Treasury Analyst

Squarepoint Capital

  • Montreal, QC
  • Permanent
  • Full-time
  • 12 days ago
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.

Squarepoint Capital