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by AnalyStrat
May 24th, 2014, 5:56 pm
Forum: Technical Forum
Topic: Brownian bridge to stochastic process
Replies: 1
Views: 5095

Brownian bridge to stochastic process

Please
by AnalyStrat
May 21st, 2013, 8:06 am
Forum: Careers Forum
Topic: JPMorgan Quantitative Research Core analytics
Replies: 12
Views: 13856

JPMorgan Quantitative Research Core analytics

<t>I confirm it was not easy to get much information about this division. Very technical interviews, most of them were really like "hello, so here is a graph...".The team is only IT. It's in the "quant research" team so they are "quant" but it's ONLY IT. They just recruit people with computer scienc...
by AnalyStrat
May 15th, 2013, 11:31 am
Forum: Careers Forum
Topic: JPMorgan Quantitative Research Core analytics
Replies: 12
Views: 13856

JPMorgan Quantitative Research Core analytics

I applied for the role (very similar background as my friend, same class, same school) and I'm waiting for their reply, I'm expecting at least the first round (I hope) so I'll see if it's the same.
by AnalyStrat
May 15th, 2013, 11:17 am
Forum: Careers Forum
Topic: JPMorgan Quantitative Research Core analytics
Replies: 12
Views: 13856

JPMorgan Quantitative Research Core analytics

<t>He was grilled just on technical, they didn't even ask him questions about this CV Just "hi how are you? I'm XXX, I work for...." and then directly brainteasers, technical questions... and he saw 3 people, none of them told him at the end "do you have some questions?"... it was more like a writte...
by AnalyStrat
May 15th, 2013, 1:09 am
Forum: Careers Forum
Topic: JPMorgan Quantitative Research Core analytics
Replies: 12
Views: 13856

JPMorgan Quantitative Research Core analytics

<t>May I ask if it was questions like writing codes (sorting, reversing a link list, ...) or just giving definitions (what is pure virtual, exceptions...) ?It's strange that you both had just IT questions and my friend had a lot of stochastic calculus / probabilities / brainteasers / pricing. Maybe ...
by AnalyStrat
May 14th, 2013, 3:17 pm
Forum: Careers Forum
Topic: interview rejection
Replies: 33
Views: 13171

interview rejection

<t>You know, sometimes they reject everybody because there's no real position, they're just interviewing...However I'm surprised that an IB gave you this feedback. I mean they are usually "nice" so throwing at you "you just need money" is not fair and not something I heard of before.You should defin...
by AnalyStrat
May 14th, 2013, 8:48 am
Forum: Careers Forum
Topic: What scenarios do you see for jobs in the financial services over 1, 3, 5 years?
Replies: 41
Views: 13681

What scenarios do you see for jobs in the financial services over 1, 3, 5 years?

<t>You pay yourself just the minimum and then at the end you pay the "dividend", right. Everybody does that. When you are young, you don't need all the money every month, you can wait to pay yourself dividends later. Unless huge bonus in a permanent role, you always end up winner with a contract rol...
by AnalyStrat
May 14th, 2013, 8:44 am
Forum: Careers Forum
Topic: JPMorgan Quantitative Research Core analytics
Replies: 12
Views: 13856

JPMorgan Quantitative Research Core analytics

<t>Well a friend had an interview with them (in their office), it was about 4 hours and he had a lot of maths and finance questions, as well as IT. But it was really technical and couldn't get much info about the group. But yeah it seems to be a very IT role but in the quant research group so direct...
by AnalyStrat
May 12th, 2013, 4:05 pm
Forum: Careers Forum
Topic: What scenarios do you see for jobs in the financial services over 1, 3, 5 years?
Replies: 41
Views: 13681

What scenarios do you see for jobs in the financial services over 1, 3, 5 years?

<t>A friend of mine is 25, he got hired as a "quant" contractor in a major US bank working on credit risk models. He's been there for 6 months now and he's contract is one year but probably will be extended or offered a perm job.His daily rate is £400 which means around £8000 a month. As he founded ...
by AnalyStrat
May 12th, 2013, 3:41 pm
Forum: Careers Forum
Topic: JPMorgan Quantitative Research Core analytics
Replies: 12
Views: 13856

JPMorgan Quantitative Research Core analytics

<t>Hello,I know JPM has a "Quantitative Research" (QR) department for quant research. But sometimes I see people working in "quant research" and others working in "quant research core analytics". The latter seems to be much more IT but both belong to QR.Do you know if QR Core Analytics is really jus...
by AnalyStrat
February 28th, 2012, 3:45 pm
Forum: Careers Forum
Topic: what is this?
Replies: 4
Views: 15478

what is this?

No it's something very usual now. All brokers have an internal crossing network. Before sending the order to the market, they try to match with the other orders they receive.
by AnalyStrat
February 24th, 2012, 4:13 pm
Forum: Trading Forum
Topic: Metals trading papers/articles?
Replies: 3
Views: 15118

Metals trading papers/articles?

<t>Hi,Would you have some papers/articles about precious metals (Gold, Silver,...) trading please? I'm not interested in something very technical, just a presentation of the products (options, forwards...) and how they are traded on the market. If there are some information about the pricing methods...
by AnalyStrat
February 15th, 2012, 8:56 pm
Forum: Careers Forum
Topic: looking to get OUT of finance
Replies: 66
Views: 21966

looking to get OUT of finance

<t>Don't you think that you didn't enjoy your role but you could like another role in finance? I mean I did an internship as a risk developer and really didn't like it. Then I did an internship on a prop trading desk and really liked it. Then I did an internship on an algorithmic trading desk where ...
by AnalyStrat
February 14th, 2012, 11:32 pm
Forum: Careers Forum
Topic: Working for a broker in algo trading
Replies: 5
Views: 15838

Working for a broker in algo trading

<t>Yes it's about execution. They develop algorithmic strategies to execute their client orders. Some years ago, it was simple like just VWAP, etc. Now they develop more complex algorithms where you use the same tactics as a quant trading desk. You have to forecast market prices, volume, volatility,...