Lead Quant: Microstructure & Securities Lending (Remote)

A leading technology firm in Berkeley is seeking a Lead Quant to enhance their machine learning-driven trading strategies. This role involves leading a team, conducting market research, and developing production-quality solutions in Python, R, and SQL. The ideal candidate has over 5 years in quantitative trading and a strong grasp of market microstructure. Competitive compensation includes a base salary range of $200,000 to $300,000, with additional benefits. #J-18808-Ljbffr