Treasury and Portfolio Finance Analyst
The Treasury & Portfolio Finance team is responsible for the firm’s financing, margin, cash and collateral, liquidity, FX hedging, and counterparty relationships. The team focuses on implementing technology solutions to build highly efficient and scalable processes. You will gain exposure to most asset classes and the underlying derivatives, including equities, fixed income, FX, commodities, and credit. This is a hybrid role that includes elements of portfolio management, execution, operations, IT, legal, risk, and relationship management.
- Develop and implement financing optimization models to improve margin and cost across multiple asset classes and legal agreements
- Generate ideas and execute trades that will include cash equities, equity derivatives, futures, options, Treasuries and other sovereign bonds, Repo and FX
- Provide pricing, margin and financing market colour to Portfolio managers
- Keep updated on emerging technologies and industry best practices related to risk management and technology and identify opportunities to leverage them for enhancing the risk platform.
- Provide leadership, mentorship and guidance to a team of risk technology professionals fostering a culture of collaboration, innovation and continuous improvement.
- Grow and develop counterparty relationships with the investment bank and broker-dealer community
- Assist in cash and collateral management to optimize balance sheet usage, excess liquidity, FX exposure and margin posted with prime brokers and exchanges
- Develop analytics and reports to monitor counterparty metrics, funding markets and Treasury PnL
- Work closely with Operations and Middle Office teams to streamline processes and improve back office workflow
- Work closely with IT in order to develop and enhance front-end trading systems
- Generate an understanding of and provide backup coverage for core Treasury portfolio management and trading strategies, including Equity and Fixed Income Relative Value and Delta-One Arbitrage
- Bachelor's degree required; Finance, Economics, Computer Science or related field
- 5-7 years’ experience in Financing and Securities Lending at a top prime broker or asset manager
- Ability to work with a sense of urgency in a fast-paced environment
- Effective communication and interpersonal skills
- Strong analytical and problem solving skills
- Advanced technical skills in Excel, VBA and SQL
- Programming knowledge is a plus (Python, C#)
Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds. Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status.