Private Capital Structured Finance & Waterfalls Modelling Support Analyst (M/F)

March 21, 2024

Private Capital Structured Finance & Waterfalls Modelling Support Analyst (M/F)


  • Standard / Permanent
  • Luxembourg
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BNP Paribas Securities Services, a subsidiary of the BNP Paribas group, is one of Europe’s leading providers of custody services for securities.

The Luxembourg branch plays a major part in its operations, offering clients high value-added services extending from custody to securities lending, fund administration, performance measurement and ratings, and bond issuance services. 

To support its current growth, BNP Paribas Securities Services is looking for a:

Private Capital Structured Finance & Waterfalls Modelling Support Analyst (H/F)

Permanent contract


Advantages of the position:

Working in the Private Capital is a unique opportunity to learn on different domains and develop a career.

Working environment:

Be part of a growing, dynamic, collaborative, and high-performing team with challenging and knowledge sharing environment

Your mission:


·       Support the completion of the modelling of waterfalls according to the methodology described on the funds by- laws (Limited Partnership Agreements or LPA)

·       Extract the necessary data with the right level of granularity from our eFrontInvest platform and retreat such data according to the requirements of the waterfall described in the LPA

·       Usage of data analytics platforms (such as PowerBI, Crystal Reports) and programming (SQL, Python or others) to automate the data retreatments / enrichments and calculations.

·       Produce high quality reports for new and existing clients with full audit trail of calculation performed at any step

·       Assist in the ongoing review of local products/client solutions to maximise client service and productivity.

·       Participate in the presentation of new/enhanced products/solutions to new/existing clients in conjunction with Client Development team

·       Demonstrate key information technology and explain calculations to clients.

·       Participate in new/enhanced application testing prior to roll out

·       Assist in the preparation of relevant meetings or workshops internally or externally.

Key internal stakeholders:  

·       Private Capital – Fund Administration & Middle Office teams

·       Global BCM & IT teams

Key external key stakeholders:

·       Clients – Fund managers

·       Investors as the case may be

·       IT vendors such as BlackRock Solutions and Broadridge


Your profile:


·       Willingness and appetite to learning financial concepts and modelling techniques

·       Strong mathematical skills

·       Detail orientated and at ease with financial concepts.

·       Can showcase skills in understanding complex documentation.

·       Excellent data analysis skills including advanced level with Excel formulas.

·       Bachelor’s degree or more in quantitative field such as mathematics, physics, computer science, data science, data engineering.

·       MS Office suite (including Excel to VBA level, Access, and Word)


·       Experience with a modern programming language such as Python (non-professional accepted)

·       Experience with BI tools such as Power BI (non-professional accepted)

·       Experience with a database query language such as MySQL (non-professional accepted)


Bachelor’s degree in accounting, Economics or Finance

Academic Background: Business school, university (BAC+5)


Professional experience:

A strong willingness to learn and excel, bundle with energy is necessary.

Previous experience in the fund industry is an asset.


Behavioural Skills:

Strong Attention to detail

Adaptability and Team spirit

Client focused.

Transversal Skills :

Ability to understand, explain and support change

Analytical Ability

Ability to manage a project

Ability to develop and adapt a process

Ability to anticipate business / strategic evolution

Ability to inspire others & generate people’s commitment

Ability to develop others & improve their skills

Ability to develop and leverage networks

Ability to set up relevant performance indicators

Ability to manage / facilitate a meeting, seminar, committee, training

Ability to conduct a negociation

Technical skills:

Knowledge of Private Capital specificities

Language skills:

Good written and oral French and English skills are essential.


During the finalization of the recruitment process, the preselected candidate will be asked to provide us an extract from his/her criminal record dated less than 3 months (record N°3 for Luxembourg), according to the dispositions of the law from July 23 2016 concerning the criminal record.