Different Quant skills needed in BB S&T

  • Thread starter Thread starter Aerial
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Many students currently at Quantnet are interested in the different areas of quantitative finance, and BB S&T is one area that many students from MFE's (or quantitative backgrounds) seek. However, it is fact that there are different desks within S&T that vary in the level of quant-ness and programming skills needed.

My request:

Could someone who works/understands the different areas and roles of BB S&T provide some information on to what extent of mathematical/programming skills that one needs for EACH DESK? For example, the general consensus is that in terms of quantitative-ness: any derivatives > fixed income > equities. For the EXOTICS desk, it is necessary that one understands stochastic calculus and PDEs. Continue this please?
 
Many students currently at Quantnet are interested in the different areas of quantitative finance, and BB S&T is one area that many students from MFE's (or quantitative backgrounds) seek. However, it is fact that there are different desks within S&T that vary in the level of quant-ness and programming skills needed.

My request:

Could someone who works/understands the different areas and roles of BB S&T provide some information on to what extent of mathematical/programming skills that one needs for EACH DESK? For example, the general consensus is that in terms of quantitative-ness: any derivatives > fixed income > equities. For the EXOTICS desk, it is necessary that one understands stochastic calculus and PDEs. Continue this please?

do you mean as support to S&T as a desk quant or quant developer? or be a trader/salesman?
 
do you mean as support to S&T as a desk quant or quant developer? or be a trader/salesman?

Trader and Quant developer.

I already know that:
For sales: communication skills are the most important.
For Desk Quants: you're going to need a PhD or an MFE with a background in derivatives pricing.
 
For Desk Quants: you're going to need a PhD or an MFE with a background in derivatives pricing.
My own experience at a prop credit correlation trading desk
C#, VBA, Excel, SQL, some scripting language
Knowledge of single name CDS, index pricing, pricing library knowledge, curves building, calibration methods, etc.
 
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