Portfolio Hedging & Optimization, Analyst Job at Barclays (New York)

Structurer

Citibank, N.A. seeks a Structurer for its New York, New York location. A telecom...

Location

United States , New York

Salary:

175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Bachelor’s degree, or foreign equivalent, in Finance, Economics, Mathematics, or related field
2 years of progressive, post-baccalaureate experience as a Sales & Trading Program Analyst, Salesperson, Structurer, or related position involving foreign exchange risk analysis, derivatives and structures pricing, and hedge accounting in a global financial service institution
Statistical analysis and quantification of foreign exchange risks
Option pricing including foreign exchange derivatives and exotic structures
Hedge accounting regulations and practice standards including U.S. GAAP and IFRS
Knowledge of emerging market foreign exchange capabilities and local regulations
Quantitative analysis for foreign exchange trading strategies development
Statistical model building for risk quantification and optimization of hedging portfolios
Up to 10% domestic travel required

Job Responsibility

Assess, quantify and manage foreign exchange (FX) risk using statistical methods and portfolio theory
Perform Monte Carlo simulations to model the randomness and variability of currency movements under various scenarios
Implement bespoke quantitative algorithms to simulate paths for currency movement trajectories to provide precise risk assessments (VaR) and formulate optimal hedging strategies tailored to client’s unique exposures
Facilitate the development of comprehensive risk models and strategies that quantify and manage individual currency risks, and consolidate the portfolio risk for a balanced approach that minimizes risk and increases cost-effectiveness
Price complex derivatives and exotic structure using pricing models
Leverage stochastic calculus, numerical methods, and programming languages
Coordinate with trading team to ensure the pricing mechanisms reflect the timely market conditions and the pricing assumptions are aligned with trading strategies
Ensure hedging structures meet the financial reporting and transparency requirements based on GAAP and IFRS
Research emerging market product capabilities, local regulations, and market conduct to structure effective FX hedging solutions by analyzing cross-border capital flows, currency control regimes, and localized trading practices
Craft automated tools to incorporate real-time data feeds and advanced financial metrics improving scalability and responsiveness of the models

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Central Risk Trader

This role offers an exceptional opportunity for a Junior Equities Central Risk T...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

A strong academic background, ideally with a degree in a quantitative field such as Mathematics, Computer Science, Engineering, Finance, or Economics
Demonstrated strong analytical and problem-solving skills, with a keen interest in financial markets and equities trading
Foundational understanding of financial instruments, particularly equities and derivatives, along with basic concepts of risk management
Proficiency in programming languages such as Python or VBA, and strong Excel skills for data analysis and modelling
Excellent communication and interpersonal skills, essential for collaborating effectively within a trading desk environment and with various internal stakeholders
A proactive attitude, intellectual curiosity, and the ability to learn quickly in a dynamic and challenging trading environment

Job Responsibility

Assist in managing a principal risk portfolio for Citi's Equities Division, utilizing an automated trading platform
Support the optimization of Citi's risk portfolio by employing various hedging products and executing securities trades with clients and in the broader markets
Contribute to the development and implementation of trading strategies that aim to minimize risk and maximize returns across the equities portfolio
Participate in the analysis of market data and trading performance to identify trends, opportunities, and potential risks
Collaborate with experienced traders and quantitative analysts to understand and refine automated trading algorithms and risk models
Help ensure compliance with internal risk frameworks, regulatory requirements, and best execution practices for all trading activities
Assist in the reporting and reconciliation of trading positions, P&L, and risk exposures, ensuring accuracy and transparency

What we offer

27 days annual leave (plus bank holidays)
A discretional annual performance related bonus
Private Medical Care & Life Insurance
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Fulltime

Quantitative Equity Research Analyst

Fidelity Investments is looking for a Quantitative Analyst to join the Systemati...

Location

United States , Boston

Salary:

150000.00 - 250000.00 USD / Year

Fidelity Investments

Expiration Date

Until further notice

Requirements

7-10+ years of hands-on experience in quantitative equity research, ideally at a systematic asset manager or hedge fund
Deep understanding of econometrics, mathematics, and hands-on programming skills along with a passion for investing in the financial markets
Relevant experience with multi-factor models, quant equity portfolio construction, TCA, market impact modeling and strong equity microstructure knowledge preferred
Strong Data Science, Data Visualization skills
Proficiency with programming languages and statistical software (e.g., Python, R, SQL, Tableau)
An advanced degree, Masters or Ph.D. (preferred), in finance, quantitative economics, statistics, computer science, math, or the physical sciences
Deep knowledge of various financial and economic databases like Compustat, Worldscope, IBES etc
Experience with financial packages, portfolio optimization and management tools (e.g., FactSet, Bloomberg, Axioma, Barra)
Ability to think independently with good economic intuition as well as strong presentation and communication skills

