Evaluation of capital consumption, financing costs, and counterparty costs across the firm's macros portfolios globally
Collaborate with partners externally, reviewing best practices and new ways to improve processes and economic outcomes, fousing on macro products globally
Work extensively with Treasury and Broker Relations to understand the profitability, efficiency, and returns of counterparty spend
Analyze portfolio managers' capital attribution
Contribute to the design, testing, and implementation of workflow tools and analytics, scaling the business on a cross-asset basis
Work with the Head of Treasury, Legal and Compliance to negotiate credit and trading agreements
Forecast capital based on trades proposed by PMs
Ensure the proper capitalization of trading vehicles to meet the liquidity needs of each fund/strategy
Requirements
Collateral/margin experience with Global Macro products
4 yr degree in Mathematics, Finance, Business, or related discipline
Minimum of five years of collateral/margin/financing experience with focus on macro strategy products
Excellent analytical and mathematics skills
Understanding of the mechanics of complex macro financial instruments
Attention to detail, strong organizational skills, and the ability to be thoughtful and thorough in all aspects of your work
Experience working with large datasets and/or transactional volumes
High proficiency in Excel and MS Office Suite
Comfortable giving constructive feedback to management
Commitment to the highest ethical standards
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