SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by phil451
July 16th, 2010, 8:12 am
Forum: Careers Forum
Topic: PhD in Finance in Europe or starting a trainee program. Goal: Prop Trading
Replies: 18
Views: 30475

PhD in Finance in Europe or starting a trainee program. Goal: Prop Trading

When you start working time starts flying by and then you wake up one day and find that you are married with kids and your only option is to keep maximising your income.A phD does not count as 'no experience'.I'd do the phD as you don't get these sort of opportunities all your life
by phil451
May 27th, 2010, 10:52 am
Forum: Careers Forum
Topic: Online PDE and numerical methods courses
Replies: 15
Views: 29262

Online PDE and numerical methods courses

<r>The Open University does a course in 'Mathematical Methods and Fluid Mechanics (MST326) ' which is about solving a whole slew of PDEs including the diffusion equation.<URL url="http://www3.open.ac.uk/study/undergraduate/course/mst326.htmThe"><LINK_TEXT text="http://www3.open.ac.uk/study/undergrad...
by phil451
April 27th, 2010, 10:03 am
Forum: Careers Forum
Topic: quant from home
Replies: 19
Views: 31414

quant from home

<t>I know a number of individuals who trade very successfully using for their own account. Indeed i have just bought a house from an independent quant trader who has no formal mathematical finance qualification but has designed successful quant trading strategies from his own research.Check out 'Qua...
by phil451
March 11th, 2010, 8:42 am
Forum: Careers Forum
Topic: Support Analyst role
Replies: 9
Views: 31123

Support Analyst role

<t>The answer to your question is... it depends.Support analysts role can range from the simple just re-running scripts that have failed, to investigating genuine business problems. You also do a fair bit of testing.I worked a Support Analyst on a Risk and PnL application at a tier 1 investment bank...
by phil451
January 14th, 2010, 8:09 am
Forum: Careers Forum
Topic: Why is taking so long to receive feedbacks?
Replies: 5
Views: 31459

Why is taking so long to receive feedbacks?

<t>You had the first interviews on the 22nd December, we've had Christmas and New Year and it is the 14th January. I'm afraid that you are being a little impatient. You need to remember that the people who interviewed you have a number of other tasks to deal with and your job application is way way ...
by phil451
January 6th, 2010, 4:14 pm
Forum: Student Forum
Topic: Fidessa
Replies: 5
Views: 34719

Fidessa

<r>Have a look at their website <URL url="http://www.fidessa.com/They">http://www.fidessa.com/They</URL> make equity order and position management software solutions for both the buy and sell side. They make their money through the Initial Licencing Fee and subsequent Recurring Licensing fee. It is ...
by phil451
November 18th, 2009, 11:56 am
Forum: Careers Forum
Topic: What should I read after Hull and Shreve?
Replies: 15
Views: 35914

What should I read after Hull and Shreve?

<t>I recent conversation with my wife went along the lines of:"When are we going on that weekend to Rome that you promised me""Ah, i actually spent the money on some financial engineering books"She looked at me quizzically"You know, the ones i'm using to prop up the workbench in the garage"I'm perha...
by phil451
October 19th, 2009, 11:32 am
Forum: Student Forum
Topic: Urgently need Stochastic Calculus help!!!
Replies: 2
Views: 33728

Urgently need Stochastic Calculus help!!!

<t>Ok, that just about covers everything. I would start with the first 3 chapters of 'Financial Calculus' by Baxter and Rennie. Admittedly the book is about 40 quid and it does look rather slim compared with some other volumes on the market. But it is really, really good. You need to work through ev...
by phil451
October 8th, 2009, 1:49 pm
Forum: Careers Forum
Topic: how to change quant jobs if you signed a non compete
Replies: 20
Views: 39271

how to change quant jobs if you signed a non compete

<t>Some years ago i worked for a software vendor who built a Front to Back Office system which was live on around 100 client sites worldwide. Some of the key management and development staff who had signed a non-compete left to start up another firm and then recruited staff who had also signed non-c...
by phil451
October 1st, 2009, 7:20 am
Forum: Careers Forum
Topic: Study plan
Replies: 19
Views: 36401

Study plan

Best books in Econometrics and Time Series are:'Econometric Analysis' by William H. Greene and'Time Series Analysis' by James Douglas HamiltonThere's plenty in both those books to keep you busy for a while.
by phil451
September 23rd, 2009, 3:47 pm
Forum: Careers Forum
Topic: Big-4 and derivatives valuation
Replies: 13
Views: 36505

Big-4 and derivatives valuation

Thinking about this and DCFCs statements in generalMy feeling is that DCFC was making a comment on PWCs employment practices rather than any typo or directly racist comments.
by phil451
September 23rd, 2009, 11:11 am
Forum: Careers Forum
Topic: Big-4 and derivatives valuation
Replies: 13
Views: 36505

Big-4 and derivatives valuation

DCFCI think there is a ghastly typo in the last sentence of your post
by phil451
June 18th, 2009, 8:16 am
Forum: Careers Forum
Topic: Bsc Maths and CS what next ?
Replies: 9
Views: 38520

Bsc Maths and CS what next ?

<t>If you are already thinking that you might regret not doing a Phd then you will definitely regret it later. Also, i'm guessing your in your twenties without responsibilities. Once you get into the world of work time passes very quickly and you wake up one day, find yourself 10 years older with a ...
by phil451
June 18th, 2009, 8:16 am
Forum: Careers Forum
Topic: Bsc Maths and CS what next ?
Replies: 9
Views: 38520

Bsc Maths and CS what next ?

<t>If you are already thinking that you might regret not doing a Phd then you will definitely regret it later. Also, i'm guessing your in your twenties without responsibilities. Once you get into the world of work time passes very quickly and you wake up one day, find yourself 10 years older with a ...
by phil451
June 11th, 2009, 11:21 am
Forum: Careers Forum
Topic: Part time PhD in London: Impossible?
Replies: 30
Views: 45209

Part time PhD in London: Impossible?

<t>Quote--------------------------------------------------------------------------------[...] part-time phd. There are far more difficult things in life than achieving that!--------------------------------------------------------------------------------Don't know if I agree.If you feel that there ar...
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