Quantitative Analyst - Areas of Work

Areas of Work

  • Trading strategy development
  • Portfolio optimization
  • Derivatives pricing and hedging: involves a lot of highly efficient (usually object-oriented) software development, advanced numerical techniques, and stochastic calculus
  • Risk management: involves a lot of time series analysis, calibration, and backtesting
  • Credit analysis

Read more about this topic:  Quantitative Analyst

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