- Joined
- 6/30/23
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Hi,
Long time lurker, first post!
I currently work for a small asset manager that has both traditional index/passive strategies and some hedge fund/active strategies. Asset classes are cash bonds and credit derivatives with some rate and fx to spice it up.
I am the Risk Manager for both sides of the business and the "Quant" for the index side... working on backtesting etc, I have a 7-10 years of finance experience, mostly Risk.
On top of this I have setup most of the tech on the passive side and a good chunk of the libs we share with the active side.
Frankly currently the only salvageable parts of my job are the active side Risk Management, that once in a while requires some interesting modelling, and the occasions of client interaction.
I am reasonably good at coding and setting up systems from the ground-up, databases, CI-CD pipelines, containerized applications on the cloud and the usual mumbo jumbo. I have mainly coded in Python for the last few years but I have some experience in R, Java, JS and I am learning some rust in my free time.
I would like to move to a more interesting role, potentially leading to a buy-side Quant Researcher role in a couple of years.
My plan is to apply for Quant Dev roles and then try to make an internal move. Any other routes?
Would something like QIS in a BB be a reasonable intermediate step instead?
Thanks for your time!
Long time lurker, first post!
I currently work for a small asset manager that has both traditional index/passive strategies and some hedge fund/active strategies. Asset classes are cash bonds and credit derivatives with some rate and fx to spice it up.
I am the Risk Manager for both sides of the business and the "Quant" for the index side... working on backtesting etc, I have a 7-10 years of finance experience, mostly Risk.
On top of this I have setup most of the tech on the passive side and a good chunk of the libs we share with the active side.
Frankly currently the only salvageable parts of my job are the active side Risk Management, that once in a while requires some interesting modelling, and the occasions of client interaction.
I am reasonably good at coding and setting up systems from the ground-up, databases, CI-CD pipelines, containerized applications on the cloud and the usual mumbo jumbo. I have mainly coded in Python for the last few years but I have some experience in R, Java, JS and I am learning some rust in my free time.
I would like to move to a more interesting role, potentially leading to a buy-side Quant Researcher role in a couple of years.
My plan is to apply for Quant Dev roles and then try to make an internal move. Any other routes?
Would something like QIS in a BB be a reasonable intermediate step instead?
Thanks for your time!