k*****n
发帖数: 117 | 1 Current: Established multi-billion hedge fund, small research group,
research and develop trading models, one allocated, two or more in pipeline.
Potential: Barcap FX HFT quant developer. Recruiter aimed for HFT quant but
says too junior.
Should I consider interview for the position?
Welcome advice from experienced people familiar with Barcap's HFT group.
Thanks in advance! | D********n
发帖数: 978 | 2 我无相关经验。但是，我觉得现在能做到multi-billion的hedge fund应该很不错了。
你在那里工作了多久？这3个strategy的sharpe ratio有多少？你有PnL cut吗？
如果有这些的话，怎么样都比去大银行当developer强吧？
pipeline.
but
【在 k*****n 的大作中提到】
: Current: Established multi-billion hedge fund, small research group,
: research and develop trading models, one allocated, two or more in pipeline.
: Potential: Barcap FX HFT quant developer. Recruiter aimed for HFT quant but
: says too junior.
: Should I consider interview for the position?
: Welcome advice from experienced people familiar with Barcap's HFT group.
: Thanks in advance!
| k*****n
发帖数: 117 | 3 Thanks for replying. Worked for one year. Sharpe is about 1 for daily models
. Models are on their way to get allocation, but not too much - we're
talking about single digit percentage.
No PnL cut. Bonus is not good at the moment. I'm not too concerned with
salary, but more with future career path and growth.
【在 D********n 的大作中提到】
: 我无相关经验。但是，我觉得现在能做到multi-billion的hedge fund应该很不错了。
: 你在那里工作了多久？这3个strategy的sharpe ratio有多少？你有PnL cut吗？
: 如果有这些的话，怎么样都比去大银行当developer强吧？
:
: pipeline.
: but
| n***n
发帖数: 202 | | J*****n
发帖数: 4859 | 5
pipeline.
but
那个组是法国人当家作主的组。
【在 k*****n 的大作中提到】
: Current: Established multi-billion hedge fund, small research group,
: research and develop trading models, one allocated, two or more in pipeline.
: Potential: Barcap FX HFT quant developer. Recruiter aimed for HFT quant but
: says too junior.
: Should I consider interview for the position?
: Welcome advice from experienced people familiar with Barcap's HFT group.
: Thanks in advance!
| l***m
发帖数: 920 | 6 That "French dominated" team focuses on Equity. FX HFT is probably
associated to BARX.
【在 J*****n 的大作中提到】
:
: pipeline.
: but
: 那个组是法国人当家作主的组。
|
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