SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 38 matches

by JT77
January 28th, 2012, 7:09 pm
Forum: Careers Forum
Topic: Quant dev vs Quant Analyst vs FO IT??
Replies: 6
Views: 16391

Quant dev vs Quant Analyst vs FO IT??

<t>QuoteOriginally posted by: HansiIt's different between banks but a simple view (just a jab, they all do more stuff) of the way I've seen it in a few places over my limited exposure to the industry:Quant Analyst - Works with quick mockups of ideas and models intended to produce value.Quant Develop...
by JT77
January 27th, 2012, 11:46 pm
Forum: Careers Forum
Topic: Quant dev vs Quant Analyst vs FO IT??
Replies: 6
Views: 16391

Quant dev vs Quant Analyst vs FO IT??

<t>Apologies for the fun title...Ok, can somebody please explain to me the difference between the roles (with a quant analyst being the one who writes models to make P&L).Can people give examples of the type of work a quant dev does and how this is different from "front office IT"? Do the latter...
by JT77
January 24th, 2012, 8:18 pm
Forum: Careers Forum
Topic: Work as C++ Developer
Replies: 33
Views: 18120

Work as C++ Developer

<t>QuoteOriginally posted by: capafan2QuoteOriginally posted by: JT77QuoteOriginally posted by: capafan2QuoteHi, thank you for giving such a detailed response.RE Java and C++: I should clarify- I only graduated within the last 2 years?I can program in Python, Haskell....... there hasn't been a langu...
by JT77
January 23rd, 2012, 8:50 pm
Forum: Careers Forum
Topic: Work as C++ Developer
Replies: 33
Views: 18120

Work as C++ Developer

<t>QuoteOriginally posted by: capafan2QuoteHi, thank you for giving such a detailed response.RE Java and C++: I should clarify- I only graduated within the last 2 years?I can program in Python, Haskell....... there hasn't been a language which I couldnt pick-up. The problem has been I only really ge...
by JT77
January 22nd, 2012, 7:30 pm
Forum: Careers Forum
Topic: Work as C++ Developer
Replies: 33
Views: 18120

Work as C++ Developer

<t>QuoteOriginally posted by: capafan2QuoteOriginally posted by: JT77I'm interested in this answer too. Java is my main programming language (I know about interfaces, abstract class vs concrete class, dynamic polymorphism etc). I presume virtual and pure virtual is where you provide the interface an...
by JT77
January 21st, 2012, 7:05 pm
Forum: Careers Forum
Topic: Work as C++ Developer
Replies: 33
Views: 18120

Work as C++ Developer

<t>I'm interested in this answer too. Java is my main programming language (I know about interfaces, abstract class vs concrete class, dynamic polymorphism etc). I presume virtual and pure virtual is where you provide the interface and with a pure virtual you HAVE to provide your own implementation ...
by JT77
January 21st, 2012, 6:58 pm
Forum: Student Forum
Topic: Books for Quant Developer?
Replies: 0
Views: 14419

Books for Quant Developer?

<t>Hi guys,Firstly I should clarify what I mean by "Quant Developer", or rather not mean- I am not referring to someone who actually is a Quant Analyst and writes models to produce P&L. I am a computer scientist who is interest in the finance side and I would like to implement some of the modell...
by JT77
January 11th, 2012, 8:51 pm
Forum: Careers Forum
Topic: What is the average quant salary ?
Replies: 35
Views: 229744

What is the average quant salary ?

QuoteOriginally posted by: DevonFangsAnd here I go with my usual question: isn't this a little overpaid?IB, 140k + bonus, 3yrs exp, no PhD required.I mean these days I see a lot of people let go, seems strange.You need to include a currency symbol....
by JT77
January 10th, 2012, 10:15 pm
Forum: Programming and Software Forum
Topic: GPU Application on High Frequency Trading
Replies: 11
Views: 28416

GPU Application on High Frequency Trading

<t>QuoteOriginally posted by: kluikensEither way, if that was the question you were asking -- the answer is no. The fundamental reason is that your network device uses a bus that has no interconnect to your GPU(s) -- they (any networking devices) connect and are controlled by the CPU and intermediat...
by JT77
January 2nd, 2012, 1:43 pm
Forum: Careers Forum
Topic: Low latency "engineers"/developers?
Replies: 11
Views: 17956

Low latency "engineers"/developers?

<t>QuoteOriginally posted by: capafan2Besides cheaper is not such a bad thing. I would rather hedge my risks with slightly (and that might mean 10% or so if you are a solid Java Prog) and be more marketable across industries than be a C++ dude with limited marketability. I don't even know if the 10%...
by JT77
December 29th, 2011, 8:39 pm
Forum: Student Forum
Topic: Help with ideas for low latency dissertation
Replies: 2
Views: 15410

Help with ideas for low latency dissertation

very funny :-pdoes anyone know if it'd be better to do this on an FPGA rather than GPUs? Whats the current demand in the market for, I had the opinion it was FPGA?
by JT77
December 29th, 2011, 8:37 pm
Forum: Careers Forum
Topic: Low latency "engineers"/developers?
Replies: 11
Views: 17956

Low latency "engineers"/developers?

bump?
by JT77
December 25th, 2011, 3:49 pm
Forum: Careers Forum
Topic: Low latency "engineers"/developers?
Replies: 11
Views: 17956

Low latency "engineers"/developers?

<t>There's a lot of talk on the pay structure for quants, base, bonus and P&L share etc, but could someone tell me how these compare for someone who works in a low-latency trading strategy scene and designs the infrastructure/transfers the algorithms into low-latency code? What is their base usu...
by JT77
December 23rd, 2011, 7:55 pm
Forum: Careers Forum
Topic: What does a "Quant developer" do, which "Quant Analyst" or Front Office IT doesnt?
Replies: 2
Views: 16939

What does a "Quant developer" do, which "Quant Analyst" or Front Office IT doesnt?

<t>Hi,Can someone give me an idea as to the type of financial knowledge (and tech skills) a Quant developer would be exposed to, as opposed to a Quant Analyst or a F.IT person? Are they simply a bridge between the two?I dont have a PhD in Maths (and I dont want to do Maths all day), but I also dont ...
by JT77
December 23rd, 2011, 7:35 pm
Forum: Student Forum
Topic: Help with ideas for low latency dissertation
Replies: 2
Views: 15410

Help with ideas for low latency dissertation

<t>Hi guys,I am planning to write my dissertation on a low latency trading platform. From a technical viewpoint I am quite happy- I am going to use Linux and either a few FPGA cores, couple of GPUs, or an FPGA network card and time the latency from receiving prices, deciding whether to make a trade ...
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