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    Wall Street Quant - Self-Assessment

    Uploaded by

    Ethan Castanon
    This document provides a self-assessment for quant trading skills. It includes sections to rate proficiency in areas like: - Business and technology collaboration skills like project management and requirements gathering. - Technology skills like programming languages, market data platforms, and financial systems interfaces. - Hands-on technical skills like programming multi-threaded applications, scripting languages, and SQL. - Business knowledge of different financial instruments, market microstructure, algorithmic trading strategies, and derivatives pricing concepts. The self-assessment uses a 1-5 scale to rate proficiency in each skill, with 1 being awareness and 5 being expert authority. Completing this allows candidates and the firm to understand strengths and prepare for

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    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd

    Wall Street Quant - Self-Assessment

    Uploaded by

    Ethan Castanon
    99 views3 pages
    This document provides a self-assessment for quant trading skills. It includes sections to rate proficiency in areas like: - Business and technology collaboration skills like project management and requirements gathering. - Technology skills like programming languages, market data platforms, and financial systems interfaces. - Hands-on technical skills like programming multi-threaded applications, scripting languages, and SQL. - Business knowledge of different financial instruments, market microstructure, algorithmic trading strategies, and derivatives pricing concepts. The self-assessment uses a 1-5 scale to rate proficiency in each skill, with 1 being awareness and 5 being expert authority. Completing this allows candidates and the firm to understand strengths and prepare for

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    © Attribution Non-Commercial (BY-NC)

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    This document provides a self-assessment for quant trading skills. It includes sections to rate proficiency in areas like: - Business and technology collaboration skills like project management and requirements gathering. - Technology skills like programming languages, market data platforms, and financial systems interfaces. - Hands-on technical skills like programming multi-threaded applications, scripting languages, and SQL. - Business knowledge of different financial instruments, market microstructure, algorithmic trading strategies, and derivatives pricing concepts. The self-assessment uses a 1-5 scale to rate proficiency in each skill, with 1 being awareness and 5 being expert authority. Completing this allows candidates and the firm to understand strengths and prepare for

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    99 views3 pages

    Wall Street Quant - Self-Assessment

    Uploaded by

    Ethan Castanon
    This document provides a self-assessment for quant trading skills. It includes sections to rate proficiency in areas like: - Business and technology collaboration skills like project management and requirements gathering. - Technology skills like programming languages, market data platforms, and financial systems interfaces. - Hands-on technical skills like programming multi-threaded applications, scripting languages, and SQL. - Business knowledge of different financial instruments, market microstructure, algorithmic trading strategies, and derivatives pricing concepts. The self-assessment uses a 1-5 scale to rate proficiency in each skill, with 1 being awareness and 5 being expert authority. Completing this allows candidates and the firm to understand strengths and prepare for

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
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    The document provides a self-assessment for a quant trader position that evaluates technical skills and business knowledge across various areas related to financial markets.

    The self-assessment is intended to understand what skills and knowledge the applicant feels most confident discussing in an interview, as resumes often list skills applicants may not be prepared to discuss in depth.

    The self-assessment uses a 1-5 rating scale where 1 means having heard of a skill/concept, 2 means needing a refresher, 3 means basic working knowledge, 4 means recent work experience, and 5 means being an authority.

    Wall Street Quant-Trader Self-Assessment - The Text Below

    is Valuable: This is the Best & Most Concise List of Trading


    Tech Skills I've Seen
    Knowledge should be freely available in order to allow people to make the most of themselves, giving
    them the opportunity to learn what they need to learn to get where they want to go and to make a
    contribution to society.

    With regard to top-level financial analyst positions, it has become well-apparent to me after years of
    experience that people do not want to freely inform competitors what information they need to study hard
    to improve their chances of success. People who work at large financial firms are very guarded with such
    information.

    I have worked in finance for some time, and, up to this point, I had not yet obtained a document so useful,
    with regard to elaborating on some of the more arcane aspects of financial software one could familiarize
    oneself with to improve their marketability.

    I am above keeping such information to myself to improve my chances of realizing my ambition by


    hampering other people's ability to grow. It pleases me to see other people who work hard realize their
    potential.

    Please see below.


