Full time
London Stock Exchange Group
London, United Kingdom
Quantitative Developer 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 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. The Strat team is responsible for designing, building and maintaining the code that handles the data priming, the model execution and...