Lead a desk‑facing quantitative strategy team within Treasury Modeling focused on securities lending, inventory optimization, financing economics, and balance‑sheet efficiency.
In addition to the salary range, this role is also eligible for bonus or incentive opportunities.
- Set the quantitative strategy, priorities, and multi‑year roadmap for securities lending quant team
- Lead, develop, and retain a high‑performing team of quantitative strategists
- Partner directly with traders, desk leadership, Treasury, Finance, Model Risk Management, product, technology, and operations
- Own the development of quantitative solutions supporting inventory availability, borrow demand, locates, pricing, utilization, segregation, collateral deployment, concentration risk, and desk‑level P&L attribution and explainability
- Ensure quantitative solutions reflect market structure, client behavior, financing economics, operational constraints, and associated risks
- Bachelor’s degree in a quantitative field, finance, economics, engineering, physics, mathematics, statistics, computer science, or equivalent experience
- Nice to have: Graduate degree such as an M.S. or Ph.D.
- Nice to have: Direct leadership experience on a securities‑lending, stock‑loan, or equity‑finance desk
- Nice to have: Experience developing securities‑lending pricing, locate, inventory‑allocation, collateral‑deployment, financing, or accrual P&L analytics and models
- Nice to have: Knowledge of margin lending, equity‑linked products, derivatives, hedging activity, and synthetic equity‑financing transactions
