- Joined
- 9/11/12
- Messages
- 6
- Points
- 13
Hi!
I'm currently doing my Msc in Risk management, basically we have measure theory, stochastics, asset pricing, derivatives, time series analysis and we're programming in matlab and VBA (I also have experience with other languages), however, we also have many risk oriented courses and even practical sessions for risk.
My conundrum is as follows. I like risk management because I can apply my programming knowledge as well as the time series and pricing techniques I study and I find current challenges in risk interesting. However, I interned in summer at algo trading fund where I was basically evaluating strategies from external traders, testing my own ideas, programming some utilities in R.. The point is I really liked the drill of the working environment there. On the other hand, people say that risk management is more boring - not too linked to performance etc.
Could someone, please, give me a few comments on the difference between Risk management and let's say other front office quant positions?
Thanks!
I'm currently doing my Msc in Risk management, basically we have measure theory, stochastics, asset pricing, derivatives, time series analysis and we're programming in matlab and VBA (I also have experience with other languages), however, we also have many risk oriented courses and even practical sessions for risk.
My conundrum is as follows. I like risk management because I can apply my programming knowledge as well as the time series and pricing techniques I study and I find current challenges in risk interesting. However, I interned in summer at algo trading fund where I was basically evaluating strategies from external traders, testing my own ideas, programming some utilities in R.. The point is I really liked the drill of the working environment there. On the other hand, people say that risk management is more boring - not too linked to performance etc.
Could someone, please, give me a few comments on the difference between Risk management and let's say other front office quant positions?
Thanks!