SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by tu160
June 9th, 2013, 8:05 pm
Forum: Careers Forum
Topic: Getting a job with a MS in CS
Replies: 96
Views: 14868

Getting a job with a MS in CS

1) yes.2) yes, but try real hard to get a good internship.
by tu160
May 26th, 2013, 3:17 pm
Forum: Careers Forum
Topic: From quant developer to tech company
Replies: 19
Views: 10541

From quant developer to tech company

Did interview with presumably the best name at West Cost out of curiosity. Was really surprised with mediocrity of people in comparison with tier-1 ib.
by tu160
April 22nd, 2013, 9:44 pm
Forum: Careers Forum
Topic: quant jobs with the least hours
Replies: 35
Views: 12873

quant jobs with the least hours

<t>QuoteOriginally posted by: capafan2QuoteOriginally posted by: ShaikIs model validation analogous to 'testing' in software companies? People in 'testing' in IT get the least respect in the company and continuously have to prove the reason for their existence.These days the title "Tester" has been ...
by tu160
April 22nd, 2013, 1:26 am
Forum: Careers Forum
Topic: Market Risk? Model Validation? Quant Business analyst?
Replies: 81
Views: 18026

Market Risk? Model Validation? Quant Business analyst?

QuoteOriginally posted by: ChicagoGuyThis thread is making my head explode. This thread reminds be of Wall Street Oasis, where they go endlessly on what firm/position/city is better and who gets paid the most. I need to stop visiting the careers forum.Try dealbreaker!
by tu160
April 22nd, 2013, 1:21 am
Forum: Careers Forum
Topic: Quant in Market Risk career prospects and possible ways of achieving them
Replies: 17
Views: 11560

Quant in Market Risk career prospects and possible ways of achieving them

<t>QuoteOriginally posted by: jf88What is MV if I may ask? You are absolutely right with regards to the bold statement. The latter is precisely how I feel when it comes to my line of work!Model Validation General wisdom is that FO quants have better pay and visibility. However today there is a stron...
by tu160
April 20th, 2013, 3:29 pm
Forum: Careers Forum
Topic: Quant in Market Risk career prospects and possible ways of achieving them
Replies: 17
Views: 11560

Quant in Market Risk career prospects and possible ways of achieving them

<t>From my experience MR is not really a good place for quant. Top people at MR have no interest in internals of models and prefer to use models as black boxes to control exposures. They mostly value business, macro-econ skills and big picture view. MR employs quants but they are treated as nerds an...
by tu160
April 20th, 2013, 3:21 pm
Forum: Careers Forum
Topic: Future prospects of various quant roles
Replies: 14
Views: 11877

Future prospects of various quant roles

<t>QuoteOriginally posted by: slackerthe term has really always been PM's in hedge funds. Prop trader really is a term for banks.Interesting... I was working in HF industry for a while, but we had a clear separation between PMs and traders.Could this PM title devaluation be high-frequency specific? ...
by tu160
April 18th, 2013, 2:53 pm
Forum: Careers Forum
Topic: Future prospects of various quant roles
Replies: 14
Views: 11877

Future prospects of various quant roles

QuoteOriginally posted by: alphaalphaPM role was with smaller hedge fund, on the high frequency side of things, so pretty heavy on C++ as well.Oh, they start calling it PM now. I guess it sounds better than prop trader
by tu160
April 18th, 2013, 12:58 am
Forum: Careers Forum
Topic: Future prospects of various quant roles
Replies: 14
Views: 11877

Future prospects of various quant roles

<t>QuoteOriginally posted by: alphaalphaPersonally, taking quant portfolio manager over risk was a no brainer in the end though since the upside is essentially unlimited while in risk at a BB you'll make MD in 7 - 10 years but you'll still just be a cog with limited bonus potential. Just my 2 cents....
by tu160
April 13th, 2013, 6:13 pm
Forum: Careers Forum
Topic: Model Control
Replies: 2
Views: 8303

Model Control

<t>QuoteOriginally posted by: DevonFangsIt's a rather generic term. It could go from model validation to more "governance" oriented positions, e.g. making sure the quants follow the procedures, the risk management's and model validation's recommendations are observed.quants and traders Tails could b...
by tu160
August 22nd, 2012, 9:19 pm
Forum: Trading Forum
Topic: CQG Developer Forum
Replies: 2
Views: 12147

CQG Developer Forum

www.elitetrader.com -> Programming
by tu160
July 29th, 2012, 7:53 pm
Forum: Trading Forum
Topic: how do we estimate position of our order in order book?
Replies: 3
Views: 12941

how do we estimate position of our order in order book?

<t>QuoteOriginally posted by: winstontjSend odd-lots and bring up the L2 on screen??? (kidding)Assuming you have true DMA it's fairly easy if you have decent time synchronizations and really, truly know your latency (and can calculate it all very fast) as well as subscribe directly to the exchange d...
by tu160
July 28th, 2012, 2:44 am
Forum: Technical Forum
Topic: FX scenario
Replies: 0
Views: 11305

FX scenario

<t>I want to perform stress test / var calculation for portfolio of FX derivatives (one currency pair). How do I come up with reasonably meaningful scenario for spot rate / vol surface structure trajectories?Should I also simulate rates and take into account carry trade? What about interventions? Co...
by tu160
May 19th, 2012, 5:08 pm
Forum: Careers Forum
Topic: "Large, complex and noisy data sets"
Replies: 6
Views: 13556

"Large, complex and noisy data sets"

<r>several links to start:<URL url="https://www.nyxdata.com/nysedata/default.aspx?tabid=1034http://www.cmegroup.com/confluence/display/EPICSANDBOX/Market+Data+-+Incremental+Book+Managementhttp://www.tickdata.com/pdf/Tick_Data_Filtering_White_Paper.pdfgoogle"><LINK_TEXT text="https://www.nyxdata.com/...
by tu160
May 5th, 2012, 1:24 am
Forum: Careers Forum
Topic: Career Advancement Plan Critique Request
Replies: 25
Views: 16655

Career Advancement Plan Critique Request

<t>Quote Quants don't have pnl exposure except on the downside.If the desk blows up you are fired.If the desk does well, the trader throws you a bone. Nice doggie. Now go write the next piece of code...It sounds like exposure for me. May be you don't like the way how you exposed but this is another ...
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