Coding for FICC & rates
Just interested to know more about the topic. On LinkedIn I've seen far too many analysts/associates at top AMs listing in their job description their coding skills in fixed income, rates derivatives (eg swaptions), currencies, and commodities valuation. I'm familiar with the products and how to value them using simple contrived examples on paper, but I don't know where to start with coding.
I'm not from a quant background so I'm looking to strictly teach myself. Would really appreciate it if someone were to touch down on this topic.
Edit. Lol why tf does this site include a US-midwest tag on every post? I'm based in London, also from a low-tier semi target.
I'm just starting in AM now so take what I say with a grain of salt.
I've seen a lot of job ads for AM research analyst roles (including my own) describe coding skills as desirable, although nobody I know on the buyside seems to actually be able to code that well.
I get the impression that it's just because you're working with datasets and being able to code will obviously make your general data analysis much more efficient, but plenty of people seemingly get away with just having strong Excel skills. I personally know a bit of R, people tell me Python is more widely used but I think they're fairly interchangeable.
Anyone from a quanty background (econ, compsci, math, stats) should be more than capable of teaching themselves. There are plenty of free online courses, but I reckon after you get set up and know the basics the best way to learn is to just start using RStudio or whatever as your go to instead of Excel.
2 years late but was wondering which courses you'd recommend in learning hands-on coding skills for FICC (creating structured products, credit market making, rates and fx trading and such)
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