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.
As a graduate in the product team, you’ll work with our clients to deliver our multilateral optimisation services, improve our approach and launch new solutions.
Our product development and service delivery help us to stand out in the crowd. You’ll play a crucial role in nurturing client relationships and capturing and relaying market feedback to the engineering department, so we can continuously develop our services to reduce more risk and deliver even greater efficiencies.
The successful candidate will work with the Product Team to design and implement new products and services. They will work directly with the Compression and Engineering teams to enhance the product, based on feedback from clients and analysis of runs, as well as on strategic projects. Examples of possible projects include:
Product Design and Delivery
- Contributing to design and implementation of new products / major service additions
- Continuous enhancements of existing Products / Services, based on Client needs and competitive landscape
- Work with Engineering team to ensure Product enhancements are delivered to Client
Coordinate Quantile optimization runs
- Ensure all necessary information is ready (Client data, run config) for the Strat team to perform the optimization
- Execute any post run processes (e.g. trade booking, regulatory reporting)
Requirements:
- Pursuing a degree in engineering, mathematics, physics, economics or finance
- Excellent communication skills (being able to understand quantitative issues and explain them to a non-technical audience)
- Attention to detail and operational diligence
- 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 Product
Business
- Cleared margin, SIMM, leverage ratio (CEM, SA-CCR), RWA, CCAR
This role is a hybrid working role, with a blended approach of home and office working.
Quantile is an Equal Opportunity Employer.
