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Hello connections! I just completed Standard Bank 's Global Markets Trading on Forage. In the simulation: •I completed a job simulation involving global markets trading for Standard Bank's equities trading team. •Researched and summarized recent economic and geopolitical events. •Determined the potential impact of recent events on the bank's equities portfolio and other asset classes. •Crafted stock trading recommendations based on qualitative and quantitative research.

I just completed Standard Bank 's Global Markets Trading on Forage. In the simulation I: * Completed a job simulation involving global markets trading for Standard Bank's equities trading team.  * Researched and summarized recent economic and geopolitical events.  * Determined the potential impact of recent events on the bank's equities portfolio and other asset classes.  * Crafted stock trading recommendations based on qualitative and quantitative research. 

What are the different types of Quant and which role pays the best? Learn the differences between: - Quantitative Trader - Quantitative Researcher - Quantitative Analyst - Quantitative Developer Check out the full article here👇 https://lnkd.in/eJzwUP43

He was a VP of Quant at Goldman Sachs NewYork office and worked for 12 years as a Quant. He did his PhD in Electrical Engineering from one of the most prestigious Princeton University In 2004, fresh out of Princeton University with a PhD in Electrical Engineering, Somdip Datta joined Goldman Sachs. Assigned to the convertible bond desk, Somdip Datta, where he worked with credit and equity models. Creative solutions became imperative, particularly for obtaining essential data for convertible bonds. Four years later, Somdip moved to the equity structured products desk. Here, models were more intricate, and parameters often relied on the trader's intuition, adding a layer of subjectivity to the quantitative process. A pivotal moment came in 2009 when Somdip joined the Funding and Counterparty Valuation Adjustments (CVA/FVA) desk. In his final years at Goldman Sachs, Somdip's emphasis shifted towards simplicity and transparency, particularly in developing margin methodologies in the Prime Brokerage Division. As he is an expert in Quantitative modelling and pricing complex derivative products, we thought let’s invite him to Quant Insider to take an online masterclass on "Derivative Pricing with Stochastic Volatility Models" He’ll teach you how to price complex derivatives from scratch using the Stochastic volatility model and how to calibrate models. What the Masterclass have in it for you 1. Overview of Heston Model: Introduction to the Heston Model, a stochastic volatility model used in options pricing. Explanation of how it extends the Black-Scholes model to capture the volatility smile observed in real-world option prices. Discussion of key parameters and equations in the Heston Model. 2. Comparison vs. Black-Scholes: Comparison of Heston Model with Black-Scholes model with and without smile. Explanation of how the Heston Model provides more accurate pricing by incorporating stochastic volatility dynamics. 3. Comparison of Pricing Models: Comparison of pricing different instruments using local volatility vs. implied volatility model. Overview of the local volatility model's flexibility and implied volatility model's comprehensive framework. Insights into market expectations of future volatility are provided by implied volatility models. At the end of the Masterclass, you will get access to data sets and the Jupyter Notebook used in the Masterclass. This MasterClass is for you if you are a working professional in the field of Finance, sell-side quant working in Derivative pricing, Risk Management or a student who is passionate about making a career in Quantitative Finance. Date - 14th April 2024 (Sunday) Time - 6:30 PM IST Register now to take advantage of the Early bird offer, use coupon code EarlyBirdQI TO GET 20% OFF, limited-time offer valid for the next 24 hours Registration Link - https://lnkd.in/gwRrTTM4 we can’t wait to see you there.

I just completed Standard Bank 's Global Markets Trading on Forage. In the simulation I: Completed a job simulation involving global markets trading for Standard Bank's equities trading team.  ○Researched and summarized recent economic and geopolitical events.  ○Determined the potential impact of recent events on the bank's equities portfolio and other asset classes.  ○Crafted stock trading recommendations based on qualitative and quantitative research. Check out the simulation here: https://lnkd.in/gVztSV49

I just completed Standard Bank 's Global Markets Trading on Forage. 1) Completed a job simulation involving global markets trading for Standard Bank's equities trading team.  2) Researched and summarized recent economic and geopolitical events.  3) Determined the potential impact of recent events on the bank's equities portfolio and other asset classes.  4) Crafted stock trading recommendations based on qualitative and quantitative research.

He was a VP of Quant at Goldman Sachs NewYork office and worked for 12 years as a Quant. He did his PhD in Electrical Engineering from one of the most prestigious Princeton University. In 2004, fresh out of Princeton University with a PhD in Electrical Engineering, Somdip Datta joined Goldman Sachs. Assigned to the convertible bond desk, Somdip Datta, where he worked with credit and equity models. Creative solutions became imperative, particularly for obtaining essential data for convertible bonds. Four years later, Somdip moved to the equity structured products desk. Here, models were more intricate, and parameters often relied on the trader's intuition, adding a layer of subjectivity to the quantitative process. A pivotal moment came in 2009 when Somdip joined the Funding and Counterparty Valuation Adjustments (CVA/FVA) desk. In his final years at Goldman Sachs, Somdip's emphasis shifted towards simplicity and transparency, particularly in developing margin methodologies in the Prime Brokerage Division. As he is an expert in Quantitative modelling and pricing complex derivative products, we thought let’s invite him to Quant Insider to take an online masterclass on "Derivative Pricing with Stochastic Volatility Models" He’ll teach you how to price complex derivatives from scratch using the Stochastic volatility model and how to calibrate models. What the Masterclass have in it for you 1. Overview of Heston Model: Introduction to the Heston Model, a stochastic volatility model used in options pricing. Explanation of how it extends the Black-Scholes model to capture the volatility smile observed in real-world option prices. Discussion of key parameters and equations in the Heston Model. 2. Comparison vs. Black-Scholes: Comparison of Heston Model with Black-Scholes model with and without smile. Explanation of how the Heston Model provides more accurate pricing by incorporating stochastic volatility dynamics. 3. Comparison of Pricing Models: Comparison of pricing different instruments using local volatility vs. implied volatility model. Overview of the local volatility model's flexibility and implied volatility model's comprehensive framework. Insights into market expectations of future volatility are provided by implied volatility models. At the end of the Masterclass, you will get access to data sets and the Jupyter Notebook used in the Masterclass. This MasterClass is for you if you are a working professional in the field of Finance, sell-side quant working in Derivative pricing, Risk Management or a student who is passionate about making a career in Quantitative Finance. Date - 14th April 2024 (Sunday) Time - 6:30 PM IST ONLY 10 Spots Left! And we don't want you to miss this chance. So grab your spot now :) Registration Link - https://lnkd.in/gwRrTTM4 We can’t wait to see you there.

Get to know the capital markets and be immersed in the life of a trader during a weeklong program in NYC. Applications are open to students graduating in 2027 with a bachelor's in a quantitative field. Learn more: https://ow.ly/tk9q30sEu2L

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