A ‘different’ quant job

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A ‘different’ quant job

Postby Jassi » Fri May 09, 2008 1:40 pm

I have applied for the position of QA with the DMO (UK) and have an interview coming up the week after next. From what I understand of the job description,

http://www.dmo.gov.uk/documentview.aspx ... 260208.pdf

I get a feeling this isn’t your bog standard quants job (comparing it to jobs in banks). Am I right in saying that? In terms of the person spec, I fulfil all the essential criteria and, I am happy to say, some of the desirable criteria too. So, my question is; based on the job spec, what kind of questions should I expect in the interview?

So far, I have been revising Ito’s, Martingales, BSs, all terminology (it’s been a while since I studied the stuff) and I have seen some of the interview questions people were asked in some of the other topics- I’ll make an effort to go through these things too. I was considering re-revising things from my C++ book, but is it even worth it seeing as they don’t even mention that on the job spec? Would I better off brushing up on my excel skills, seeing as they mention that there?

I get a bit confused when I start reading all these guides on ‘how to get a quant job’, because some aspects don’t seem to apply to this particular role (e.g. C++). I have a test to do and I was only told it would be maths based (nothing else), so I guess the technical questions will come up there. Can I expect any statistics related questions too? As you can probably tell, I have not applied for this kind of role before, so I am feeling slightly bewildered by it all! Anyway, any help or any pointers would be useful.

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Postby mj » Sun May 11, 2008 3:37 am

To be honest, your guess is as good as mine!

I am guessing that capital modelling and portfolio theory will be more important than derivatives pricing for this role.

So be on top of things like CAPM and Basle.

Please let us know how it all goes.
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Postby Jassi » Mon May 12, 2008 7:51 pm

Will check out the stuff you mentioned, Mark. Thanks for the advice. If anyone else has anything they want to add, feel free!

Will post the outcome next week sometime :)
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