About

Lead Product Manager in New York.

I build AI agents and financial infrastructure for complex, high-stakes workflows. Lead PM at Quantile (LSEG), shipping production agents and 0→1 products used by global banks. The work has cut expert workflows from hours to minutes, scaled operations without added headcount, and generated $XM+ in new and expansion ARR.

Previously I originated a pre-trade margin simulator at OpenGamma. I trained in markets where precision is not optional, then brought that standard to agents.

I want to do this next at AI-native startups or in big tech, on teams that treat product craft as a competitive advantage. My deepest domain expertise is in fintech, and I am open to hard applications of AI in any domain. If you are working on one, get in touch.

Email me Résumé LinkedIn

johnjayasankar@gmail.com

Haverford College

B.A., Economics & Linguistics

GPA 3.9 · cum laude · High Honors in Linguistics · 2022

01Experience

Financial systems to product ownership to production AI

Jul 2023 to PresentNew York

Quantile Technologies

An LSEG business · acquired for up to £274M

Lead Product Manager, Portfolio Optimization

Sep 2025 to Present

Shipping production AI agents and a reusable human-supervised architecture across enterprise financial workflows.
Launched a compression setup agent and an incident triage agent that cut expert work from hours to minutes.

Product Manager, Portfolio Optimization

Jul 2023 to Sep 2025

Generated $XM+ in new and expansion ARR by owning discovery, strategy, launch, and GTM for optimization products used by global banks.
0→1 launches in multilateral cross-currency compression, dual-source valuation, and FX and NDF compression.

Selected cases

Jul 2022 to Jun 2023New York

OpenGamma

Acquired by Trading Technologies

Product Analyst

Jul 2022 to Jun 2023

Originated and shipped a 0→1 pre-trade margin simulator used in front-office workflows.
Led discovery across trading, treasury, risk, and operations; adoption across 20+ enterprise clients.

Selected cases

Margin Simulator0 to 1 originated and shipped

Before product

Earlier

2021
Wells Fargo
Summer Analyst, FX / Rates Trading
2021
Wharton School
Research Assistant, reporting quality & incentives
Prior
Hartford Funds
Summer Intern, Mutual Funds & ETFs
Prior
Ocean Trail Partners
Private Equity Summer Intern

Independent

Labs, outside the day job.

RideLens, Daylight, RailDrop, and Gridiron are mine end-to-end: product, design, and the build, shipped live.

The Labs page

What I bring

Skills

What I bring to agent and market systems.

AI & systems

AI agents
LLM orchestration
MCP servers
Tool calling
HITL controls
Agent evals & QA
Pydantic actions

Product

0→1 strategy
Enterprise discovery
Platform / API products
GTM
Pricing & packaging
Activation

Domain

Financial infrastructure
Portfolio optimization
Derivatives compression
Margin & risk
FX / NDFs
CCP workflows

Build

Python
SQL
AWS
API design

See the systems Control model

02Plain terms

The ideas behind the work, in plain English.

Derivatives and agent systems come with jargon. These are the terms my case studies lean on, one line each.

Notional: The face amount a derivative is written on, not the money at risk.
Compression: Retiring offsetting trades so gross notional falls and risk holds.
Multilateral: Offsets found across many firms at once, not pair by pair.
Initial margin: Collateral posted up front against what a position could lose.
CCP: A central counterparty between both sides of a cleared trade.
Cross-currency swap: Exchanging interest and principal in two currencies over time.
NDF: A currency forward settled as one net payment, usually in dollars.
MCP: Model Context Protocol, a standard way to plug tools into agents.
Human in the loop: A person approves an agent’s consequential step before it runs.
Evals: Repeatable tests that show whether an agent is ready to ship.