my background:
1. MSc in computer science + engineering (linear algebra, basic calculus, probability, signal processing / Fourier transform)
2. CFA charter holder (passed Level 3)
3. Current position: Capital Markets technology at a big bank. I'm programmer (C++) for market risk metric implementations (VaR), by coding up risk models by integrating front office pricing libraries. I read some of the code of the front office pricing libraries.
4. I am passionate about
- learning about capital markets, and how economic macros impact my own portfolio and investments decisions.
- programming and mathematics (although I lack PDE & stocastic calculus). I loved doing combinatorial optimization & algorithms in one of my previous programming job.
I wish to transition into a front office role as developer/programmer, for better compensation and more challenging work. But I am struggling to jobs search - I have been searching "quantitative developer" on various job hunting platforms, but not much success.
What type of front office / trading floor role can I currently obtain? What keywords in job description should I be looking for?
For the future, what type of role(s) could I strive for by more self-education?
1. MSc in computer science + engineering (linear algebra, basic calculus, probability, signal processing / Fourier transform)
2. CFA charter holder (passed Level 3)
3. Current position: Capital Markets technology at a big bank. I'm programmer (C++) for market risk metric implementations (VaR), by coding up risk models by integrating front office pricing libraries. I read some of the code of the front office pricing libraries.
4. I am passionate about
- learning about capital markets, and how economic macros impact my own portfolio and investments decisions.
- programming and mathematics (although I lack PDE & stocastic calculus). I loved doing combinatorial optimization & algorithms in one of my previous programming job.
I wish to transition into a front office role as developer/programmer, for better compensation and more challenging work. But I am struggling to jobs search - I have been searching "quantitative developer" on various job hunting platforms, but not much success.
What type of front office / trading floor role can I currently obtain? What keywords in job description should I be looking for?
For the future, what type of role(s) could I strive for by more self-education?
