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 USD trillions of gross notional of OTC derivatives through compression and billions of dollars in margin through our counterparty risk reduction service.
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.
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
Technically minded. Independently run.
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
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.
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
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.
Our Technology
Run Faster. Run Better.
Ready. Steady State.
Tried. Tested. Industry Trusted.
