Job Function Summary
The Treasury function at Millennium covers a number of areas including:
- Cash and collateral management
- Liquidity Mgt.
- Stress liquidity Mgt.
- FX hedging
- Transfer pricing
- Equity / FI Financing
- Counterparty Risk
- Document negotiations w/Brokers
We are looking for a candidate to join the Treasury function and drive our initiatives in the region in addition to supporting/leading various global efforts. The individual should be a self-starter who can operate independently as well as within the broader team.
Principal Responsibilities
- Design / implement clearing optimization frameworks across Futures, OTC Cleared Swaps, & FXPB
- Build out clearing relationships with new & existing providers
- Communicate with business and portfolio managers on topics including clearing, execution, & delivery requirements
- Work with Operations & FI Business to prepare for mandatory repo clearing
- Develop / manage transfer pricing model for clearing costs from street through to business and to portfolio managers
- Partner with businesses and operations globally to deliver new solutions which expand the platform our portfolio managers are able to trade on.
- Work with the team to support portfolio optimization efforts around the globe.
- Work with the team to support implementation of an optimizer for posting CTD collateral against margin requirements
Qualifications/Skills Required
- An undergraduate or Master’s degree in a quantitative discipline
- 5-10 years of experience in Clearing (Futures/Cleared Swaps) product or business role is required
Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package
