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Search found 8 matches

by quantroc
May 20th, 2008, 12:25 am
Forum: Student Forum
Topic: Fixed income volatility trading strategies
Replies: 0
Views: 54106

Fixed income volatility trading strategies

<t>Hi, My job is to support fixed income volatility traders in a hedge fund.This involves implementing new models, Pnl / risk calculations, scenarioanalysis and so on. I have good exposures to the valuation and hedgingof various interest rate vol products. Coming from a mathematical financebackgroun...
by quantroc
December 13th, 2007, 6:26 pm
Forum: Careers Forum
Topic: UBS take home exam
Replies: 10
Views: 62974

UBS take home exam

<t>Hi noexpert, I took the paper test a while ago. I spend a day on that and thought I did really bad. But head huntersaid I passed the paper test and then I did a phone interview with them. I think I finished 80% of the questions. The math part is very difficult. The programming part is trivial. Th...
by quantroc
December 12th, 2007, 3:01 pm
Forum: Careers Forum
Topic: Quant and quant developer in hedge fund
Replies: 3
Views: 61804

Quant and quant developer in hedge fund

<t>In IBs, quants and quant developers are very different jobs. However, in a hedge fund,is it still the case? I am going to a quant / analytics team in a hedge fund, is it possiblethat I'll end up doing only programming/technology work?I am not from computer science background.Thanks for any input....
by quantroc
December 6th, 2007, 5:09 pm
Forum: Careers Forum
Topic: Which offer provides better career?
Replies: 4
Views: 62156

Which offer provides better career?

1. Fixed income research and analytics group within a good hedge fund (5 billion), work side by side with traders;2. Prime brokerage within top IB.Can you give me some thoughts regarding the future career and mobility of thesetwo jobs? Thanks a lot.
by quantroc
December 5th, 2007, 9:03 pm
Forum: Careers Forum
Topic: Prime Brokerage Strategy Group
Replies: 5
Views: 62585

Prime Brokerage Strategy Group

<t>Hi dhan16, I just applied from their website. Hi idicandoidicando, I already finished my interviews with them. Most interview questions were based on my resume. They alsoasked some puzzles and your understanding of the market(be sure to know what's going on in the financial market).Good luck. </t>
by quantroc
December 4th, 2007, 6:17 am
Forum: Careers Forum
Topic: Prime Brokerage Strategy Group
Replies: 5
Views: 62585

Prime Brokerage Strategy Group

Does anybody know about this group? How is the career path there?This group is sort of a quant group, but I feel it's quite different fromthose quants on trading floor. I know Prime Brokerage doesn't involve tradings, is it a promising area to work for?Thanks a lot for any inputs.
by quantroc
March 20th, 2007, 12:29 pm
Forum: Careers Forum
Topic: Blackrock Financial Modeling Group
Replies: 1
Views: 80300

Blackrock Financial Modeling Group

<t>Hi, I have some questions about this group: Is it like a buy-side front desk quant? Or it's more like a quant develper group? Do they interact with traders a lot? Is the career path promising?Do you have any opinion about the typical salary/bonuses in this group after a few years compared to othe...
by quantroc
March 26th, 2006, 7:22 pm
Forum: Careers Forum
Topic: UChicago, Courant, and CMU
Replies: 21
Views: 116722

UChicago, Courant, and CMU

I heard that sell-side quant will also work on trading floor... If we only talk about the placement rate, no matter the job is a trader of quant, which program is better, CMU or NYU?