SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by victor123
February 4th, 2013, 1:46 pm
Forum: General Forum
Topic: US Top 20 Maths PhD Admission criteria
Replies: 13
Views: 9507

US Top 20 Maths PhD Admission criteria

Thanks to all who tried to help. Most appreciated :-)
by victor123
February 1st, 2013, 3:56 pm
Forum: General Forum
Topic: US Top 20 Maths PhD Admission criteria
Replies: 13
Views: 9507

US Top 20 Maths PhD Admission criteria

<r>Hi,Would some one be able to tell me the order (priority) assigned by the adcoms to various criteria for admission in the top 20 Maths PhD program in US. Is it possibly something as follows in the order mentioned (i.e. highest priority at the top) ?1. General GRE Score2. Maths subject GRE3. Resul...
by victor123
November 15th, 2012, 9:22 pm
Forum: General Forum
Topic: Quant Research - Current trends
Replies: 18
Views: 11817

Quant Research - Current trends

<t>Machine Learning - This keeps coming up in trading research jobs. Is this still not a very academic field ? Or, are the banks, HF's investing time and money to research something that could be profitable? Thought this would be both expensive and long drawn ? Or, do they actually make very limited...
by victor123
November 15th, 2012, 9:17 pm
Forum: General Forum
Topic: Quant Research - Current trends
Replies: 18
Views: 11817

Quant Research - Current trends

<t>QuoteOriginally posted by: AlanI would like to rephrase this to:Are most current researchers modelling risk-neutral processes or real-world processes?Personally, I am spending a lot more time on the latter.Agree, my original question wasn't worded very well.QuoteOriginally posted by: frenchXThe o...
by victor123
November 15th, 2012, 11:04 am
Forum: General Forum
Topic: Quant Research - Current trends
Replies: 18
Views: 11817

Quant Research - Current trends

<t>QuoteOriginally posted by: hamsternice pic victor. is your question about "research" or related to the job market?in both cases it is always good to know how to model stuff and program it.Thanks. My question was related to current research activities in academia & industry in the Financial qu...
by victor123
November 13th, 2012, 12:29 pm
Forum: General Forum
Topic: Quant Research - Current trends
Replies: 18
Views: 11817

Quant Research - Current trends

Like your pic, got the message.. But, saying the profession is dead would perhaps be exaggerating it. I would think not all job adverts are fake. Jokes apart, on a serious note, please share your views guys.
by victor123
November 13th, 2012, 11:24 am
Forum: General Forum
Topic: Quant Research - Current trends
Replies: 18
Views: 11817

Quant Research - Current trends

<t>Hi Folks,Just keen to get a veiw of the current trends in financial quant research. In terms of approaches, are most current resarchers using 'Calculus centered around partial differential equations' OR are they using 'Statistics and probability' ? Or, is it something different.The other day I vi...
by victor123
March 19th, 2012, 11:08 pm
Forum: Careers Forum
Topic: Which course to prepare for this job ?
Replies: 13
Views: 14760

Which course to prepare for this job ?

<t>Firstly, many thanks to all who contributed. It really helped. I think I have found the course one might do to gain a broad academic coverage for Most / All the skills in the original advert. It should be ideally followed by a PhD if possible.Firstly, IMO some of the characteristics of the course...
by victor123
March 17th, 2012, 8:10 pm
Forum: Careers Forum
Topic: Which course to prepare for this job ?
Replies: 13
Views: 14760

Which course to prepare for this job ?

<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: victor123They are looking for a statistical arbitrage researcher/trader with either live alpha generating strategies, or some experience of stat arb strategy research.Let's assume for the moment that you exist; this job does not. Hiring ...
by victor123
March 17th, 2012, 6:37 pm
Forum: Careers Forum
Topic: Which course to prepare for this job ?
Replies: 13
Views: 14760

Which course to prepare for this job ?

<t>Hi,Firstly, I won't pretend to think that just a course in an Uni can qualify you for a job in real life especially without experience. But it can help build the basics and steer you in the right direction. Keeping this in mind please see the job description below and suggest what sort of course ...
by victor123
February 26th, 2012, 7:08 pm
Forum: Careers Forum
Topic: Low Latency - C++ or Java - Current Trends
Replies: 21
Views: 18724

Low Latency - C++ or Java - Current Trends

<t>Hi, I have an interest in the current trends in quant & trading systems developemnt. It seems low latency is where most of the demand is (not sure how long this would last though). I made some interesting observations. - Not many of these are advertised in Wilmott Jobs Board. The few that are...
by victor123
February 22nd, 2012, 1:16 pm
Forum: Careers Forum
Topic: Interviewing a risk BA
Replies: 7
Views: 14985

Interviewing a risk BA

<r>QuoteOriginally posted by: DDUKONI am a risk BA and typical questions I get asked are :1. VaR, PFE, LDG, PD etc etc.2. What is swap, options , futres .. questions related to definition of instruments .3. Monte Carlo Simulation, Historical Simulation etc etc ..4. Business Analysis skills, ( FS, BR...
by victor123
February 21st, 2012, 9:47 pm
Forum: Careers Forum
Topic: Interviewing a risk BA
Replies: 7
Views: 14985

Interviewing a risk BA

<t>QuoteOriginally posted by: ppauperwhat exactly is he/she going to be doing if hired ?it sounds like you are planning to buy software from a 3rd party (the Architects) and have him use it ?Capturing requirements, writing BRD's, talk to analyst, architects, IT in the process of both capturing requi...
by victor123
February 19th, 2012, 11:54 pm
Forum: Careers Forum
Topic: Interviewing a risk BA
Replies: 7
Views: 14985

Interviewing a risk BA

<t>Hi,Any ideas re: questions to be asked to a risk BA to establish if he is upto scratch. We have questions that can help us get a feel of his risk knowledge. But more interested re: questions to test his "Business Analysis" skills AND if he has the right level of "technical knowledge needed to com...
by victor123
February 11th, 2012, 12:56 am
Forum: Student Forum
Topic: Implementing a model
Replies: 7
Views: 14608

Implementing a model

Thanks a lot, very helpful..
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