Treasury - Clearing

Department Overview

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
• 8+ years of experience in Clearing (Futures/Cleared Swaps) product or business role is required