Sharing Code Written on Own Time
I work in FI at a BB. My desk is limited by compliance to pretty much using VBA. No one on my desk codes other than myself, if we need something I'll either build it in Excel, get an intern to write a macro for it and look it over, or get IT to do it.
I have a light background in programming, and since graduation have been coding finance related things as a hobby in Python and R (ie term-structure modelling, derivatives pricing, trade backtesting). Maybe 10% of it I'll try to convert to VBA and actually use at work.
The prof that taught me runs a hedge fund (equities). I've been looking to transition to the buyside and he recommended that I publish my code on a blog he runs and he could reach out to network at give me some exposure.
I wanted to get any opinions here first. Is there a compliance issue sharing anything done at home off-hours? I have more than enough documentation to prove that I didn't do this at work (nor used any data from work) but don't want to get in trouble for it. I would bring it up with my boss but I don't want to give away I'm looking at recruiting elsewhere as well. Everyone's also pretty bro-y and probably think I'm weird for spending my off-time coding.
Any thoughts are appreciated.
Do you care about keeping your job? In case you do, check with compliance to be on the safe side. It's not a particularly good time to be a hero.
Thanks for the advice, will do.
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