2019-03-15 13:52 (1楼)2019-03-15 13:52本帖最后由 lskenkf 于 2019-03-15 13:58 编辑
Hallo, I am a master student of math of a University in Berlin. I have prepared myself during my study in berlin for a quantitative job such as quant. Unfortunately, in Germany there is no such position, so I think I may try my luck in London.
On the one hand I am familer with stochastic calculus via taking courses such as financial math, probability, one the other hand I am more interested into statistical learning during me taking some courses, such as machine learning, statistics and deep learning.
I am proficient in python and especially in numpy. I am also a beginner of c++ as I had accomplished some homeworks when I was learning scientific computing.
So is there a bias of the recruiter of the quant jobs against people from europa and how is the job overview of this career right now in London ?
I am grateful for your answers and further suggestions.
2019-03-15 17:24 (2楼)
- 帖子 165
- 注册 2013-01-12
- 威望 0 个
- 银子 3112 两
2019-03-15 21:33 (4楼)2019-03-15 21:33无法想象德国没有such kind of Jobs。
- 帖子 48535
- 注册 2010-01-12
- 威望 308 个
- 银子 177326 两
另外，伦敦很多financial posts都要move to Frankfurt，不少英国人不愿意过去，德国的机应该会更多吧。I never take anything seriously, don't ask me any serious question。Life is too short, play more! Oscar Wilde: “What is a cynic? A man who knows the price of everything and the value of nothing.”
2019-03-16 07:02 (5楼)2019-03-16 07:02
well maybe from 10 to 20 mostly pricing quant and risk quant is boring too.
As far as I know HFT is banned in germany, so ...
2019-03-17 15:13 (6楼)2019-03-17 15:13Have a good understanding of "quant" again. Only less than 5% of quant are working in HFT, and it is not considered as a typical quant job. Over 80% of quant jobs are data modelling. If you find them boring, maybe consider another career path.
- 帖子 7
- 注册 2017-04-18
- 威望 0 个
- 银子 11 两
2019-03-17 23:31 (7楼)2019-03-17 23:31
maybe you could be more specific about data modeling.
For pricing, as far as I understand, people use spe (wrt fractional Brownian motion) to do the prediction of the future price of a stock then its derivatives. If it is non linear, use deep learning.
As for the statistical learning part we can use previous data to predict the price of today. Here ml shall play a role.
So the p and q quant category.
2019-03-19 06:50 (10楼)
- 帖子 86
- 注册 2019-02-06
- 威望 0 个
- 银子 161 两