3 Comments
 

exotics desks in general are the most quant. rate options, credit/correlation, and commodities can all be fairly quant. so can fx for that matter.

it depends on what's open at your bank.

 

for that matter, how quantitative do undergrad interviews get (for a prospective trader, not a quant) ? like... would they ever ask you to do a lebesgue integral, prove the central limit theorem, find a diffusion for an SDE, things like that? or are most questions going to be something along the lines of "whats 25 * 30"

if it's the second case, then how do you demonstrate to your interviewers that you have a high level of mathematical maturity?

 

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