Quantitative Finance Jobs » quant skills

Quantitative Skills That Would Get You A Quant Job

Sun, 16 Aug 2009 00:26:58 +0000

Computer Skills
C++, C#, Java, R, MATLAB, SQL, Perl, JavaScript
Mathematical Knowledge
Statistical regressions, quadratic/linear programming, probability theory, matrix algebra, Black-Scholes option pricing math, risk-neutral valuation, random walks/Brownian motion, interest rate/yield curve math, modern portfolio theory, Monte Carlo simulation, big-O algorithm analysis, Bayesian statistics, stochastic calculus, high-dimensional space, pattern classification/machine learning (linear discriminant functions, neural networks)

If you get most of the skills above – your employment as quant is assured

Do quants need VBA skills?

Sun, 21 Jun 2009 02:15:51 +0000

The short answer – VBA skills are not required but may help you in your career.

Overall, quants are required to have multiple set of skills and technologies. The main function of a quant in the business is to develop and maintain financial models, do quantitative analysis. If you are working in a large organization in the quantitative position – quantitative skills is all you need, all the rest will provided by the IT departments. The situation is totally different if you are working in smaller offices. You would need a much more diverse set of skills and VBA probably would be one of them.