- Joined
- 11/28/21
- Messages
- 4
- Points
- 13
Hello,
I am looking for a study partner (or a group) located around NYC area to practice pricing/modeling development.
I do work closely on pricing models (more like support and bug-fixes when needed) and keep reading new pricing dev documents but I don't develop them from scratch.
Hence I want to do this as interview preparation.
Looking for someone with similar interests or expectation.
My plan is to practice couple of models (maybe SABR for vol, local-Vol model for pricing and some rates model), vol calibration etc
I have hands-on on dev and lack a strong math fundamentals. Hence, Ideally prefer someone with math background.
Even a student is welcome as long as you have experience (at least academic) in modeling. You get an industry contact and also might learn on how the models are developed and used in the industry.
A little bit about me: Male in early 30s.
Please DM if anyone is interested.
Thanks
I am looking for a study partner (or a group) located around NYC area to practice pricing/modeling development.
I do work closely on pricing models (more like support and bug-fixes when needed) and keep reading new pricing dev documents but I don't develop them from scratch.
Hence I want to do this as interview preparation.
Looking for someone with similar interests or expectation.
My plan is to practice couple of models (maybe SABR for vol, local-Vol model for pricing and some rates model), vol calibration etc
I have hands-on on dev and lack a strong math fundamentals. Hence, Ideally prefer someone with math background.
Even a student is welcome as long as you have experience (at least academic) in modeling. You get an industry contact and also might learn on how the models are developed and used in the industry.
A little bit about me: Male in early 30s.
Please DM if anyone is interested.
Thanks