Global Markets - Asset Finance & Securitisation Financial Analyst

Job description

Asset Finance & Securitisation (AFS) Financial Analyst

Global Markets Front Office – AFS ABS Team

The BNP Paribas Group is a leader in banking and financial services, employing over 184,000 people across 75 countries and 5 continents.

Fully integrated in the BNP Paribas Group, BNP Paribas Corporate and Institutional Banking (CIB) is a leading provider of solutions to two client franchises: corporates and institutionals, and operates across EMEA (Europe Middle East Africa), APAC (Asia Pacific) and the Americas. The bank is a global leader in Debt Capital Markets and Derivatives. It is a top European house in Equity Capital Markets and it has leading franchises in Specialized Financing. In Securities Services, it is a top five House worldwide. BNP Paribas CIB strives to service the global economy by providing solutions to its clients in financing (ECM, DCM, specialized financing), flow banking (trade finance and cash management), financial advisory (M&A, project finance), global markets (interest rates, credit, foreign exchange, equity derivatives), risk management, and securities services.

RESPONSIBILITIES

Accomplish the following tasks within the AFS team:

1. Contribute to the Credit Management of the AFS securitisation portfolio:

* Update of the securitisation committee memo for annual reviews, renewals, amendments and waivers

* Update of the securitisation watchlist templates as and when needed

* Monitoring of the transactions: Update and analysis of the portfolio structure and performances, review of transaction risks (concentrations, triggers, covenants, etc.)

* Ensure satisfactory calculation and monitoring of Basel dynamic parameters

2. Support the AFS O&S and PS team on administrative and operational aspects of setting up and executing transactions including

* Preparation of deal closing memos, booking forms, liquidity supplements/LOCs forms

* Submission into the PASCAL credit workflow system,

* Initiation of KYC requests including the submission of MAOS form and maintenance of questionnaire on client.

* Documenting the technical and operational monitoring of a transaction in a procedure as needed

3. Support the production of regular AFS reporting needs

* Portfolio reporting (conduit exposure breakdown, risk dashboard, annual review calendar etc),

* Monitoring of servicer and covenant compliance reports,

* P&L / Capital / Liquidity forecast,

* SPV reporting etc

4. Provide ad hoc support to AFS transversal internal projects as needed

* Help update FO Procedures (standing procedure, desk packages, ops manuals etc)

* Help follow up and coordinate closing Audit points where Front office is involved

* Support AFS US ad hoc transversal projects as needed

5. Assist the quarterly and monthly capital production

* Review of capital data inputs into PASCAL for exhaustiveness and accuracy

* Consistency check review of data inputs and output

* Review and analysis of evolution of capital output

* Iterations with the S&R and the Finance team in charge of capital (also located in Lisbon) to provide corrections as appropriate

REQUIREMENTS

* Graduate (Engineering School with specialisation in Finance or Business School)

* Fluent in English

* Excel/Access, VBA, database skills

* Audit/Accounting knowledge would be a plus

BUSINESS SKILLS

* Understanding and analysing complex/structured products, related risks and underlying legal documentation

* Knowledge of internal credit and rating processes/policies

* Knowledge of capital/liquidity/IFRS9 rules regarding securitization

* Ability to communicate and develop good working relationships with different departments (structuring, IT, Middle Office, Finance, S&R, Risks, Legal, Starbird, Matchpoint, management companies, …)

* Excellent communication skills both oral and written

OTHER SKILLS

* Strong availability, tenacity, initiative, commitment and curiosity

* Synthesis and analytical skills

* Good team player

* Reactivity and ability to deliver on due time

* Rigorous

* Ability to work under pressure and within tightened deadline