Check out "Quant Asset Management"

there a lot of systematic macro funds. names like AQR, Blackrock, GSAM, Brevan Howard standout. But im sure there are many other smaller ones.

<t>Text Mining is very common now. Every quant fund that i know has been doing it for the past couple of years. The skill set is not in how to text mine ? thats easy. but what to text mine and how to process buzz words. The reason you haven't heard of this job requirement is that this is a very spec...

<t>There are many off the shelf optimizers. So asset managers don't look for optimization skills. They focus more on security selection skills. A combination of programming, Econometric's, Statistics and (Accounting for equities) maybe macro Econ for Fixed income is what you need.There are many hedg...

<r>I am trying how to fit copulas over empirical Bi variate data in R. I saw the following pieces of Code(<URL url="http://www.jstatsoft.org/v21/i04/paper">http://www.jstatsoft.org/v21/i04/paper</URL>) in R but i don't seem to understand some parts of it. First the author simulates some data to fit ...

Looking for the names of Quant firms in San Francisco (other than the obvious BGI/Blackrock) . I believe there are quite a few small ones in the range of managing 100mn to 1 bn. Thanks

Is your firm going to apply again for your green card? If they apply your H1B extends automatically till a descision on your greencard comes. Try and get your firm to re apply for your greencard. Singapore and Hongkong are good options in the worst case scenario.

Thanks all. I have some restrictions with the location plus am very specific with waht i want. I have good job at the moment so will wait and see what happens. It seems these freezes get over begining of year when bonuses are paid out. Keeping my fingers crossed and hopiong that they like me.

<t>A friend of mine interviewed at BB financial firm and thought it went really well. The HR later called and said that the group had decided to put the position on hold and would be in touch as and when the position reopens. He wrote to the hiring manager for feedback but the HM said that there was...

Yes there all big banks and Asset managers have a hiring freeze. The firm i work in has frozen all openings not just quants. The Volatility in the past month has really spooked people. From what i hear the earliest its going to pick up is march next year.

<t> Quant equity strategies are doing quite well this year and have performed really well in the recent volatility. in fact i have seen some really strong signal performance ,last seen only after the reversion of August 2007 blood bath. Systematic Global macro has taken a quite a beating over the en...

<t>ApabloI am sure you already know that it is easy to make the transition from academia to the industry but almost impossible the other way round. May be the best option for you would be to go to Business school and work on your research get some industry relevant publications and you can also cons...

I wonder why mit thinks Chicago is the best. In terms of placements Chicago is far from the best. Infact Chicago's Business school has better placements than its Finmath program

<t>Make sure you get a 790 Min on the quant section of the GRE, and you stand a very good chance. I would add Uchicago, Berkley and Stanford to the list. But if i were you i would do an MBA from a place like Wharton, Chicago Booth or MIT where the you can choose to do highly analytical and quantitat...

I know some people in the FOHF group and they are pretty smart. But given the firm's size there might be some teams/products that are really good where as some might not. A lot will depend on which team are you joining.