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4 часа Π½Π°Π·Π°Π΄

Senior Manager, Securities Lending Quant (Fintech)

105Β 600 - 200Β 000$
Π€ΠΎΡ€ΠΌΠ°Ρ‚ Ρ€Π°Π±ΠΎΡ‚Ρ‹
hybrid
Π’ΠΈΠΏ Ρ€Π°Π±ΠΎΡ‚Ρ‹
fulltime
Π“Ρ€Π΅ΠΉΠ΄
senior
Английский
b2
Π‘Ρ‚Ρ€Π°Π½Π°
US
Вакансия ΠΈΠ· списка Hirify.GlobalВакансия ΠΈΠ· Hirify Global, списка ΠΌΠ΅ΠΆΠ΄ΡƒΠ½Π°Ρ€ΠΎΠ΄Π½Ρ‹Ρ… tech-ΠΊΠΎΠΌΠΏΠ°Π½ΠΈΠΉ
Для мэтча ΠΈ ΠΎΡ‚ΠΊΠ»ΠΈΠΊΠ° Π½ΡƒΠΆΠ΅Π½ Plus

ΠœΡΡ‚Ρ‡ & Π‘ΠΎΠΏΡ€ΠΎΠ²ΠΎΠ΄

Для мэтча с этой вакансиСй Π½ΡƒΠΆΠ΅Π½ Plus

ОписаниС вакансии

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TL;DR
Senior Manager, Securities Lending Quant (Fintech): Building desk-facing quantitative analytics for securities lending, margin lending, and prime brokerage with an accent on inventory, release decisions, pricing, demand signals, risk, and P&L drivers. Focus on connecting collateral, financing spreads, client activity, and market structure to actionable decision frameworks while strengthening model governance and explainability.

Location: Hybrid role based in Westlake, TX or Lone Tree, CO

Salary: USD $105,600–$200,000 per year, plus bonus or incentive opportunities

Company

hirify.global is a financial services company focused on brokerage, investment, and related financial products.

What you will do

  • Develop quantitative analytics for securities lending, margin lending, and prime brokerage.
  • Build decision frameworks covering inventory, release decisions, pricing, borrow demand, utilization, collateral, risk, and P&L.
  • Partner with traders and desk stakeholders to translate ambiguous business questions into practical analytical tools.
  • Analyze how client activity, market conditions, financing spreads, and product mechanics affect balances, revenue, valuation, and P&L.
  • Improve securities inventory management and release-engine analytics through automation and advanced quantitative methods.
  • Prepare technical documentation, methodology notes, monitoring materials, and stakeholder-ready explanations while supporting model governance.

Requirements

  • Bachelor’s degree or equivalent experience in a quantitative discipline such as finance, economics, engineering, physics, mathematics, statistics, or computer science.
  • 8+ years of financial services experience as a securities lending quant, desk strategist, prime brokerage quant, quantitative strategist, or similar professional.
  • Deep knowledge of prime brokerage, securities lending, collateralized lending, margin, financing spreads, balance sheet usage, client behavior, and secured product economics.
  • Strong understanding of equity-linked products, market dynamics, derivatives, hedging, client flows, financing, and desk-level P&L.
  • Strong Python or similar programming experience with large datasets and controlled production environments.
  • Experience with model documentation, validation support, monitoring, limitation assessment, and controlled change management.

Nice to have

  • Graduate degree in a quantitative discipline.
  • Direct experience supporting securities lending, prime brokerage, equity finance, or margin lending desks.
  • Knowledge of rebate rates, fees, utilization, specials, collateral, short demand, release-engine decisions, and securities lending P&L drivers.
  • Experience with broker-dealer Treasury, funding, liquidity, capital, balance sheet management, or transfer pricing.
  • Experience applying AI/ML, automation, or alternative quantitative methods in explainable and governable production analytics.

Culture & Benefits

  • Hybrid work approach with regular in-person collaboration.
  • 401(k) with company match and employee stock purchase plan.
  • Health, dental, and vision insurance.
  • Paid vacation, volunteering time, parental leave, and family-building benefits.
  • Tuition reimbursement and a 28-day sabbatical after every five years of service for eligible positions.

Π‘ΡƒΠ΄ΡŒΡ‚Π΅ остороТны: Ссли Ρ€Π°Π±ΠΎΡ‚ΠΎΠ΄Π°Ρ‚Π΅Π»ΡŒ просит Π²ΠΎΠΉΡ‚ΠΈ Π² ΠΈΡ… систСму, ΠΈΡΠΏΠΎΠ»ΡŒΠ·ΡƒΡ iCloud/Google, ΠΏΡ€ΠΈΡΠ»Π°Ρ‚ΡŒ ΠΊΠΎΠ΄/ΠΏΠ°Ρ€ΠΎΠ»ΡŒ, Π·Π°ΠΏΡƒΡΡ‚ΠΈΡ‚ΡŒ ΠΊΠΎΠ΄/ПО, Π½Π΅ Π΄Π΅Π»Π°ΠΉΡ‚Π΅ этого - это мошСнники. ΠžΠ±ΡΠ·Π°Ρ‚Π΅Π»ΡŒΠ½ΠΎ ΠΆΠΌΠΈΡ‚Π΅ "ΠŸΠΎΠΆΠ°Π»ΠΎΠ²Π°Ρ‚ΡŒΡΡ" ΠΈΠ»ΠΈ ΠΏΠΈΡˆΠΈΡ‚Π΅ Π² ΠΏΠΎΠ΄Π΄Π΅Ρ€ΠΆΠΊΡƒ. ΠŸΠΎΠ΄Ρ€ΠΎΠ±Π½Π΅Π΅ Π² Π³Π°ΠΉΠ΄Π΅ β†’