Job description

Summary
Serve as Risk Monitoring & Reporting Associate to the Head of Projects, Risk Monitoring & Reporting.  The team is responsible for reporting for Securitization and the Capital Markets Funding division. 

1. Key Responsibilities

• Produce all internal and external reports for Securitization: investor and rating agency reports for the ABCP conduit as well as other reports covering large obligors (Rule 2a-7 ), revenue and expenses, liquidity indicators, and regulatory capital reports among others; 
• Report to Management (daily/weekly) on new activity and deal status in the pipeline;
• Perform regulatory filings (ECB notifications, ESMA disclosures, and Secured filing COREP);
• Coordinate the annual budget and expense process, compile deal data for annual projections, and update Client Live budget bricks;
• Respond to inquiries on the portfolio and prepare CMF presentations for Senior Management;
• Assist business on KYC matters, swing lines renewals, Compliance requests among others; and
• Provide support for audits as needed.

2. Other Operational Responsibilities

• Help the booking of new transactions or transaction renewals
• Generate fee and settlement memos for ABS deals and other DCM issuances as needed
• Assist with the submission of business pipeline memos
• Review and reconcile monthly the RWA data for risk reporting and help to prepare the US Risk Committee presentation
• Review and reconcile monthly revenues and costs, assist in forecasting landing
• Responding to inquiries on the portfolio for special presentations to senior management, clients and investors, as needed.
• Daily update of the FLASH database for the MAM report and monthly update of OMEGA
• Various internal systems data points reconciliations

Updating procedures as necessary but at least on an annual basis

3. Management and Reporting

Report to the Head of Projects, Risk Monitoring & Reporting

4. Counterparties and clients

• Securitization teams and senior management in the US
• Interaction with relevant support functions as needed: RPC, FIN, GIT among others
• External vendors
• Audit firms whenever necessary

5. Systems Used

• Microsoft Office (Word, Excel, PowerPoint, Access)
• Proficiency in Python, VBA and SQL
• Internal systems: SIS, CPU, KIWIS, Client Live, ATLAS, CLIX, DOT among others
• External systems: ECB regulatory report website, Bloomberg, rating agency websites, and other specialized market data providers

6. Legal and Regulatory Responsibilities

• Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the US.  Compliance manual and Compliance policies and procedures as issued from time to time; Financial Security requirements, including, but not limited to, the prevention of Financial Crime and Fraud including reporting obligations to the Money Laundering Reporting Officer.
• Maintain appropriate knowledge and complete mandatory training for the role.