SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by secret2
November 26th, 2018, 6:17 am
Forum: Careers Forum
Topic: Linkedin applications
Replies: 5
Views: 333

Re: Linkedin applications

I suppose you can cut down on the number of CVs by requiring a covering letter and rejecting those which less then N words long.
For a split second I thought you meant "...and rejecting those which contain the N-word"
by secret2
September 3rd, 2018, 2:28 am
Forum: Careers Forum
Topic: Job interview -- complex options
Replies: 2
Views: 307

Re: Job interview -- complex options

bearish has it spot on. Simple questions such as replicating a forward, and vanilla pricing in a Black-Scholes universe, are good enough for the purpose. (IMO derivation of B-S formula not so much)
by secret2
August 15th, 2018, 1:27 am
Forum: Careers Forum
Topic: Sell-side Quant roles in Prime Brokerage?
Replies: 0
Views: 260

Sell-side Quant roles in Prime Brokerage?

I'm interested to know if anyone here is familiar with sell-side Quant roles in Prime Brokerage? I saw a new opening that would involve mainly collateral and inventory optimisation. Any thoughts would be appreciated. I am from a more conventional pricing background, would this kind of role likely gi...
by secret2
April 25th, 2018, 1:21 am
Forum: Careers Forum
Topic: Comparison between different career options
Replies: 9
Views: 949

Re: Comparison between different career options

Beta ~= 'Institutionalized Alpha'
Before the premium can be 'explained', it is an anomaly (alpha). Eventually it gets explained away as the reward for risk loading (beta).
by secret2
April 20th, 2018, 2:08 am
Forum: Careers Forum
Topic: Comparison between different career options
Replies: 9
Views: 949

Re: Comparison between different career options

Interesting, that's quite different from the information I have. I suspect that even low six figures is hard to achieve at those places.
by secret2
April 20th, 2018, 1:18 am
Forum: Careers Forum
Topic: Comparison between different career options
Replies: 9
Views: 949

Re: Comparison between different career options

I've been working for a bank as a quant, and recently for a couple of reasons I am thinking about a change. I see that there are three types of "buy side" roles in the market (the term being used in a generous sense): quant hedge fund, prop market making firm, and some of the remaining prop desks w...
by secret2
April 19th, 2018, 2:16 pm
Forum: Careers Forum
Topic: Comparison between different career options
Replies: 9
Views: 949

Comparison between different career options

I've been working for a bank as a quant, and recently for a couple of reasons I am thinking about a change. I see that there are three types of "buy side" roles in the market (the term being used in a generous sense): quant hedge fund, prop market making firm, and some of the remaining prop desks wi...
by secret2
March 30th, 2017, 9:05 am
Forum: Careers Forum
Topic: Quant Equity vs FICC, Trading vs Structuring
Replies: 1
Views: 740

Re: Quant Equity vs FICC, Trading vs Structuring

What's the appeal of sell side (non-algo) trading jobs nowadays?
by secret2
March 2nd, 2016, 5:33 am
Forum: Careers Forum
Topic: Job offer and ensuing hilarity
Replies: 5
Views: 2883

Job offer and ensuing hilarity

QuoteOriginally posted by: OrbitThe base salary on offer was less than half of what I'm making now...How did that happen? Doesn't that mean there must have been serious misunderstanding regarding the career level etc.?
by secret2
October 30th, 2015, 9:32 am
Forum: Careers Forum
Topic: To PhD or not to PhD when you are 30
Replies: 27
Views: 8973

To PhD or not to PhD when you are 30

<t>QuoteOriginally posted by: mekornilolThere's been an interesting turn of events that I thought I'd share with the forum. Essentially, while I was finishing my research proposal to enter the PhD program next September, I managed to arrange a couple of interviews at two investment banks here in Lon...
by secret2
October 29th, 2015, 9:30 am
Forum: Numerical Methods Forum
Topic: Barrier option with continuous monitoring solved by finite difference
Replies: 42
Views: 37016

Barrier option with continuous monitoring solved by finite difference

Not exactly, I am a user who is trying to understand it better.
by secret2
October 28th, 2015, 2:58 am
Forum: Numerical Methods Forum
Topic: Barrier option with continuous monitoring solved by finite difference
Replies: 42
Views: 37016

Barrier option with continuous monitoring solved by finite difference

<r>QuoteOriginally posted by: CuchulainnQuoteFirst off, I am having a conceptual problem with FDM. Since (computationally) I can impose the boundary condition (Dirichlet) only at the grid points, I somehow have the feeling that I am solving for the discrete monitoring problem (with barrier monitorin...
by secret2
September 11th, 2015, 12:11 am
Forum: Careers Forum
Topic: Equity quant teams comparison
Replies: 3
Views: 3602

Equity quant teams comparison

<t>QuoteOriginally posted by: DominicConnorum, er that's a lot of stuff you're asking for, why ?Having only worked for one team in one firm, I'll be interested to know how uniform/non-uniform the sector is and I thought other people in this situation would appreciate such knowledge too. Sorry if tha...
by secret2
September 10th, 2015, 2:23 am
Forum: Careers Forum
Topic: Equity quant teams comparison
Replies: 3
Views: 3602

Equity quant teams comparison

<t>Headhunters and those of us who have been with more than one firms, could you share any insights regarding how the different sell-side Equity (derivative) quant teams compare? It would be interesting to know the tech details (e.g. coding languages used, willingness to explore non-traditional mode...
by secret2
September 1st, 2015, 1:01 am
Forum: Careers Forum
Topic: Advice about getting into quant-style roles
Replies: 17
Views: 5821

Advice about getting into quant-style roles

"In some ways CV are like program code...HR parses it for keywords and does a syntax check, you've passed that."That's a nice analogy. Unfortunately HR is unlikely to catch runtime errors.
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