DominiConnor
Quant Headhunter
- Joined
- 9/6/06
- Messages
- 1,051
- Points
- 93
We have been asked by a large investment bank to find unusually talented entry level analysts for a unified quant group based out of NY, HK and London.
The groups is responsible for analytics for trading, risk management, market making, algotrading and structuring across both the fixed income and equity business units.
For the avoidance of doubt these are neither model validation nor quant developer roles, though there are vacancies for such people.
Of particular interest are skills in volatility modeling and forecasting, econometrics signal processing & filtering, stochastics, and you will be expected to demonstrate a superior intuition for probability.
The firm does not expect you to be a native English speaker, but this group does not hire anyone who cannot express themselves well. They also are prepared to acquire visas where necessary if you prove worth this effort.
You will be expected to understand the standard models up to the level of Paul Wilmtto on quant finance (the big book, not the introductory one). Beyond that excellence in some specific area applicable to the work is essential.
The development environment is C++ with some MatLab and even Java. You are expected to be at least competent in C++, and it is rare that they hire someone who has not mastered the language.
I am conscious that this is not a tight specification, this reflects the nature of the recruitment process we are working on. They want "very sharp" people, and so if you can do useful things very well, they won't reject you because you lack one buzzword or went to "the wrong school", but will adapt the role for your strengths.
It follows that they have given us no specific qualification levels for this role.
Previous successful applicants have varied from MFEs to maths PhDs who sat in a room for three months and read the right books. But to even be considered you must show a numerate education, and evidence that this can be directed to useful work helps a lot.
Compensation is flexible and better than most at this level.
I'm Dominic@PaulDominic.com if this sounds like you.
The groups is responsible for analytics for trading, risk management, market making, algotrading and structuring across both the fixed income and equity business units.
For the avoidance of doubt these are neither model validation nor quant developer roles, though there are vacancies for such people.
Of particular interest are skills in volatility modeling and forecasting, econometrics signal processing & filtering, stochastics, and you will be expected to demonstrate a superior intuition for probability.
The firm does not expect you to be a native English speaker, but this group does not hire anyone who cannot express themselves well. They also are prepared to acquire visas where necessary if you prove worth this effort.
You will be expected to understand the standard models up to the level of Paul Wilmtto on quant finance (the big book, not the introductory one). Beyond that excellence in some specific area applicable to the work is essential.
The development environment is C++ with some MatLab and even Java. You are expected to be at least competent in C++, and it is rare that they hire someone who has not mastered the language.
I am conscious that this is not a tight specification, this reflects the nature of the recruitment process we are working on. They want "very sharp" people, and so if you can do useful things very well, they won't reject you because you lack one buzzword or went to "the wrong school", but will adapt the role for your strengths.
It follows that they have given us no specific qualification levels for this role.
Previous successful applicants have varied from MFEs to maths PhDs who sat in a room for three months and read the right books. But to even be considered you must show a numerate education, and evidence that this can be directed to useful work helps a lot.
Compensation is flexible and better than most at this level.
I'm Dominic@PaulDominic.com if this sounds like you.
