Hello.
I would like to hear advices about which MFE to take, where companies like AQR, DE Shaw, Citadel etc... recruit their new employees, what kind of pay to expect.
I'm a brazillian working in brazil, I currently have an Economics BSc and a Applied Math BSc. In Economics I learned a lot of regression and time series analysis ("Econometrics") including state space modelling (Kalman Filter, Particle Filter etc...). In Applied Math I had normal calculus and algebra courses, simulation courses (MCMC), stochastic processes (Markov Chains, Poisson Process), numerical analysis (Including ODE, PDE and linear algebra). Plus I had linear and non-linear optimization course. In all these courses, I learned a lot of R, Matlab, Java and C.
I currently work in a non-quantitative fund in brazil as a fixed income analyst, but also do some fundamental long short with equities. (About two years of experience, including internship).
What I would like to do is to become a trader in a US hedge fund or quantitativa desk of a bulge bracket bank, trading either low-mid frequency models, volatitility or even vanilla instruments like FX, Bonds or equities.
I would like to hear advices about which MFE to take, where companies like AQR, DE Shaw, Citadel etc... recruit their new employees, what kind of pay to expect.
I'm a brazillian working in brazil, I currently have an Economics BSc and a Applied Math BSc. In Economics I learned a lot of regression and time series analysis ("Econometrics") including state space modelling (Kalman Filter, Particle Filter etc...). In Applied Math I had normal calculus and algebra courses, simulation courses (MCMC), stochastic processes (Markov Chains, Poisson Process), numerical analysis (Including ODE, PDE and linear algebra). Plus I had linear and non-linear optimization course. In all these courses, I learned a lot of R, Matlab, Java and C.
I currently work in a non-quantitative fund in brazil as a fixed income analyst, but also do some fundamental long short with equities. (About two years of experience, including internship).
What I would like to do is to become a trader in a US hedge fund or quantitativa desk of a bulge bracket bank, trading either low-mid frequency models, volatitility or even vanilla instruments like FX, Bonds or equities.
