QUANTITATIVE Analyst Developer Strat
THE PROFESSION
Now with a unique case study of Numerix!
This is the first of a kind course that teaches what the job of a quantitative analyst, developer or strat really is. There will be nearly no math in the course, but you will learn about the exact types of the quant jobs on the sell and buy-side, in consulting and in fintech, daily routines of different types of quants and their interaction among themselves and with other stakeholders, quant reports and other deliverables, quant library organization, the quant R&D process on the sell and buy-side and, finally, the skills that are really necessary beyond the technical ones and the career prospects.
There is also a special section providing a very high-level view on the quant modelling for pricing, risk and trading strategy design.
Sections on the organizational structure, quant job types and quant deliverables will be also useful for non-quants, including MBAs and CFA candidates.
1.1. Welcome
FREE PREVIEW1.2. The course outline
FREE PREVIEW1.3. Who is this course for?
FREE PREVIEW1.4. Evolution of the profession
FREE PREVIEW1.5. Pricing and signal vs Risk and Return
FREE PREVIEW1.6 The ultimate motivation
FREE PREVIEW1.7. Why becoming a quant?
FREE PREVIEW1.8. (Special topic) Probability vs Statistics vs ML
FREE PREVIEW1.9. (Special topic) Why everything needs to be priced?
FREE PREVIEW2.0. Introduction
FREE PREVIEW2.1. Financial businesses and risks
FREE PREVIEW2.2. Sell-side organisation
2.3. Sell-side quants
2.4. Buy-side organisation and quants
2.5. Financial Consulting
2.6. Fintech and financial software vendors
3.1. Daily operations of a trading desk or a POD
3.2. Products, positions, books; ageing and position effects
3.3. Evolution of the quant and IT responsibilities
FREE PREVIEW3.4 FO Reports: Position and PNL
3.5. FO Reports: Scenarios and Risk
3.6. FO Reports: PNL explain and PNL predict
3.7. Regulatory reports and limits
4.1. Quant library. Use cases and deployment
4.2. Quant library organization
4.3. The pricing function
4.4. End user tools
4.5 Case Study: Numerix
FREE PREVIEW5.1 Introduction
FREE PREVIEW5.2 Required skills. Part 1
5.3. Required Skills. Part 2
6. Grades. Progression and pay. Introduction
FREE PREVIEW6. Grades. Progression and pay
Andrey is currently a Director at Credit Quantitative Analytics in Barclays Investment Bank, London. His team deals with a wide range of flow and exotic, single name and basket credit products and hybrids.
His career in finance spans more than 25 years, 20 of which he has been a quant. In different positions and organizations, he dealt with modelling of most asset classes and wide range of derivative products, and he also contributed to the risk-side quantitative developments. Before joining Barclays, Andrey worked as a front office quant for Dresdner Kleinwort, HSBC, Goldman Sachs and Royal Bank of Scotland, on the buy side for LetterOne, as well as for PwC and Deloitte as a consultant.
Being a production-grade quant, Andrey is an expert C++/C#/Python programmer, he has an extensive experience in using various compute technologies, including TensorFlow and Spark, and he enjoys web programming (including bidirectional real-time) as a hobby.