Quantile offers market-leading optimisation services that reduce counterparty risk, notional and capital requirements to increase the efficiency and liquidity of derivatives markets, improve returns for clients, and make the financial system safer.
We are part of LSEG’s Post Trade division, where we connect a network of participants and use advanced algorithms to reduce risk and release capital. Since launch, our services have eliminated trillions of dollars of gross notional through interest rate compression and billions of dollars in initial margin and capital requirements through counterparty risk optimisation.
Our clients, including all the top tier global banks, regional banks, buy-side firms and other large institutional market participants, are serviced from offices in London, New York and Amsterdam – with Tokyo coming soon.
Duties and Responsibilities
Product Design and Delivery
- Contributing to design and implementation of new products from inception to delivery.
- Continuous enhancements of existing Products / Services, based on Client needs and competitive landscape.
- Work with Engineering team to ensure Product enhancements are delivered to Clients.
- Testing new operational features to ensure they are ready for production environments.
Coordinate Quantile optimization runs
- Set-up all necessary configurations prior to optimisation ready for the Strat team to perform the optimisation.
- Assist with data quality analysis of Client trade data – relaying any issues promptly to Clients when required.
- Deliver optimisation proposal to Clients and ensure proposal is signed off.
- Liaising with senior stakeholders and front office within Client organisations to co-ordinate optimisation acceptance.
- Execute any post run processes (e.g. trade booking, regulatory reporting)
Client Communication
- Co-ordinate optimisation sign-up and service growth for new and existing Clients.
- Onboarding new Clients to ensure they have a complete grasp of the optimisation process and are ready for a production optimisation.
- Explain all aspects of Product / Service to Client (benefits, features, process) – creating presentations and working with Relationship Management team where necessary.
- Ongoing explanation of optimisation results to Client (e.g. factors driving the results, how Client can improve results)
- Analyse Client data and results and be able present them clearly.
- Communicate any issues raised by Strat team during an optimisation to Client in appropriate manner.
- Ongoing dialogue with Client to better understand their needs and any issues they have.
Requirements and Qualifications
- Degree in financial or numerate discipline, mathematics, physics, engineering, computer science (or relevant equivalent experience)
- Excellent communication skills (being able to understand quantitative issues and explain them to Clients with varying levels of sophistication)
- Attention to detail, ability to work to tight deadlines and comfortable working under own initiative.
- European languages (French/ German/ Spanish) desired
- Knowledge of the below is highly desirable
- Derivatives
- IR (swaps, swaptions, futures), FX (FWD, NDF, FX option), Equity (TRS, PRS, dividend handling, futures)
- Greeks and pricing models associated with the above derivative Products
- Business
- Cleared margin, SIMM, leverage ratio (CEM, SA-CCR), RWA, CCAR
- Derivatives
This role is a hybrid working role, with a blended approach of home and office working.
Quantile is an Equal Opportunity Employer.
