Portfolio Management team Treasury Capital Markets
Microsoft's Treasury Capital Markets group (CAPM) manages the Company's $100+ billion financial assets. CAPM seeks to maximize the risk adjusted returns of the portfolio while preserving capital and maintaining liquidity. CAPM is also responsible for the risk management of Microsoft's $25 billion foreign currency exposures and the cash management of all our global subsidiaries. This analyst role will assist the Portfolio Management team with data management, modeling, reporting, and optimization of its investments. The analyst will also participate in the investment process and partner with IT, MS Research and Bing Predicts.
Drive automation of reporting across the Treasury team, utilizing R scripts to price derivatives, create other data pipelines in SQL, and creating useful visualizations in Power BI. Support MS Treasury needs for machine learning and artificial intelligence including development of multiple forecasting processes Collaborate with MS Research and Bing Predicts to help develop macroeconomic models, such as recession forecasting (employing time series and machine learning techniques). Partner with IT on a number of projects, including developing optimal storage of new data and owning database maintenance
BA/BS degree in Finance, Economics or Business; MBA, FRM or CFA preferred Minimum 5 years' experience with background in Corporate Treasury with focus on Cash Management and/or mergers/acquisitions Must possess a thorough knowledge of capital markets, cash management, foreign exchange, and banking. The candidate must be able to incorporate input from Tax, Legal and global business units into a cohesive business plan from a Treasury perspective Strong presentation and communication skills are required Strong problem solving, analytical and project management skills are required, as this position