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by DevonFangs
November 6th, 2014, 9:15 am
Forum: Careers Forum
Topic: What's up with Selby Jennings???
Replies: 11
Views: 7614

What's up with Selby Jennings???

<t>QuoteOriginally posted by: ashkarThey bombard job sites with nice sounding job adverts to catch newbees. All of those postings are fake.+1Also, this time of the year the job market is liquid and recruitment agencies are very active. I also suspect they hire their juniors in these months, and they...
by DevonFangs
November 5th, 2014, 7:17 am
Forum: Off Topic
Topic: I Am Back
Replies: 28
Views: 3908

I Am Back

by DevonFangs
November 4th, 2014, 7:24 am
Forum: Careers Forum
Topic: salaries in Zurich, Switzerland
Replies: 4
Views: 6926

salaries in Zurich, Switzerland

QuoteOriginally posted by: APlus120+entry level?
by DevonFangs
October 23rd, 2014, 6:06 am
Forum: Technical Forum
Topic: What can we do during in delta-hedging when volatility increases?
Replies: 7
Views: 4050

What can we do during in delta-hedging when volatility increases?

<t>QuoteOriginally posted by: EdisonCruiseShall we still delta-hedge with sigma_0? Or Hedge with sigma_1?In both cases you lose the same money on average, the difference is that if you hedge at sigma_1 the daily pnl is stochastic whereas if you hedge at sigma_0 the daily pnl is not (but the total pn...
by DevonFangs
October 20th, 2014, 11:15 am
Forum: Careers Forum
Topic: Total compensation for junior hedge fund quant
Replies: 18
Views: 7954

Total compensation for junior hedge fund quant

<t>QuoteOriginally posted by: roundandroundI would like some information on this as well, please. Particularly, Winton, OxAM, and G-Research. Is it any different for PhD (CS) + ~2.5yrs of university experience (postdoc/research scientist)?Thanks in advance.I'm curious too, and I'm telling you this s...
by DevonFangs
October 18th, 2014, 4:58 pm
Forum: Careers Forum
Topic: Total compensation for junior hedge fund quant
Replies: 18
Views: 7954

Total compensation for junior hedge fund quant

<r>QuoteOriginally posted by: katastrofahttps://<URL url="http://www.google.com/finance?chdnp=1&chdd=1&chds=1&chdv=1&chvs=maximized&chdeh=0&chfdeh=0&chdet=1413593411806&chddm=979846&chls=IntervalBasedLine&q=NYSE:C&ntsp=0&ei=QLlBVPiwNoT5wAPfgYGQDg&I...
by DevonFangs
October 18th, 2014, 4:44 pm
Forum: Careers Forum
Topic: Lost money at prop desk -- what to write on CV?
Replies: 16
Views: 5530

Lost money at prop desk -- what to write on CV?

I'd say 2 is the only acceptable, but bear in mind they'll bust you in zero time (but then again, if they call you maybe they're ok with that)
by DevonFangs
October 17th, 2014, 7:11 am
Forum: Careers Forum
Topic: Total compensation for junior hedge fund quant
Replies: 18
Views: 7954

Total compensation for junior hedge fund quant

QuoteOriginally posted by: emacwhy?because I work in one of the allegedly top-tier-1-superawesome-OMG-IB and I know the only sign on fresh starters get is a kick in their butt
by DevonFangs
October 16th, 2014, 4:05 pm
Forum: Numerical Methods Forum
Topic: I have a c code for Sobol sequence generation
Replies: 13
Views: 56922

I have a c code for Sobol sequence generation

<t>QuoteOriginally posted by: DostoevskyQuotehave done any tests for the LMM? eg a TARN cf the examples in More Mathematical Finance.No, we haven't done such tests but we would like to do them. Would you be interested in doing them together ?With colleagues we've done recently a work I saw bianchett...
by DevonFangs
October 16th, 2014, 3:52 pm
Forum: General Forum
Topic: career as a rates quant
Replies: 4
Views: 4571

career as a rates quant

<t>QuoteOriginally posted by: Kamil90I?m in search for some practical advice. I am just beginning my quant career in the rates business in one of the US investment banks. I do have a good academic technical background but I think I will gain more knowledge as I go along which relevant for finance. I...
by DevonFangs
October 16th, 2014, 3:50 pm
Forum: Off Topic
Topic: Oscars
Replies: 73
Views: 81684

Oscars

<t>QuoteOriginally posted by: ppauperQuoteOriginally posted by: rmaxQuoteOriginally posted by: ppauperdoogie howser is hosting next year.not a fan of his recent workI didn't know he was Doogie. Rubbish programme. I only thought he had been in How I Met you Mahe's miscast in HIMYM, he's a homosexual ...
by DevonFangs
October 16th, 2014, 3:47 pm
Forum: Off Topic
Topic: Oscars
Replies: 73
Views: 81684

Oscars

QuoteOriginally posted by: rmaxQuoteOriginally posted by: ppauperdoogie howser is hosting next year.not a fan of his recent workI didn't know he was Doogie. Rubbish programme. I only thought he had been in How I Met you Malike rubbish is the oscars, after all
by DevonFangs
October 16th, 2014, 3:45 pm
Forum: Careers Forum
Topic: Total compensation for junior hedge fund quant
Replies: 18
Views: 7954

Total compensation for junior hedge fund quant

QuoteOriginally posted by: emacI know 3 people who started as Quants at IBs in the last year all of whom got sign on bonuses >£20kI think this is BS
by DevonFangs
October 14th, 2014, 1:27 pm
Forum: Careers Forum
Topic: Total compensation for junior hedge fund quant
Replies: 18
Views: 7954

Total compensation for junior hedge fund quant

first year phd quant in IB is more like 60 grand, as far as I heard
by DevonFangs
October 10th, 2014, 7:33 am
Forum: Off Topic
Topic: UK going to the dogs
Replies: 5013
Views: 405638

UK going to the dogs

<t>QuoteOriginally posted by: daveangelQuoteOriginally posted by: tagomaQuoteOriginally posted by: ppauperQuoteOriginally posted by: daveangelQuoteOriginally posted by: ppauperQuoteOriginally posted by: daveangelQuoteOriginally posted by: ppauperUEA students urged to urinate in showersupposedly to s...
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