Hi all,
So I have been working in the IT division of an IB for 1 year. I have an option to rotate within the company.
1. First option is to move to Equity Derivatives IT where they build out the new analytics system using akka, scala for risk and pricing. So I have a chance to learn about concurrency programming, scalable distribution system.
2. Second option is to move to Credit Risk IT where I will do some C++ for the legacy risk engine (regulatory stuff that currently cant be implemented on the new strategic engine) and with some plan to rewrite this legacy risk engine into Java. I will be the only C++ person in the team.
I know C++ will be helpful for a traditional quant development job later but for the akka, scala project I have a chance to actually write some new code, learn new technology and big system design process. For C++ option, I may just spend most of the time fixing bugs and changing formulas in the legacy risk engine.
Given that I will do an MSc in Financial Maths in 1 or 2 years and look to switch to do some quant dev in xVA (CVA, DVA, FVA) , Risk Management area, what option should I choose ?
Thanks
chituan
So I have been working in the IT division of an IB for 1 year. I have an option to rotate within the company.
1. First option is to move to Equity Derivatives IT where they build out the new analytics system using akka, scala for risk and pricing. So I have a chance to learn about concurrency programming, scalable distribution system.
2. Second option is to move to Credit Risk IT where I will do some C++ for the legacy risk engine (regulatory stuff that currently cant be implemented on the new strategic engine) and with some plan to rewrite this legacy risk engine into Java. I will be the only C++ person in the team.
I know C++ will be helpful for a traditional quant development job later but for the akka, scala project I have a chance to actually write some new code, learn new technology and big system design process. For C++ option, I may just spend most of the time fixing bugs and changing formulas in the legacy risk engine.
Given that I will do an MSc in Financial Maths in 1 or 2 years and look to switch to do some quant dev in xVA (CVA, DVA, FVA) , Risk Management area, what option should I choose ?
Thanks
chituan