Validation and Processing
Once a trade is booked into the trading platform, it is monitored and processed on a daily basis. Here is a short summary of such activities.
Corporate Life, Quantitative Finance, Books
Creative
At times I get a little more creating and translate a story, review a book, share my thoughts on a quote, or write something on the fictional side. Here they are…
Books, Corporate Life, Quantitative Finance
Trade Inception
On the activities around product conceptualization and trade inception.
Books, Corporate Life, Quantitative Finance
Life of a Trade
In this second series on the inner workings of an investment bank, we look at trade lifecycle.
Books, Corporate Life, Quantitative Finance
Summary – Structure of a Bank
Summary of the section on the structure of a bank, as we prepare to move on the next sections on trade lifecycle and perspectives.
Books, Corporate Life, Quantitative Finance
Back Office, Finance et al
Short description of the functions of Back Office, Finance etc.
Uncategorized, Books, Corporate Life, Quantitative Finance
Rates and Valuation
Other important functions of Middle Office, although far removed from quantitative development.
Books, Corporate Life, Quantitative Finance
Market Risk Management and Analytics
Market Risk Management Analytics is where I started my banking career. It may be a good place for quantitative professionals to start. Here is a summary of what MRM and Analytics do.
Books, Corporate Life, Quantitative Finance
Credit Risk Management
Risk management is a critical function of Middle Office. Here is a look at Credit Risk Management.
Books, Corporate Life, Quantitative Finance
Middle Office
Moving from the risk taking side (Front Office) to the risk control side (Middle Office), this post gives you a general outline of what this second office does.
Quantitative Finance, Books, Corporate Life
Quantitative Developers
On the vital role of quantitative developers in an investment bank.