Our Mission
We’re here to make the derivatives market run smoother.
We exist to help you run your portfolios more efficiently, increase your returns and guide the industry towards a healthy steady state.
We were founded by industry experts with decades of experience so truly understand the risk and operational challenges facing our clients. With a proven, unique blend of business, quantitative and technology skills we believe we can make the derivatives market run smoother.
Live since 2017, our optimisation engine delivers advanced compression and risk rebalancing services.
We’ve eliminated trillions of dollars of gross notional of OTC derivatives through compression and billions of dollars in margin through our counterparty risk reduction service.
Quantile is now part of LSEG
In December 2022, Quantile became a standalone entity within LSEG’s Post Trade Division. We’re proud of our progress and look forward to the next phase of our growth in partnership with our customers and colleagues at LSEG. We’ll continue to uphold what makes us Quantile, while utilising the expertise and extensive network of the larger group which has the potential to help our customers optimise more of their financial resources and achieve greater operational efficiency.
Great minds. Think unalike.
Whether you’re kickstarting your career with an internship or taking your technical expertise to the next level as an experienced hire, Quantile is the perfect place for curious minds that’ll help us to transform the size and shape of the derivatives market.
What makes Quantile, Quantile?
We firmly believe that our services bring positive change to the market. At the heart of our business is a powerful optimisation engine – and at the heart of that – a team of talented, driven individuals who enable that change. Across teams and geographies, we are all united by a set of core values which make Quantile, Quantile.
Our unique approach
Reactive to change.
We are a partner to the market rather than a vendor. We host regular working groups with market participants to nurture collaboration and prioritise future developments based on client demands. Progressing together promotes trusted engagement and enables us to deliver what the industry wants, and what it needs.
Proactively game changing.
We have eliminated trillions of dollars in gross notional of OTC derivatives through our Compression service and billions of dollars in margin through our Optimisation service. With proven credentials and record-breaking runs under our belt – we are trusted to continually evolve and deliver impressive results.
Time well spent.
By removing the processing pain points and improving resource, time and cost efficiencies, we enable you to achieve more by paying less. It's large-scale risk reduction done more efficiently, coupled with a pricing structure that promotes regular and proactive participation. By reducing the overall footprint of your derivatives portfolio, we also decrease funding costs and release capital. Happier clients build safer markets.Leadership
Stephen O’Connor
Chairman
Co-founded Quantile in 2015. Stephen also serves as Chair of HSBC Bank plc, HSBC’s UK non-ringfenced bank. Previously, during a 20-year career at Morgan Stanley, Stephen held a number of senior roles including Global Head of Counterparty Portfolio Management and Global Head of Client Clearing. Stephen has served on numerous industry bodies including as Chairman of ISDA and he was a board member of GE Capital International Holdings Limited. He also serves on the Scientific Advisory Board of the London School of Economics Systemic Risk Centre.
Andrew Williams
CEO
Quantile co-founder. Previously at Morgan Stanley for 18 years, Andrew managed the CVA/XVA trading desk and held senior risk management roles in London, New York and Tokyo. Andrew is an expert in counterparty risk trading, XVA pricing and default management. Andrew has served on the risk committees of the London Clearing House (LCH), CME and Intercontinental Exchange (ICE) and was previously on the board of OTCDeriv Ltd.
Trudy Ross
COO
At Deutsche Bank for 16 years, Trudy worked as Global Business Manager for Money Market Derivative Trading, Rates Trading and COO for OTC Clearing Sales. Trudy served as Executive Committee member whilst on the Board of OTCDeriv Ltd for 10 years.
James Shepherd
CTO
At Morgan Stanley for 16 years, James led the interest rate derivatives technology team and was head of the Core Analytics Group. In this role, he managed a global team of quantitative developers that designed and developed the fixed income valuation libraries.
Andrew Clennell
CFO
Andy joined Quantile from JPMorgan where he spent over 15 years working in various finance and operational roles, including Head of UK Regulatory Reporting, derivatives product control, and most recently Global Controller for the securities services business where he led a global team of financial controllers. Prior to this, Andy spent time as a business manager in structured finance at Barclays Capital and qualified as a Chartered Accountant with Deloitte in London.
Guido Van Ingen
Head of Relationship Management & Head of the Netherlands
Guido joined Quantile from ING Bank where he spent 10 years working as a Managing Director in various senior sales roles, including Head of Financial Markets Corporate Sales EMEA and most recently Head of Transaction Services Sales Netherlands. Prior to this, Guido worked at Merrill Lynch within equity capital markets and derivatives sales at ABN Amro.
Esben Urbak
Head of Product
As part of MUFG Securities for more than nine years, Esben managed the main exotics portfolio and executed all structured interest rate deals with clients across the globe. Esben has extensive experience trading, pricing, and hedging highly exotic derivatives within interest rates and FX as well as creating sophisticated trading and hedging strategies.
Our Technology
Run Faster. Run Better.
Ready. Steady State.
Tried. Tested. Industry Trusted.
