In his paper "Smile Dynamics IV" (https://www.fields.utoronto.ca/programs/scientific/09-10/finance/derivatives/bergomi.pdf) as well as in his book "Stochastic Volatility Modeling" (Chapter 9.10) Lorenzo Bergomi proposes a "Skew Arbitrage Strategy". As I understand his l...

Hi,

Does anyone here have some information on how it is like to work in the Quantitative Strategies division of Citadel? Is it a good place to learn and to further develop your career? In particular when moving from a smaller Quant fund after having worked there for about 3-4 years? 

Hi, I work as a quant in a hedge fund in the UK and am still fairly junior (less than three years experience). My contract says that I have 6 months notice period and 6 months non compete period after resigning. The contract also says that if they decide to take away my access to the office this alr...

<t>Hello,How much would a Quant researcher at one of the larger Quant hedge funds such as Winton, AHL, Two Sigma earn if he or she is starting there right after the PhD? The role would be about developing, improving and maintaining trading models. What is the current market rate for such a position?...

Hi,What would be the average total compensation for a quant (with a PhD degree) in his first at one of the large quantitative hedge funds (e.g. Two Sigma, Winton, AHL, D.E. Shaw, ...)?How much would the bonus be?Many thanks!

<t>One of my friends entered the quant associate program of a large US IB in 2012 and earned 70k fix first year, but I have no idea about bonus. Another friend started in the quant associate program of a Swiss IB and got about 90k in total.I'm not sure about hedge funds, which is why I asked the que...

<t>Hi,What's the current market rate in London for the total compensation for a 1st year junior quant with a PhD in one of the bigger hedge funds, such as Winton, AHL, Aspect Capital, etc. ?From what I've heard one can expect £70,000 fixed salary, but how does the bonus look like? I'm aware that thi...

<t>Hello,In a few months I will start as a Quantitative Analyst in a Quant Hedge Fund. Btw, thanks to all who have replied to my questions in the past. You were certainly a great help in preparing me for interviews etc.!I have a solid background in statistics and programming and I know a bit about t...

<t>What would you say about entry level positions at big quant hedge funds vs working in an investment bank, in particular if you are very ambitious about having a successful long-term career in finance.IBs might offer more training, a broader experience and allow you to build up a large network.HFs...

Thanks for your answer, bearish. Which banks would you say are better than Morgan Stanley? Why would you say Morgan Stanley is better than most other banks for entry level Quant roles?

Hello,How is Morgan Stanley for entry level Quant roles compared to other banks? Would you recommend working there? Thanks!

Hello,How much time to you usually have to accept offers for Quant associate roles at investment banks?I'm asking because I need to schedule a few interviews with IBs and hedge funds over the next weeks.Many thanks!

<t>Hi,Does anyone here have experience with interviews at the big quant HFs, such as AHL, Bluecrest or Winton?What kind of questions do they tend to ask? How should I prepare?So far, I only went through IB derivative pricing interviews, but since the requirements for buy-side jobs are quite differen...

<t>I called them last week to ask about the status of my application, but HR told me no decision has been made yet.How likely is it they still make me an offer? I mean, at least they haven't rejected me so far but then again, if they were really interested in me they probably would have done somethi...

OK sure. I was just curious if some of you could share how long they had to wait for feedback after their first round face to face interviews. I guess not hearing back for almost two weeks is not a good sign...