Employee Spotlight: International Women in Engineering Day with Anna Kurek, Quantitative Developer

Please describe your background and what led you to working in STEM?

I’ve been interested in STEM subjects from an early age. At primary and secondary school I’d spend hours or even days on some mathematical challenges, it’s extremely satisfying to me to spend my time on the problem and understand it better. Naturally, when it came to university, I wanted to study something technical and challenging, which is why the combination of maths, physics and coding in my Electronics and Telecommunication Engineering degree appealed to me. After finishing my first degree, I wanted to explore how business interacted with my practical work, so I went to study my Masters in Business Analytics at Imperial College London.

What made you move into the financial sector?

In the financial sector, there are always challenges to solve in the quantitative or engineering teams. It’s a space which is typically at the forefront of new technologies, building quite sophisticated models for risk management, pricing, optimisation etc. They’re very impassioned teams to be a part of, and it’s great to work alongside a lot of intelligent and experienced people in the industry. I really enjoy the environment, the knowledge sharing and being able to see how large complex systems interact.

Can you describe your work at Quantile?

A Quantitative Developer at Quantile has a very diverse role, with plenty of demanding and interesting projects. For example, I’m part of a team that is building and maintaining optimisation software that minimises SIMM requirements for OTC derivatives portfolios. I work on the calibration of the model, as well as writing bespoke features to allow different hedging strategies. I code mainly in Python, alongside our other very talented Python Engineers, and use the Gurobi optimisation library to tackle the mathematical challenge of minimising clients’ initial margin. I use AWS services such as S3 buckets, Redshift and RDS database and lambdas. The projects we work on can vary significantly, from how to gather, validate and store market data as efficiently as possible, to developing pricing models for different hedge instruments.

What does a typical day look for you?

As I mentioned the projects I work on are very diverse and a typical day would depend on each individual’s responsibilities. Personally, I spend about 50% of my time writing code – be it Python, SQL, optimisation code, bash scripts etc. Another 30% is spent discussing these projects with Product Managers or other colleagues, communicating progress and findings and doing more of my own research. The final 20% of my time is training and setting up our new employees and collaborating with other colleagues on their own projects.

Who/what inspired you to go into engineering?

I was always very interested in STEM subjects and I never considered any other career. I wanted to deepen my knowledge in mathematics, programming and finance, and still do, not just to become better at my work but also for my own satisfaction and to understand the financial system better.

What’s the most valuable lesson that you’ve come across?

It’s not a lesson per se, but the most valuable thing I’ve come across is collaboration. Even if a project sounds like black magic at first, once you start organising and separating the project’s components, talking openly with other colleagues and bouncing ideas around the room, the process becomes much easier, more efficient and you’re able to deliver high standard solutions. Brainstorming with colleagues and getting different perspectives is as important as doing your own research.

What advice would you want to give to someone looking at studying/moving into STEM related fields?

Never give up. Some STEM related studies/jobs can get difficult but if you’re disciplined and believe in yourself you can achieve much more than you think. It’s very important to like the job/studies you choose, so make sure that you get into something that you are interested in, maybe some web programming or data engineering or quantitative fields. There are many different options and it’s quite easy to move from one to another within STEM fields. For example if you know one programming language well, learning another one becomes much simpler.

And finally, consider joining us at Quantile! The engineering team sits at the heart of our business and makes up 50% of employees across offices in London, New York and Amsterdam. There’s huge capacity to work on interesting projects, deepen your knowledge and make an impact, whether you’re an intern, a recent graduate or an experienced hire.