[R-SIG-Finance] Career/Educational Advice - First Post

[Jeffrey Todd Lins]

We concur.


Jeffrey Todd Lins  | Executive Director - Quantitative Analysis and Advanced Research Center

Saxo Bank A/S | Smakkedalen 2 | DK-2820 Gentofte
Company phone: +45 39 77 40 00 | Direct phone: +45 39 77 40 81 | Fax number: +45 39 77 42 00






-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Nicolas Mougeot
Sent: Tuesday, September 30, 2008 12:26 PM
To: mapgxcs at brunel.ac.uk
Cc: r-sig-finance at stat.math.ethz.ch; r-sig-finance-bounces at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Career/Educational Advice - First Post

R is free, free is good.
and it's flexible, and it benefits from inputs from a lot of people used in a number of quant teams in investment banks

________________________________________
Nicolas Mougeot
Managing Director

Head of Global Equity Derivatives Strategy - Europe Deutsche Bank AG London

+44 207 545 2198
+ 44 79 612 18375

eDerivatives.db.com -- it's where vol lives

Please click on this link and read the disclaimer:
https://ederivatives.db.com/static/edsg_disclaimer.html




mapgxcs at brunel.ac.uk
Sent by: r-sig-finance-bounces at stat.math.ethz.ch
09/30/2008 10:58 AM
Please respond to
mapgxcs at brunel.ac.uk


To
"Dale Smith" <dsmith at viciscapital.com>,
r-sig-finance-bounces at stat.math.ethz.ch, r-sig-finance at stat.math.ethz.ch cc

Subject
Re: [R-SIG-Finance] Career/Educational Advice - First Post






Hi all,
Is R/S+ widely used within the financial institutions? Or it's quants'
personal preference?
Regards,
Mc
Michael
Sent from my BlackBerry(r) wireless device

-----Original Message-----
From: "Dale Smith" <dsmith at viciscapital.com>

Date: Mon, 29 Sep 2008 15:56:13
To: <r-sig-finance at stat.math.ethz.ch>
Subject: Re: [R-SIG-Finance] Career/Educational Advice - First Post


You are apparently working now. I agree, get involved with QuantLib or an R project and learn what you can. If you know any C++, get Joshi's "C++ Design Patterns and Derivatives Pricing" (2nd edition). Be prepared to answer questions about R, C++, and quantitative analysis. RServe is a fine project to investigate for distributed R calculations: distributed calculation services may not come up in your interview but it's worth knowing something as it may come up on the job.

It's going to be a while before hiring picks up.

Dale Smith, Ph.D.
Vicis Capital LLC
Voice: 212-909-4635
Email: dsmith at viciscapital.com
AIM: dsmith11701

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of David Kane
Sent: Monday, September 29, 2008 3:17 PM
To: Julian Lee
Cc: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Career/Educational Advice - First Post

My personal opinions . . .

> 1. I have been looking at some masters graduate programmes and they
> come in all shapes and sizes. ...  As a quant in the industry, does
> the content of these degrees matter?

No.

> 2. How much of open-source technology, R/Rmetrics is being used by the
> financial industry?

Lots. If you aren't using R now, you will be someday. Further thoughts
at:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=966354

> 3. Is it possible for someone to be a quant without any post-graduate
> training?

Yes. Your best bet is to get involved with an open source finance project. That will allow you to build your skills and gain some expertise, thereby making a job search much easier (although no job search will be easy this year.

Good luck,

Dave Kane

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