New York

Treasury Quantitative Associate

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.

 

RESPONSIBILITIES:

•    Develop and implement financing optimization models to improve margin and cost across multiple asset classes and legal agreements
•    Develop analytics and reports to monitor counterparty metrics, funding markets, Pnl drivers and ad-hoc needs of Treasury desk
•    Work closely with IT to develop and enhance Treasury systems
•    Develop an understanding of Treasury functions, including cash management, opportunistic fixed-income, and equity financing trades, etc

 

DESIRABLE CANDIDATES:

•    Bachelor's degree required (Masters or higher preferred) in Finance, Economics, Computer Science, or related quantitative field.
•    2-5 years’ experience in the capital markets division of an Investment Bank or Asset Manager
•    Hands-on experience utilizing Python, C++, Java, VBA, SQL
•    Experience with statistics, AI & ML techniques
•    Ability to work with a sense of urgency in a fast-paced environment
•    Effective communication and interpersonal skills
•    Strong analytical and problem-solving skills

 

BASE SALARY RANGE
$130,000 – $220,000 USD

Apply.

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