Jane Street Capital is a global proprietary trading firm.(more about Jane Street)
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.
Candidates for Treasury Analyst must have strong numeracy and programming skills (or the ability to learn quickly), be confident working with data, and be eager to learn about all aspects of Jane Street's business. No prior experience in finance or formal software development is required, but candidates are expected to have a strong interest in financial markets and a desire to learn the minutiae of securities financing.