I live on the UWS. Crime and homelessness / vagrancy has skyrocketed, and I see many apartment buildings with 80% of the lights turned off in the evenings. A lot of people moved back to where they came from or are temporarily out of the city.
What kind of positions are you interested in and have you looked at job descriptions/job requirements? Where is your skillset now VS what the positions require? "Quant" is a very generic word and there's no one-size-fits-all answer.
Try to get a trading desk-facing developer position. That is the closest you will get to quant in IT at a bank.
Don't end up in production support, bullshit project management, or back office/middle office tech jobs!
The way I interpreted was:
-They have a Monte Carlo simulation that runs on their portfolio to generate their VaR. That simulation has volatility parameters which are periodically re-evaluated based on historical levels.
-Their model hasn't been re-calibrated in a while so their volatility...
1) You're not going to find code online that actually delivers business value. Those are all extremely guarded trade secrets. There do exist generic open-source quant libraries that abstract away things like market data, creating a bond or a swap, pricing an instrument, etc...
QuantLib is a...
'Quantitative function within finance' is a sweeping generalization that encompasses multiple different departments and dozens of different roles.
You mean IBD?
It will be an uphill climb. IBD typically recruits from top-tier undergrad programs and MBA programs for analyst/associate classes. The usual path is a summer internship followed by a FT offer in the group you summered with.
1) Yes but difficult. Your PhD won't help much, the...