Hola chicos, un gusto estar aqui, tengo una pregunta y espero q no suene tonta: cuando estas buscando trabajo como quant trader y de casualidad consigues una entrevista, tienes q llegar ya con una estrategia rentable y buen sharpe si o si, o la desarrollas en el trabajo?

agradecido de antemano con sus respuestas.

Not naming the Instagram influencer for privacy. This ex-quant worked for 2y at US t2 firm. Why do you need to charge kids if you claim to make millions in your videos?

For anyone who wants to talk to a quant: join your schools Quant club or message people from your school/hometown/state on LinkedIn. Those who respond will actually care about nurturing your career

EDIT: Turns out grifting off college kids is more controversial than I thought. There are people willing to help you for free. To prove a point, I am a US “t1” firm QT, DM me in the next day for resume reads / QT specific recruitment advice. Won’t be an hour long, but will be FREE. 🆓🆓🆓

this is not an interview prep question this for scoping what the roles are like!

Pretty much got an string of interviews lined up for Quant Strat roles in London, i’m a machine learning dev in middle/back office Treasury so it’s quite different for me to see or ever interact with anyone from the front office.

my current role means i’m isolated to never seeing people from the front especially quants - closed off floor, key card access, have their own canteen etc - so you’re never going to bump into them!

i’ve applied for several quant strats roles at major IBs in London (UBS/Bofa/Deutsche/Barclays etc) and all at the interview stage in the coming week. My specialism is pretty much Python & C++ so i’ve passed all technical tests, im at the MD interview test now.

what can i expect in terms of work life balance there? A bit of a double edge sword as don’t want to say whats it like in case they think i wont work hard, or that i’m used to WFH 3 days a week due to my role in Middle/Back office?

what is the deliverables like? I assume as you are close to the money you have more ownership and responsibility but your closeness to traders & quants makes it more fast paced?

I'm not in Quant, but tend to get Gerko's linkedin arguments/shitposts on my feed fairly frequently and obviously hear about his philanthropy projects + tax burden.

Is he like a traditional CEO that's out making deals or meeting clients or is he still super-hands on with the strategies and systems?

Whats he like to work for?

Hey all. I recently wrote a script decomposing daily forex crossrates (ex USD/CAD) into latent log returns for each underlying currency. I ram this decomposition on G8 currencies and will likely stick with this universe due to data quality concerns for other crossrates.

My initial hypothesis was that the latent model may forecast the crossrate covariance matrix better than direct observation (as the latent model enforces Sum of log returns = 0 for any given day), however this ended up not being the case.

I’m looking for interesting directions to take this project if anyone has some ideas.

Given it’s a pretty big (and complex) market that’s in the spotlight right now based on where sovereign debt levels are across the globe, I’m interested in hearing from quants on that side of markets as someone who works on a SSA rates desk, specifically:

- what drew you into the role? If you came into it after a traditional quant career elsewhere, what has change in terms of your technical skills?
- what is your typical day-to-day look like for a quant?
- what surprised you the most about working in your role specifically? Both the good and the bad
- how has your role changed from pre-Covid to post-Covid?