Treasury Analyst

Position Overview:

Primary focus will be Cash and Collateral Management across all global portfolios with an emphasis on safeguarding of assets and obtaining capital efficiencies. 

** Candidate should be comfortable in a time sensitive environment and deliver high quality results by collaborating with colleagues and global financial institutions in multiple time zones. ** 

• Monitoring of margin and collateral requirements and ensuring Squarepoint’s margin is competitive and accurately applied. 
• Reconcile currency and collateral balances held at brokers and financial institutions. Ensure accounts are properly credited and debited as originally instructed. 
• Optimize cash balances for liquidity, yield enhancement and collapsing boxed currencies across financial counterparties.   
• Continuously build upon and improve scalable processes that enable efficient portfolio finance activities. 
• Monitor counterparty exposure and execute remedial action to mitigate risk by reducing excess collateral, posting into tri-party structures (UMR), and swapping cash/collateral. 
• Partner with internal trading desks and investment teams on portfolio financing and collateral requirements. 
• Review margin replication and internal metrics daily for consistency and accuracy.

Required Qualifications:

• 0-2 years prime broker margin experience covering multiple hedge strategies. Preferred experience can be either a prime broker or a global hedge fund. 
• Proficiency in global asset types and instruments: futures, foreign exchange, equities, equity swaps, contracts for differences, investment grade and high yield corporate bonds, sovereign debt, mortgage backs, repo, options, credit default swaps, interest rate swaps. 
• Working knowledge of global currency and collateral transfers across industry applications and utilities, FED, SWIFT, DTC, FICC. 
• Proficiency in margin calculations including hedged and cross product margin optimization. 
• Knowledge of UMR and tri-party structures. 
• Understand the importance of our team concept. Establish long-lasting organizational relationships that will foster a productive work environment. 
• Demonstrate proficiency in written and oral communication skills. 
• Ability to build upon and improve scalable processes that enable efficient portfolio finance activities and new business initiatives. 
• Programming skills and writing macros are a plus.