Tag Archives: Pay rates

Pay rates for doing maths in banks, Matlab in Computational Finance, Mathematica In London,Paris, Frankfurt & Zuerich, Daniel Duffy in London, and Attilio Meucci in NY

Subject: Pay rates for doing maths in banks, Matlab in Computational Finance, Mathematica In London,Paris, Frankfurt & Zuerich, Daniel Duffy in London, and Attilio Meucci in NY
Do you use (or misuse) maths in your finance job ?
We’re surveying pay levels for quants, quant developers, algo traders, asset managers, risk people, strats, structurers, analytics developers, risk developers etc. because it’s ironic that those who do numbers for banks have such poor quality numbers to work out how they are paid relative to others.

http://bit.ly/koFj1Q

It is completely confidential because we use a 3rd party SurveyMonkey to collect results. It’s 3-5 minutes, yes really, we’ve tested it.

We’ve have >4,500 responses so far but the reason *you* need to fill this form is that this is a field with lots of specialisations, and one factor can make a significant difference in your pay, so contributing your numbers means you get better information.

We will of course be publishing interesting results on Wilmott.com and through the Trading Tech group. This is the last week before we start publishing final results so you may want to act sooner rather than later,
http://bit.ly/koFj1Q

Dates for Your Diary
Computational Finance with Mathematica -New technologies for accelerating quantitative analytics,
http://bit.ly/k1imgk
Wednesday 14 June Zurich
Wednesday 15 June Frankfurt
Speakers
Efficient Valuation of Complex Derivatives on the GPU
Dr. Andreas Binder, MathConsult GmbH
In the pricing and risk analysis of structured financial instruments, numerical methods for valuation, as well as calibration of the model parameters, have to be implemented very carefully. The calibration often leads to optimization problems for which local algorithms do not converge. We present an efficient hybrid global/local algorithm and compare them to global optimization.

Daniel Duffy author of several major books on financial programming, is running the following workshops in London

One-day Master Class: The Alternating Direction Explicit (ADE) Finite Difference Method. Fast, Unconditionally Stable, High-Order Schemes for Derivatives Pricing and Hedging (8 July, London)
http://bit.ly/fFikUq

Creating Trading and Quant Applications in C# and Excel (September 20, 21, 22 London)
http://bit.ly/dHnXPz

Advanced Risk and Portfolio Management Bootcamp
by Attilio Meucci
August 15-20, 2011, Baruch College, New York City
http://bit.ly/jDv3nq

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