Most Quanty/Techy group in S&T
For a friend:
I have been writing risk software at a BB for the past few years. I have not been inventing new models, but have just been implementing regulatory requirements in our risk software.
I've written code in everything: C/C++, MATLAB, R, Python, and VBA. I have expert level knowledge of C++ including Boost, STL, and template metaprogramming.
I feel like I am in a pretty good place for a career change, and will be finishing my masters in mathematical finance this year.
I have two questions:
1) Are there any S&T groups that would value my IT/Risk experience in trader position?
2) I am working on two papers that might result in publications. One puts forth a new method for dealing with non-stationarity in covariance estimation and the other describes a tradable arbitrage model with good out of sample predictions. Would putting these papers on arXiv or SSRN make me more attractive to S&T groups?
Are you set on S&T? Maybe consider looking at the buy-side/prop shops to leverage those skills more as a developer. That said, if your BB has any algo trading groups, maybe they'd be a good fit also; although if it's only execution algos, your risk experience wouldn't be very useful.
Yes, getting your paper published or on those repositories can only help you.
IlliniProgrammer, is that you?
S&T is not that tech-heavy. As peyo2012 says, buy side might be a better bet.
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