wall street quant - self-assessment

8/8/2019 Wall Street Quant - Self-Assessment

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Wall Street Quant-Trader Self-Assessment - The Text Belowis Valuable: This is the Best & Most Concise List of TradingTech Skills I've SeenKnowledge should be freely available in order to allow people to make the most of themselves, givingthem the opportunity to learn what they need to learn to get where they want to go and to make acontribution to society.

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

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 familiarizeoneself with to improve their marketability.

I am above keeping such information to myself to improve my chances of realizing my ambition byhampering 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 ASSESSMENTWhen you finish, please return this document and name it as follows: Lastname-firstname.doc

A. Purpose of this Self Assessment:y We want to understand what you know. People often list concepts and technologies on theirresumes which they are not prepared to discuss in-depth during an interview. This self assessment helpsus understand the skills you feel most confident in so we can know up-front what you would beprepared to discuss in an interview.

y This self assessment lists many skills. We certainly dont expect you to have experience with allor even most items on this form. We just want to understand what you know and how well you thinkyou know it.

y 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 thatskill on the five point scale.

B. Understanding the Ratings ScalePlease 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.


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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

y Vendor solutions / servicesReal 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 enginesTTConnect _______

Appia _______Cameron _______


Message BusTibco EMS / Rendezvous (pls specify) _______29 West LBM _______


y Performance & Quality of Service - Management and TuningReal 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) _______

y Hands on Technical skillsProgramming Real time systems _______

Programming Multi-threaded applications _______Languages (pls specify) _______


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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 _______

wall street quant - self-assessment

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