>>12290184>What do you actually do day to dayDepends on what's currently needed the most. Mostly backtesting platform, as we were rewriting it from scratch this year. Before that, it was maintenance/development of modeling framework and its bindings for R and python.
In spare time i clean up quants' models.
Sometimes i help with models themselves, as i studied Fourier-Galerkin for my thesis, so i have limited understanding of maths that rarely pops out.
It's better than being a codemonkey at FAGMAN, but i'm still primarily just codemonkey.
The culture and people alone are worth it, you get to learn a lot of things you probably wouldn't have otherwise just by going for a lunch with coworkers. It's absolutely a meritocracy, almost no space for nepotism and diversity hires here. Exactly 0 retards in the tech/quant side, that's for sure, which is far better than in my previous work.
Even the interview process was great, not like the FAGMAN interviews where the incompetence of some interviewers was palpable. Here i felt inadequate during the interview, there was not a single person who seemed to know less than me, even in my field of expertise.
>what's comp likeMore than enough. Can't say more.
