Front Office Treasury Analyst with Quantitative Hedge Fund

OCR Alpha
The City, UK
Competitive salary
04 May 2021
01 Jun 2021
Job role
The trading desk of a very successful multi-billion $ Quantitative Hedge Fund is looking to hire a talented individual to their Treasury desk. There will be plenty of responsibility attached to this role where one will be involved in the management of cross currency cash balances along with the analysis of all aspects of broker financing costs and commissions. This person will also be responsible for FX and Repo trade execution where one will be putting existing cash balances to work.

Typical daily responsibilities:

  • Treasury Management: Execute FX and Fixed Income trades utilising firm-wide balances in various currencies
  • Daily cash management responsibilities
  • Execute primary and secondary block trades
  • Work closely with the trade execution desks

Broker and Counterparty management:
  • Analysing all aspects of broker costs including financing, commissions, borrows, rebates etc.
  • Ensuring optimal broker flow allocation and suggest new flow considerations to management
  • Monitoring trends in broker balances, market share and overall market structure
  • Evaluate Exchange liquidity providing schemes
  • Build and maintain exchange models
  • Research evaluating existing/new broker offerings

The person:

  • Ideally several years of relevant transferable experience. This could include someone coming from a Prime Brokerage, Prop Trading, Investment Banking or Hedge Fund role, where they would have exposure to cash management including managing margin and collateral payments
  • Possess a good understanding of trading exchanges and trading /broker commission costs
  • Treasury Management knowledge (bonds, FX swaps); trading experience is an added bonus but not a necessity
  • SQL/Python skills are a plus for this role.