Industry Sector Hedge Fund
Location London, United Kingdom
Date Posted September 5, 2017
Category Finance
Job Type Permanent
Salary Experience led


VAC – 17659: Treasury Analyst




Our client is a leading hedge fund who have several $ in AUM. They are looking to add a dynamic individual to their middle office team in a treasury position. The ideal candidate would either come from a similar treasury / collateral position in a fund, or from a repo execution position in an investment bank.



• Previous Funding and Financing Experience (Foreign Exchange and Repo Execution)

• A few years’ experience either on buy or sell side.

• Product knowledge required - Fixed Income & Credit

• Excellent Excel skills, VBA a big advantage

• Good Communication

• Confident, Self-Starter

• Regulated funds knowledge (UCITS/ 40 Act) an advantage

• Understanding of Profit and Loss statements


Principal Responsibilities:

• Working in a team of 2 who will have full oversight and responsibility for the tasks related to the function

• Monitor Portfolio Manager information, relating to cash and collateral and its accuracy

• Execution of Repurchase Agreements for short covering and financing/funding leverage

• Non USD Security Hedging analysis/monitoring

• Non USD Investor Hedging analysis/monitoring

• Foreign Exchange Execution for hedging purposes

• Daily Cash Management monitoring between all systems

• Cash Reconciliation

• Oversight and monitoring of collateral calls and payments

• Reviewing Margin Calls on Cleared Derivatives and carry out compressions

• Responsible for running the QIB Calculation

• External reporting related to Margin and Collateral requirements

• Review and agree trade netting

• Build MIS for Portfolio Managers around funding

• Better understanding the repo market and trying to get better execution for the funds

• Analysis of repo P&L attribution and costs in relation to leverage used per Portfolio Manager

• Understanding the regulatory environment around the Repo Market

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