Quantile reduces risk, notional and capital requirements for market participants trading OTC derivatives.
Our market leading services connect a network of participants and deliver advanced algorithms that rebalance and reduce risk – increasing the efficiency and liquidity of markets, improving returns for clients and making the financial system safer.
Since launching in 2017, Quantile has eliminated hundreds of trillions of dollars of gross notional through interest rate compression and billions of dollars in margin through initial margin optimisation. We recently launched a capital optimisation service to help financial institutions meet new regulatory requirements and reduce their risk-based capital.
Our clients include all of the top tier global banks, regional banks and other large institutional market participants. We are headquartered in London, with offices in New York, Amsterdam and Sydney (Tokyo coming soon!).
The strats team is responsible for designing, building and maintaining the code that handles the data priming, the model execution and the post-processing of the solution into a format that clients can consume. The biggest component of the role is writing and testing the code, which is written in python, so it is important to enjoy coding and be comfortable with designing and writing code in a large, shared codebase. Being comfortable with inter-library dependencies, python package management and continuous development practices is also crucial.
In addition to building the calculations, the strats team is on the front-line when it comes to executing the multilateral runs, which occur with weekly frequency. This requires a high level of engagement with our Production team, to provide timely support during runs and help resolve issues as they arise in real time. A client-focused approach is therefore crucial to the role.
Successful candidates will build and support one or more Quantile products. They work directly with our Production and Product development teams to enhance the product based on feedback from clients and analysis of runs as well as on strategic projects. Examples of relevant projects include:
Quantile is an Equal Opportunity Employer.