Manager - Securities Lending Quantitative Modeler

Job Description

Responsibilities

• Gain a deep understanding of securities lending and borrowing models, including the balance, pricing, risk, and P&L drivers that support trading desk decision-making.
• Analyze large data sets to extract insights into securities lending activity and provide analytical support for strategic and trading desk decisions.
• Apply deep understanding of broker-dealer operations to work directly with the Securities Lending and Borrowing trading desk, incorporating trading behaviors, market structure, and balance and P&L drivers into robust analytics, forecasting, pricing, and risk models. This includes research, model white papers, technical documentation, and ongoing model maintenance.
• Automate models and analytics via a modern software change management process.
• Support production runs and closely work with downstream users of our models and analytics.
• Contribute to the future state of model development infrastructure and data patterns supporting scalable forecasting, pricing, and scenario analysis, while advancing AI/ML capabilities.
• Leverage industry opportunities to expand the organization's capabilities in data science, engineering, and modeling techniques.
• 401(k) with company match and Employee stock purchase plan
• Paid time for vacation, volunteering, and 28-day sabbatical after every 5 years of service for eligible positions
• Paid parental leave and family building benefits
• Tuition reimbursement
• Health, dental, and vision insurance