Treasury​/Portfolio Finance Associate

Overview

A $20B New York based multi-strategy hedge fund is looking for a Treasury/Portfolio Finance Associate to assist in the development and maintenance of processes, databases, and systems to ensure an optimal trading, financing, and operational working environment. The core focus of this role will be the modeling and analysis of complex datasets compiled from numerous internal and external data sources. The Associate will report to the Head of Portfolio Finance and liaise with all areas of the firm as part of the role including Technology, Operations, Legal, Compliance, Investor Relations, Traders, and Portfolio Managers.

• Maintenance and enhancement of a proprietary margin modeling framework with the goal of improving accuracy, scalability, and actionability of the data.
• Increase liquidity via daily in-depth margin analysis and communication with counter parties.
• Assist in the management of debit and credit balances across Prime Brokers and custodians, with a focus on minimizing financing costs.
• Collaborate within Treasury and across departments to develop a first-class Treasury platform utilizing proprietary and 3rd party solutions.

• 4+ years of experience with a prime broker or hedge-fund.
• Quantitative background and advanced analytical skills.
• Must be advanced in Excel (macros, pivot tables, nested formulas). SQL, VBA, Python, and programming languages a plus.
• Experience structuring, maintaining, and analyzing large datasets and managing processes around them.
• Exposure and working knowledge of Prime Brokerage dynamics – either from a buy side or sell side seat – with expertise in margin (house and regulatory) and Asset Based Financing (i.e. waterfall financing) regimes.
• Multi-asset background covering the physical, cleared and OTC derivatives spaces – equities, options, government, corporate and convertible bonds, CDS/CDX, FX, futures, among others.
• Exceptional process management skills and strong attention to detail.
• Strong verbal and electronic communication skills.