Job Responsibility

Improving performance of stock selection models though idea generation, rigorous empirical analysis and back-testing
Investigate large structured as well as novel data sources to generate alpha
Actively participating in the team’s research agenda and taking responsibility for the full life cycle of each project from idea generation, research design, back-testing and portfolio simulations, to implementation
Partnering closely with other team members to enhance the investment process by investigating techniques to improve portfolio construction and optimization
Implementing quantitatively based equity models, transaction cost modeling, risk mitigation as well as evaluating and developing new risk models
Working in a collaborative team environment that integrates quant research, technology and trading and drive improvements to quant infrastructure and technology platform

What we offer

comprehensive health care coverage and emotional well-being support
market-leading retirement
generous paid time off and parental leave
charitable giving employee match program
educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career

Fulltime

Ftr trader

As an FTR Trader, you will be developing and executing strategies related to the...

Location

United States , Cambridge

Salary:

Not provided

Appian Way Energy Partners

Expiration Date

Until further notice

Requirements

3-5 years of experience in electricity trading, energy markets, or financial trading, with a focus on FTR or related instruments
Strong understanding of U.S. wholesale electricity markets, including ISOs/RTOs (such as PJM, ERCOT, CAISO, MISO, etc.)
Advanced modelling and analytical skills, with proficiency in data analysis tools (e.g., Python, R, Excel, etc.) and LMP powerflow modelling platforms (e.g. Powerworld, Dayzer, Pro-mod, etc)
Excellent problem-solving skills with a focus on risk management and strategic thinking
Ability to work in a fast-paced, high-pressure environment with a high degree of accuracy
Strong communication skills and the ability to present complex information clearly

Job Responsibility

Market Analysis: Monitor electricity markets to understand transmission congestion, locational marginal pricing (LMP), and other factors that impact FTR values
Strategy Development: Develop and implement FTR trading strategies to maximize profits and manage risk across multiple market regions within an ISO
Data Analysis: Utilize advanced data analytics, models, and tools to forecast market conditions, congestion patterns, and the impact on FTR prices
Bid Management: Participate in monthly and annual FTR auctions
Portfolio Management: Actively manage an FTR portfolio, optimizing positions to maximize returns and mitigate risk exposure
Risk Management: Continuously monitor market risks and employ hedging strategies as appropriate
Regulatory Compliance: Ensure all trading activities comply with market rules and regulatory requirements set by the Independent System Operators (ISOs), Regional Transmission Organizations (RTOs) and Federal Energy Regulatory Commission (FERC)
Collaboration: Work closely with other traders, analysts, and risk management teams to ensure a cohesive approach to trading strategies
Reporting: Generate regular reports on trading performance, market trends, and risk exposures for senior management

What we offer

Competitive base salary with performance-based bonuses and PTO
Health, dental, vision and disability insurance plans
401k safe harbor match and profit sharing
Visa sponsorship

Quantitative Analyst

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New...

Location

United States , New York

Salary:

160000.00 - 175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree, or foreign equivalent, in Mathematics, Computer Science, Operations Research and Information Engineering, Financial Engineering, or related field
2 years of experience as a Quantitative Analysis Program Analyst, or related position involving quantitative model development and risk management support in a global financial services institution
Using mathematical methods, including advanced calculus, statistics, probability and stochastic processes, in security pricing and financial modeling projects
Applying numerical analysis techniques to perform fast calculations on large datasets
Software development in Python and C++
Maintaining and implementing high performance time series analysis and processing tools using C++
Functional programming and objected oriented programming
Producing models and analytics using machine learning methods
Big data management including cleaning, storage and delivery of large unstructured datasets and creating and maintaining databases and pipelines
Fixed income and derivative securities pricing across multiple asset classes

Job Responsibility

Develop analytical libraries used for pricing, hedging, liquidity management and risk management
Create, implement and support quantitative models for the trading business
Develop optimization tools for constructing interest rate curves and computing single currency and cross currency asset swap spreads, optional-adjusted spreads and coupon adjusted spreads
Generate trading signals based on the spreads to select the optimal trades with rigorous back-tests and portfolio optimization
Carry out post-trade analyses on rebalancing and risk management methodologies
Develop and maintain a range of Excel and React based web tools to support the trading and sales desks to price, trade and hedge a range of fixed income securities
Develop and maintain monitoring tools to ensure the marks and computed risks are accurate and tradable
Conduct quality control and compliance checks to ensure the accuracy and completeness of the streaming intraday ticking market data and end-of-day data
Perform data processing tasks to collect, process, and analyze data from the macroeconomic data, fixed income market data, and publicly available fixed income trade records
Generate real-time alerts and reports to support the sales and trading business

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards

Fulltime

Gmd non-flow credit repo trader

The Global Repo and Indexing business line, within the Global Markets Division, ...

