Electronic Trading Strategist, Agency Lending, Assistant Vice President
Core
Design and execute quantitative securities finance strategies to price, manage inventory, and develop automated trading solutions for global lending markets.
Role type
Senior IC quantitative strategist (securities finance)
Builds
Automated trading systems, pricing models, and analytics for securities lending, repo, and swaps
Domain
Capital markets / Securities finance
Deliverable
production ML models | product features
Required skills
Quantitative modeling, algorithm design, Python, securities finance strategy, system monitoring, product ownership
Preferred skills
Java or C++, object-oriented programming, voice trading alignment, market structure knowledge
Technologies
Python, Java, C++
Responsibilities
Develop algorithms to price and manage global inventory of lendable securities; Design robust automated trading solutions and user interfaces; Build analytics for pre-trade and lifecycle decisions; Lead development of reusable quantitative research tools; Integrate lending programs with electronic trading venues; Manage daily desk operations and system diagnostics; Partner with Research to translate theory into trading solutions; Serve as Product Owner for electronic trading features.
Seniority
Senior, hands-on IC
