Category Archives: Finance

Book review: “My life as a quant”

“My life as a quant” is an amazing book, where Emanuel Derman tells how he went from Particle Physics research to Wall Street. I’m not going to write a real review of the book, because there are some excellent reviews already available on the Internet (Quantitative Finance, Wilmott, Slashdot, Financial Times, Bloomberg Businessweek, …), but instead I will just say a few random comments and put a few quotes of the book. Continue reading Book review: “My life as a quant”

Becoming a Quant: some basic information…

Hi everybody,

I’m currently finishing my PhD in Theoretical Particle Physics and I’m looking for a job in finance. A possibility I’m considering is to become a “quant” (I believe somebody already explained what this job is about in another post on this blog). Looking for more information about what I actually need to be hired in this sector I found an interesting thread in physicsforums.com: http://www.physicsforums.com/showthread.php?t=376191 Continue reading Becoming a Quant: some basic information…

From Particle Physics at the US to Quantitative Finance in Singapore

One of our readers sent us the link of Manoj Thulasidas’ “Unreal blog“, where he talks about “Life and work; Perception and physics; Science and Spiritualism; and Money and quantitative finance”. Wow, lot of stuff there.

In particular, I think that for our readers it can be interesting to take a look at his post “The story so far“, where he summarizes the main Continue reading From Particle Physics at the US to Quantitative Finance in Singapore

Financial Consultant

After getting my undergraduate physics degree I was quite convinced that I’d like to do something different, and I considered a lot of possible jobs, I talked to several physicists that went into other fields and I investigated through internet the job possibilities that the physics degree offered me. And finally, somehow by chance I ended up doing financial consulting. Continue reading Financial Consultant

Quantitative analyst at BBVA

I completed my PhD in Physics in Valencia with professor E. Oset. After that, I decided to leave the academic world and to work in a private company. My first job was as a progressive lens designer at INDO, where I worked for three years. After that, I decided to move to the banking sector, where I'm working now. I work as CVA quantitative analyst at BBVA. A quantitative analyst (“quant” from now on) is in charge of pricing exotic derivatives and giving hedging strategies to cover the market risks associated to them. I will try to briefly explain what is this about. Continue reading Quantitative analyst at BBVA