Location

United States Of America , New York

Salary:

130000.00 - 160000.00 USD / Year

Crédit Agricole

Expiration Date

Until further notice

Requirements

Post-graduate degree in an analytical field
Experience as a corporate credit analyst at a rating agency or equivalent
Understanding of securitization structures, techniques and documentation
Strong problem-solving and critical thinking skills
Native or fluent level of English
Bachelor's degree, preferably in an analytical area, followed by appropriate market relevant working experience
Experience in trading and risk managing a trading book
Experience as a credit analyst
3-5 years of experience
Team oriented

Job Responsibility

Assisting senior traders with daily tasks such as P&L calculations and risk monitoring
Assisting senior traders with the pricing and execution of structured transactions
Risk analysis of transactions and collateral obligations
Analyze, understand and price transaction risk and use of scarce resources to optimize risk/return
Execute transactions in accordance with established risk management procedures and risk parameters
Identify market opportunities and formulate trading strategy to optimize risk/return
Input all executed trades directly into the Front Office Systems in a timely manner
Monitor and manage position risk
Partner with Structuring and Sales in providing client solutions
Partner with and inform risk functions including obtaining risk approvals as necessary

Fulltime

Head of Treasury

We are seeking an experienced Head of Treasury to establish and lead our Treasur...

Location

India , Ahmedabad

Salary:

Not provided

JLL

Expiration Date

Until further notice

Requirements

Professional Qualification (At least 1 of the following): Chartered Accountant (CA)
Cost and Management Accountant (CMA)
Certified Public Accountant (CPA)
Chartered Financial Analyst (CFA)
Certified Treasury Professional (CTP)
Other equivalent professional qualifications from recognized bodies
Academic Qualification: Post-graduate degree in Finance, Accounting, Economics, or related field from a university recognized by UGC, AICTE, or equivalent authority in India or foreign jurisdiction
Experience Requirements: Minimum 10 years of relevant treasury experience in multinational corporate environment or banking sector
At least 5 years in management or supervisory roles
Proven track record in treasury operations within complex organizational structures

Job Responsibility

Centralize cash pooling and liquidity management across global group entities to optimize capital utilization and reduce borrowing costs
Develop and execute comprehensive cash flow forecasting, liquidity planning, and investment strategies on a global scale
Monitor and achieve established KPIs for cash targets and treasury performance metrics
Oversee daily cash positioning, including liquidity management, position reconciliation, and bank reporting
Optimize collections and payments processes while minimizing banking fees and transaction costs
Ensure adequate funding availability for operational and strategic financing requirements
Collaborate with various stakeholders across the globe to enhance working capital efficiency
Structure, implement, and manage intercompany lending for group entities to ensure optimal capital allocation
Develop and execute strategies to optimize group capital structure and minimize cost of capital
Ensure timely servicing of all intercompany loans and borrowings across group companies

Fulltime

Senior Analyst, Treasury

As a Senior Analyst – Treasury, you will play a key role in strengthening KeHE's...

Location

United States , Naperville

Salary:

76230.00 - 111804.00 USD / Year

KeHE Distributors

Expiration Date

Until further notice

Requirements

Bachelor's degree in Finance, Accounting, Economics, or related field
3-7+ years of progressive experience in Treasury, Corporate Finance, FP&A, or a related analytical role
Strong financial modeling capability and advanced Excel proficiency
High attention to detail, strong organizational skills, and the ability to manage multiple priorities
Solid understanding of cash flow drivers, capital markets, and corporate finance
Excellent communication skills with the ability to work cross functionally and with senior leaders
Experience within distribution, food & beverage, or another high‑volume environment
Familiarity with treasury workstations (e.g., Kyriba) and Workday
CTP or progress toward certification

Job Responsibility

Own daily liquidity management, optimizing cash positioning and funding decisions across the enterprise
Lead and enhance short-term and long range cash flow forecasting across KeHE's distribution network
Reconcile all AP, AR, Non-AR and Operating bank accounts in Workday, ensuring accuracy and reliable data
Seek to streamline and automate reporting to improve forecast accuracy, optimize working capital and drive efficiencies
Maintain banking infrastructure including account administration, permissions, controls, KYC updates, and fee analysis
Support treasury workstation and banking platform improvements to enhance automation and efficiency
Support management of KeHE's debt portfolio, including covenant reporting, borrowing base analysis, and interest expense forecasting
Assist with capital markets activity, including refinancing, scenario modeling, and evaluating funding alternatives
Assist in assessing interest rate and foreign currency exposures as relevant to KeHE's operations
Support hedging analytics and risk mitigation strategies in alignment with treasury policy

What we offer

Health/Rx
Dental
Vision
Flexible and health spending accounts (FSA/HSA)
Supplemental life insurance
401(k)
Paid time off
Paid sick time
Short term & long term disability coverage (STD/LTD)
Employee stock ownership (ESOP)

Fulltime

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Portfolio Hedging & Optimization, Analyst

Job Description

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