Tag Archives: Analyst

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”

What the fuck do I do now with a PhD In Astrophysics?

The fact is that as an astronomer/cosmologist/astrophysicist your main skills are nowadays not so special. You are by comparison with other professionals, let’s say, an “average computer geek“. So again, where in this competitive world can a Astrophysicist find its place? Continue reading What the fuck do I do now with a PhD In Astrophysics?

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

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

University IT-manager

Reading the previous posts, I have realized how (relatively) old I am and how hard is to summarize 24 years of work experience (or I should better say burden).

Traffic engineering.-

After graduating in physics in 1986, and following a professor advice,  I had an interview with Electronic Traffic S.A. (ETRA S.A.) and on August 1st of the same year I started working in the R&D division of this Spanish company based in Valencia dealing in traffic control systems production. Continue reading University IT-manager