Treasury Quant

TEAM:

The Treasury & Portfolio Finance team is responsible for the firm’s financing, margin, cash and collateral, liquidity, FX hedging, and counterparty relationships. The team focuses on implementing technology solutions to build highly efficient and scalable processes.  You will gain exposure to most asset classes and the underlying derivatives, including equities, fixed income, FX, commodities, and credit. This is a hybrid role that includes elements of portfolio management, execution, operations, IT, legal, risk, and relationship management.

RESPONSIBILITIES:

• Develop and implement financing optimization models to improve margin and cost across multiple asset classes and legal agreements
• Develop analytics and reports to monitor counterparty metrics, funding markets, Pnl drivers and ad-hoc needs of Treasury desk
• Work closely with IT to develop and enhance Treasury systems
• Develop an understanding of Treasury functions, including cash management, Capital optimization, opportunistic fixed-income, and equity financing trades.

DESIRABLE CANDIDATES:

• Bachelor's degree required (Masters or higher preferred) Computer Science, Financial Engineering or related quantitative field.
• Minimum 3 years of professional experience
• Experience in the capital markets division of an Investment Bank or Asset Manager
• Hands-on experience utilizing Python, C++, Java, VBA, SQL
• Experience with statistics, AI & ML techniques
• Ability to work with a sense of urgency in a fast-paced environment
• Effective communication and interpersonal skills
• Strong analytical and problem-solving skills

BENEFITS AND COMPENSATION INFORMATION:

Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this.  We offer a robust and competitive benefits program to ensure the well-being of our colleagues.

Some benefits included in this role are:

• Training and development opportunities
• Robust Wellness Resources: Physical, Mental and Financial
• Time-Off, Retirement and Commuter Benefits
• Gym Reimbursement and other Discounts

The applicable base salary range for this role is $100,000 - $150,000. The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives.

EQUAL OPPORTUNITY EMPLOYER

Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds. Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status.

To learn even more about being part of the team, visit us online: Careers - Capstone (capstoneco.com)

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