Frameworks (TSF) are the Risk Global Markets (“Risk GM”) pre-trade analysis team, being the prime interlocutor to structuring and marketing. Its mission is to focus specifically on new complex/structured transactions that have either new features or specificities that make them riskier such as wrong way risk, funding, modelling, counterparty risk or operational issues. The team is representing Risk GM for most pre-trade approval committees (Transaction Approval Committees “TAC”, Global Securitization Credit Committees “GSCC”, Fixed Income Commitment Committees “FICC”).

The team is also in charge of representing Risk GM for new activity approvals (“NAC”). In the recent years, various activities involving new complex indices, new types of derivatives (hybrids or new format) or new types of risk (such as prepayment or basis risk) have been analysed by the TSF team.

ROLES AND RESPONSIBILITES

The new hire will be responsible for the annual and administrative review process of files/activities and portfolio reviews, covering the credit and counterparty risks taken primarily by Global Markets within CIB, based in Lisbon, originated out of the EMEA and Americas regions (Asset Finance and Securitisations team, “AFS” or Balance Guaranteed Swap desk (“BGS”).

The area of responsibility can be segmented in 3 broad categories, as follows.

Securitisation Analysis

Analyse and assess/review the market, credit, funding, liquidity and structural risks taken on existing securitization related transactions originated in Europe and US and under London and New York TSF responsibility.

The types of transactions include:bridge facilities, warehouse lines, ABS investments, ABCP funding or liquidity backstop facilities, and derivatives (e.g. Balance Guaranty Swaps)

The scope encompasses transaction that are on or off BNPP’s balance sheet (including BNPP’s conduits)

This analysis may include stress testing, as applicable, as well as an evaluation to consider the impact of the transaction on the existing portfolio or sub-portfolios

Permanent Control

Be able to apply the relevant risk policies of the bank applicable to this segment

Direct contribution to BNP Paribas operational permanent control framework

Understanding the abilities and limitations of the standard operational/booking framework for the segment covered

From a risk oversight perspective, ensure that the necessary portfolio reviews are properly conducted by the respective business sponsors and in a timely manner

If necessary, undertake projects to address specific issues regarding securitization related transactions

When necessary, responsible for generating reports on the securitization transaction for both internal and external purposes and take responsibility for ensuring consistency of approach and data integrity

Participate in the definition of the risk management framework for the existing portfolio

Hub for innovation (ideation / testing etc.)

The Lisbon hub will also be involved in innovation initiatives for TSF Globally (ideation/POC testing), which may revolve around Natural Language Generation from unstructured format; AI; Data Visualisation Reporting etc.

Contributing to projects improving processes from an operational efficiency perspective, or enhancing our risk management capabilities through innovative technology-led solutions

PROFILE

Degree in Finance, Business Math or Financial Engineering (advanced degree a plus)

3 to 5 years of experience in the securitisation sector, preferably gained through credit risk assessment and credit analysis within a risk department setting, or by working with the Front Office in a securitisation sector, or with Rating Agencies covering securitisation sector

Structure & Product knowledge:experience in ABCP financing and

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Localidade:Lisboa
Contrato:Desconhecido
Tipo:Full-Time
Categoria:Sistemas de informação
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