    -------------------------------------------------------------------------------

    Name: Ethan Castanon                                                                                               Date: 7/29/10

    APM-MDLC –CANDIDATE SELF ASSESSMENT


    When you finish, please return this document and name it as follows: Lastname-firstname.doc

    A.  Purpose of this Self Assessment:


     We want to understand what you know.  People often list concepts and technologies on their
    resumes which they are not prepared to discuss in-depth during an interview.  This self assessment helps
    us understand the skills you feel most confident in so we can know up-front what you would be
    prepared to discuss in an interview.
     This self assessment lists many skills.  We certainly don’t expect you to have experience with all
    or even most items on this form.   We just want to understand what you know and how well you think
    you know it.
     If you feel there are additional strong skills you possess which would make you a more
    qualified candidate, please note any such skills succinctly and rate how strong you think you are at that
    skill on the five point scale.

    B. Understanding the Ratings Scale


    Please rate yourself on a 1-5 point scale as explained below:
    1- You have heard of this technology, concept or financial instrument (FI).
    2 - You have employed this technology/concept/FI in the past and would require a 
               refresher to employ it again.
         3- You possess a basic working knowledge of this technology/concept/FI – sufficient
              for answering some interview questions.
         4- You have employed this technology/concept/FI during your recent work experience
              and have a solid working knowledge of the technology/concept/FI.
         5- You are an authority in this technology/concept/FI.

    C.  Business & Tech Collaboration - use the 5 point scale and provide your self-assessed proficiency

    Leading Revolutionary Change/Improvement _______


    Creating a Tech / Business Vision & Road Map _______
    Making Build/Buy Decisions/Recommendations _______
    Managing a domain in which you lack a deep understanding _______
    Technology Risk Management _______
    Project / Program Management _______
    Capturing Business Requirements _______
    Managing Technical Requirements _______
    Vendor Management _______
    Overseeing Technical Resources (pls specify avg. team size)  _______
    Technical Staff Augmentation _______

    D. Technology – use the 5 point scale described above and provide your self- assessed proficiency

             Vendor solutions / services


    Real Time Market Data Providers and Associated Third Party Tools
                                                    Bloomberg (BPod / BPipe / Terminal API - pls specify) _______
                                                    Reuters (RDF / RMDS / 3000 Xtra API - pls specify) _______
                                                    Direct exchange feeds (pls specify) _______
    Wombat Papa, Mama, Feed handlers, Worldview (pls specify) _______
    RMDS or other distribution platform (pls specify) _______
    _____________________________
    Other(s) (please specify)-
    FIX engines
                                                    TTConnect _______
                                                    Appia _______
                                                    Cameron _______
    _____________________________
    Other(s) (please specify)-
    Message Bus
                                                    Tibco EMS / Rendezvous (pls specify) _______
                                                    29 West LBM _______
    _____________________________
    Other(s) (please specify)-

             Performance & Quality of Service - Management and Tuning


    Real time market data quality management (pls specify) _______
    General network monitoring (pls specify) _______
    Latency Management (e.g. CorvilNet – pls specify) _______
    General process monitoring (pls specify) _______
    General performance monitoring (pls specify) _______

             “Hands on” Technical skills


    Programming Real time systems _______
                                    Programming Multi-threaded applications _______
    Languages (pls specify) _______
    CEP engines (e.g. Coral8, Streambase, Apama – pls specify) _______
    Execution Mgmt Systems API programming (e.g. FlexTrade pls specify) _______
    Scripting Languages (pls specify) _______
    UNIX / Linux Shell Navigation and Utilities (e.g. grep, sed, awk) _______
    Basic SQL _______
    Advanced SQL (complex joins & sprocs, perf. tuning)  _______
    DBA or System Administrator (pls specify)  _______
    ____________________________
    Other(s) (please specify)

    E.  Business Knowledge - use the 5 point scale and provide your self-assessed proficiency

    Market Data Sourcing Strategies _______


    Order Type / Routing Strategies _______
    Transaction Cost Analysis _______
    Financial instruments (how they work)
    Equities _______ Futures _______
    FX _______ Options _______
                        Credit & Fixed Income (pls specify) _______
    Market MicroStructure and Optimal Execution (pls specify regions/markets)
    Equities _______ Futures _______
    FX _______ Options _______
                        Credit & Fixed Income (pls specify) _______
    Algorithmic / Black-box Execution Strategies (pls specify)  _______
    Derivatives pricing sensitivies (the “greeks”) _______
    Time value of money _______

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