Possibility of Market Risk/CCR Quant to FO Quant/Risk Quant Dev
Hi all: I recently got an offer for a bank Market Risk/CCR Quant.
The asset class this role faces is interest rate swap/FX swap. It is said to involve a lot of coding.
I'm wondering the possibility of this role lead me to become a FO Quant (for pricing) or a Risk Quant Dev in HF
Any comments are appreciated.
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