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by CommodityQuant
February 1st, 2021, 1:39 pm
Forum: General Forum
Topic: Bitcoin platform?
Replies: 0
Views: 746

Bitcoin platform?

Does anyone have any tips about starting investing in bitcoin?  Basically, my question is which platform?  Is coinbase a good idea? I want to avoid regrets in case it climbs up sharply.  Thanks for any advice.

CommodityQuant
by CommodityQuant
March 22nd, 2020, 9:33 pm
Forum: Careers Forum
Topic: Quants working from home?
Replies: 7
Views: 5470

Re: Quants working from home?

..... Can't get my head around this one.. Thanks but what can't you get your head around?  If you mean why I didn't ring my boss, I just felt a bit shy, I suppose, with a wish to avoid being overly assertive.  I was trying to be flexible and go along with their plans (or non-plans).  Bearing in min...
by CommodityQuant
March 22nd, 2020, 5:11 pm
Forum: Careers Forum
Topic: Quants working from home?
Replies: 7
Views: 5470

Re: Quants working from home?

I think it’s the least you can do! Then there's the question of when I send the email.  Perhaps one week before my start date because the situation is changing? Or should it just be as soon as possible?  I'm supposed to start in mid April.   These questions might seem a bit silly/unnecessary but st...
by CommodityQuant
March 21st, 2020, 5:20 pm
Forum: Careers Forum
Topic: Quants working from home?
Replies: 7
Views: 5470

Quants working from home?

I'm expecting to start a new quant job at a major London bank around mid April.  However, I haven't heard anything about remote working or coronavirus?  Obviously, I would prefer to work from home.  Should I email my employer and ask them to set me up for remote working? They would presumably need t...
by CommodityQuant
November 13th, 2018, 11:51 am
Forum: Careers Forum
Topic: Linkedin applications
Replies: 5
Views: 7157

Linkedin applications

A lot has been written about job applications via linkedin rather than the more traditional routes. I've noticed some linkedin postings don't have an associated recruiter. Does anyone have any thoughts about linkedin applications (for example via easy apply) as it pertains specifically to the quant ...
by CommodityQuant
September 18th, 2018, 9:24 pm
Forum: Careers Forum
Topic: Quant developer consultants.
Replies: 2
Views: 5380

Quant developer consultants.

For CV/resume purposes, what is a good brief job title for a quantitative developer who works for a consultancy, as a consultant, for various banking clients who are clients of the consultancy.  Would that be Quantitative Developer Consultant?  Or just Quantitative Developer? By the way, the officia...
by CommodityQuant
September 18th, 2018, 9:15 pm
Forum: Careers Forum
Topic: Procedural question on quantish job application
Replies: 4
Views: 5571

Re: Procedural question on quantish job application

I'm confused by the question. What do you mean with "that is what I pay recruiters to do"? If you actually have an arrangement with a recruiter where you, as a candidate, pay the recruiter if/when you are hired through him, then please disregard everything else I'm saying, because you liv...
by CommodityQuant
September 17th, 2018, 10:36 am
Forum: Careers Forum
Topic: Procedural question on quantish job application
Replies: 4
Views: 5571

Procedural question on quantish job application

I'm working with a recruiter who has been very successful at getting interview opportunities for me. Unlike some recruiters, they have helped with CV formatting, application letters and other issues rather than just sending everything unchanged and unlooked at. I made an application with this recrui...
by CommodityQuant
September 12th, 2018, 8:35 pm
Forum: General Forum
Topic: Target Volatility Options -- explanation requested
Replies: 3
Views: 1192

Re: Target Volatility Options -- explanation requested

do you mean timer options? We called them vol target options, but they are often called target volatility options in the literature. My job was to migrate them from one library to another.  I wasn't modelling them, and was just meant to implement the equations. I had to do this quickly, so I didn't...
by CommodityQuant
September 12th, 2018, 11:39 am
Forum: General Forum
Topic: Target Volatility Options -- explanation requested
Replies: 3
Views: 1192

Target Volatility Options -- explanation requested

Do you know any really simple references on target volatility options in a real-world context? There are lots of references online, but it's not clear to me what the payoff is. In particular, if the payoff depends on a volatility, how do you convince the customer that the chosen volatility is correc...
by CommodityQuant
September 3rd, 2018, 12:19 pm
Forum: Careers Forum
Topic: Quant dev recruiting activity
Replies: 1
Views: 4418

Quant dev recruiting activity

I know this is a generic question, but how active is the job market in quantitative development around London? I don't get as many recruiter calls as I did a month or so ago where I got them continuously, almost every day (I was employed then). I'd be interested if anyone can give me a feel for how ...
by CommodityQuant
August 30th, 2018, 8:42 am
Forum: Careers Forum
Topic: Job interview -- complex options
Replies: 2
Views: 4601

Job interview -- complex options

All the quant-interview materials I've seen focus on very simple products. However, in actual quant work, the payoffs are very complex. I would like some guidance in explaining more complex concepts in job interviews, such as volatility targeting and path-dependent coupons for example. In other word...
by CommodityQuant
April 30th, 2017, 2:25 pm
Forum: Careers Forum
Topic: Possible problem with Quant Dev consultancy business model
Replies: 2
Views: 2082

Possible problem with Quant Dev consultancy business model

Consider a scenario where a bank (call it AnyBank) hires a consultancy (call it AnyConsultancy) to do some quant dev work. An AnyBank quant (call her M) therefore passes on instructions to the quant dev consultants from AnyConsultancy. Obviously, the project's success or failure hinges on the qualit...
by CommodityQuant
April 22nd, 2017, 7:07 am
Forum: Careers Forum
Topic: Estimate the length of time to complete a project
Replies: 10
Views: 2599

Re: Estimate the length of time to complete a project

snufkin, Many thanks for some very useful ideas and reference.

CommodityQuant
by CommodityQuant
April 20th, 2017, 8:41 pm
Forum: Careers Forum
Topic: Estimate the length of time to complete a project
Replies: 10
Views: 2599

Estimate the length of time to complete a project

I am a quant dev with a big C++ quant project and am charged with estimating how long it will take me to deliver. I have 3 days to produce the estimate. I think that tentatively, management expect me to give a figure around the three months mark. This project involves enhancing legacy code. Can anyo...
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