The Treasury group analyzes and optimizes the firm's use of financing and capital to support the firm's trading portfolio. We are a small team with a heavy emphasis on automation. We build our own tools with Bash, SQL, VBA and Python on top of the firm's core OCaml-based infrastructure. We also work closely with developers to build apps for larger and more complex processes.
Members of the team primarily work on projects in support of the firm's increasing scale and growth into new trading strategies and products. Examples include financing and margin replication, portfolio optimization, data visualization, and reporting for traders and the broader infrastructure area.
The team is also responsible for daily processes related to liquidity usage, FX funding, and reconciliation of funding costs and trading fees.