Lead Quant — Market Microstructure & Securities Lending
Berkeley, CAFull-TimeLeadOther
Why this role
- Lead a high‑impact team improving how our ML‑driven strategies meet real markets.
- Tackle market problems across microstructure, algorithmic execution, securities lending, and portfolio financing.
- Collaborate across Trading and R&D; see your research make its way into production.
- Competitive pay and benefits; remote‑friendly with a Berkeley hub.
What you’ll do
- Lead and mentor a small team of Quantitative Trading Strategists and Data Scientists.
- Research market questions across asset classes; create clear analyses and present findings across teams.
- Build production‑quality code (Python/R/SQL): packages, data pipelines, and trading applications.
- Partner with Trading & Research to improve strategy implementation and market interaction.
- Provide domain expertise in market microstructure to improve algorithmic execution.
- Evaluate order placement and liquidity access (e.g., venue usage, routing, and tactics) as part of broader market implementation.
What we’re looking for
- 5+ years in a quantitative trading environment.
- Strong programming in Python, R, and SQL; you write production code and work well across teams.
- Applied statistics, including hypothesis testing and causal inference.
- Clear quantitative reasoning.
- Deep market microstructure knowledge and passion for markets; excellent communication.
Nice to have
- Experience with securities lending / equity finance / portfolio financing (e.g., stock‑loan, TRS, repo), and/or TCA/market‑impact analysis.
- Leadership experience.
