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.

Leadership >



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.

Technology >



Great minds. Think unalike.

 

Quantile is an exciting place. Since launch, our team of experts have come together to deliver market leading optimisation services to some of the largest financial institutions globally.

Careers at Quantile >

Our unique approach

Leadership

Technically minded. Independently run.

Stephen O’Connor

Chairman
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Stephen O’Connor

Chairman

Co-founded Quantile in 2015. Previously, during a 20-year career at Morgan Stanley, Stephen, a member of the Fixed Income Management Committee, 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 is currently a board member of the London Stock Exchange Group PLC, where he is Chair of the Risk Committee. He serves on the Scientific Advisory Board of the London School of Economics Systemic Risk Centre.

Andrew Williams

CEO
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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
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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
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James Shepherd

CTO

At Morgan Stanley for 16 years, James led the Fixed Income front office derivative 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.

Varqa Abyaneh

Varqa Abyaneh

CPO
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Varqa Abyaneh

Varqa Abyaneh

CPO

Most recently Varqa consulted for the London Clearing House. Prior to this role Varqa was a senior foreign exchange derivative trader at HSBC, as well as being responsible for delivering new traded products. He has also spent a number of years leading a team of quantitative analysts as well as working as a market risk manager.

Edward Ocampo

Advisory Director
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Edward Ocampo

Advisory Director

Joined Quantile as an Advisory Director in 2018. From 2014 to 2018 he was a Senior Advisor at the Bank of England where he led work to develop and promote alternatives to Libor and contributed to the Fair and Effective Markets Review. Previously at Morgan Stanley for 24 years where he held a number of senior roles and most recently was Head of Fixed Income Risk Management for Europe and a member of the board of directors of Morgan Stanley’s UK bank. Edward received his MBA degree from Stanford University in 1983 and his AB degree in Economics from Princeton University in 1979.

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Tobias Becker

Head of Business Development

Coming soon.

Our Technology

The Services

Faster. Cleaner. Leaner.

Interest Rate Compression

Rebalance. Rebuild. Return.

Initial Margin Optimisation
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