SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by DDUKON
April 11th, 2016, 1:36 pm
Forum: Careers Forum
Topic: Getting a job writing financial commentary
Replies: 3
Views: 1611

Getting a job writing financial commentary

There is no specific designation to this job I think .I used to work for a strategist running simulations for her. She still appears in lots of news channels giving such commentary in videos.
by DDUKON
April 8th, 2016, 8:57 am
Forum: General Forum
Topic: Vol used in interest rate cap pricing
Replies: 8
Views: 1891

Vol used in interest rate cap pricing

Each caplet has its own implied forward vol. You can extrapolate or bootstrap .. Though I have seen people using a scaled up flat vol too..
by DDUKON
April 6th, 2016, 2:57 pm
Forum: Careers Forum
Topic: Finding work overseas
Replies: 3
Views: 2552

Finding work overseas

Talk to a recruiter who does hiring on global level.
by DDUKON
April 6th, 2016, 2:56 pm
Forum: Careers Forum
Topic: salary quetion in interview
Replies: 3
Views: 3310

salary quetion in interview

<t>Depends on if you are applying through an agent or directly. if Agency, tell them of your expectations and leave them to negotiate. It is their job to get you that and they will indeed try hard because their compensation is linked to it.If direct, leave that to the end ( for "final questions") bu...
by DDUKON
April 6th, 2016, 2:52 pm
Forum: Careers Forum
Topic: Hints for interviewers
Replies: 11
Views: 3848

Hints for interviewers

If you are not a quant yourself, why beat yourself on it . This is a junir quant , so just ask some aptitude base questions or puzzles. Or just ask some methodology related questions like put-call parity, products based questions and basic pricing like IRS and Bonds.
by DDUKON
April 6th, 2016, 2:49 pm
Forum: Careers Forum
Topic: Getting a jon after PhD with no experience
Replies: 10
Views: 3499

Getting a jon after PhD with no experience

Apply for a grad job in Banking . there are plenty of opportunities around.
by DDUKON
April 6th, 2016, 2:48 pm
Forum: Careers Forum
Topic: Lose my trading job -> Start a company?
Replies: 5
Views: 2304

Lose my trading job -> Start a company?

<t>I hired an ex-trader from a top brokerage firm . He wanted to get in Risk BAU area because he was also feeling burnt out and wanted a change. Within a month , he p*ss*d off the existing traders and Financial engineering teams so much that I had to give him a warning. 3 months later, he himself qu...
by DDUKON
December 17th, 2015, 10:39 am
Forum: Careers Forum
Topic: Entertaining job offer from Huxley
Replies: 7
Views: 5124

Entertaining job offer from Huxley

I usually get emails like Test Analyst, Finance Auditing paying 35K . I blocked 1 agent, 2 agents , 3 agents but cant block all .. it keeps comingHuxley is a "Hoax"ley ..
by DDUKON
October 6th, 2015, 7:04 am
Forum: Careers Forum
Topic: To PhD or not to PhD when you are 30
Replies: 27
Views: 9506

To PhD or not to PhD when you are 30

Question to ask for yourself : why do you want to do PhD ? Is it to land a bad ass job ?Or is it for your own good that you wan to be a specialist in your field ?Either way, age is not a factor. But opinions vary.
by DDUKON
September 25th, 2015, 10:11 am
Forum: Careers Forum
Topic: Looking at Europe: Germany, Switzerland and the UK
Replies: 19
Views: 5700

Looking at Europe: Germany, Switzerland and the UK

I would go with UK. Used to work for Deutsche Bank , no much quant expertise there, everything happens in London. Not sure about Switz.France has good quant teams too .
by DDUKON
September 17th, 2015, 3:30 pm
Forum: Careers Forum
Topic: Need help to kickstart career in Finance
Replies: 1
Views: 4130

Need help to kickstart career in Finance

Birkbeck is a good option if you want to go for academics.CQF also is a brilliant idea.
by DDUKON
September 16th, 2015, 1:11 pm
Forum: Careers Forum
Topic: Equity quant teams comparison
Replies: 3
Views: 3696

Equity quant teams comparison

Just keep in mind that some of the big banks have either closed down Equity business OR put it as a run-off .Repos is different thing.If your questions is for sell-side, it is probably all same pricing models. The modelling of underlying risk factors differs though.
by DDUKON
September 16th, 2015, 1:07 pm
Forum: Careers Forum
Topic: MSc Mathematical Finance part-time Oxford
Replies: 3
Views: 3096

MSc Mathematical Finance part-time Oxford

It is well reputed course and people work hard to get into it.But also think whether it will being any benefit to your career or not ? Why did you enrol in he first place ? Would it give you promotion in your job OR are you doing just to improve you skillset ?
by DDUKON
August 26th, 2015, 3:17 pm
Forum: Careers Forum
Topic: Career crisis - help on decision?
Replies: 6
Views: 4325

Career crisis - help on decision?

Dude !! How many new models have you seen evolving lately ? How many new products ? Model validation looks interesting and I would take it if I were you.. If you want continous practical use of quant methods, why not join a research firm ?
by DDUKON
August 19th, 2015, 3:21 pm
Forum: Technical Forum
Topic: markovian Maket Model
Replies: 0
Views: 2661

markovian Maket Model

Any ideas?Cant find any papers on it which could give clear picture
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