Senior Manager, Securities Lending Quant

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

• 8–14 yrs of experience
• Financial statements
• Valuation
• Capital markets
• Treasury
• Statistics
• Physics
• B.Com or PhD

Good to have

• Transfer pricing
• Python
• Machine learning