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4rcher
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Joined: September 9th, 2008, 8:28 pm

getting a job in systemic trading

November 19th, 2013, 9:30 am

Hi,I am currently doing a PhD in financial econometrics at a European university. I am going to finish next August and I am planning to apply for jobs in systemic trading, so I would like to ask for a profile evaluation. My research interest lies in nonlinear and non-Gaussian state space models and their application in finance (credit risk, volatility). My expertise are time series econometrics, Bayesian econometrics, sequential Monte Carlo methods, fast approximate Bayesian methods and I am familiar with Matlab, Python and CUDA. It would be great to know how relevant my expertise are to systemic trading and what my chances are to get into systemic trading (preferably in London)?Any comments are appreciated!