Senior Manager, Securities Lending Quant
IndiaFull-time8–14 yrsPosted 2 days ago
Leadership banking role at Charles Schwab. Needs 8+ years and a B.Com or PhD.
About the role
As a Senior Manager, Securities Lending Quant, you will serve as a senior desk-facing quantitative expert within the Treasury Modeling department, focused on securities lending, prime brokerage, margin lending, and equity finance.
What you'll do
- Develop desk-facing quantitative analytics for securities lending, margin lending, and prime brokerage, with a focus on inventory, release decisions, pricing
- Partner with traders and desk stakeholders to understand pain points, pressure-test assumptions, and convert complex business questions into actionable quant solutions
- Analyze how client activity, market conditions, collateral dynamics, financing spreads, utilization, and product mechanics flow through balances, revenues, valuation
- Enhance securities lending release-engine analytics by connecting inventory availability, borrow demand, margin balances, collateral, pricing, client activity
- Design analytics that strengthen securities inventory management, including availability, utilization, demand signals, collateral dynamics, concentration risk
What you need
- Financial statements
- Valuation
- Capital markets
- Treasury
- Statistics
- Physics
Good to have
- Transfer pricing
- Python
- Machine learning