You will need to be the kind of person who loves to solve problems · Octavio Baraldo Queijeiro
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- Опубліковано 30 тра 2024
- EP 001 QuantPy Insights Podcast | Octavio Baraldo Queijeiro
Octavio began his journey in quantitative finance after completing a mathematically-oriented economics undergraduate program in Argentina. Intrigued by the rapidly evolving landscape and machine learning developments he witnessed in China, his curiosity steered him toward the field of quantitative finance.
Armed with this newfound motivation, Octavio relocated to Spain to pursue a master's degree in quantitative finance. Post-graduation, he entered the consulting industry as a derivatives and market risk analyst. Since then, Octavio has advanced his career by working in various capacities within quantitative finance, initially in front office quantitative pricing and valuation in the consulting industry, and subsequently transitioning to the banking sector. He now focuses on credit and counterparty risk, specifically on refining and developing models and methodology, at Santander Bank.
In this podcast, Octavio outlines his journey and shares valuable insights on the tools and skills that can help aspiring quantitative analysts or young professionals progress in the field of quant finance.
Comment from Octavio after Interview:
*Opinions are my own and not the views of my employer*
Octavio's Book Recommendations:
Math:
- Introduction to probability, Bertsekas
- Mathematical Statistics, Knight
- Linear Algebra Done Right, Sheldon Axler
- Calculus Vol I, II, Spivak
Quant Finance:
- Stochastic Calculus for Finance I and II: Shreve
- Quantitative Finance, Willmot
- Options, futures and other derivatives, C. Hull
- Interest Rate Models, Brigo and Mercurio
- XVA Credit Funding and Capital Valuation Adjustments, Green
Timeline:
00:00 Background and Career Journey
06:18 Key Concepts in Quantitative Finance
13:22 Challenges of Working in Risk Department
16:51 Opportunities for the Banking Industry
21:45 The Importance of Problem Solving
26:05 Advice for Aspiring Quantitative Analysts
30:32 How to Progress in your Career as a Quant
36:30 Creating Long-lasting Value in your Quant Role
42:50 Closing Thoughts and Recommendations
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Wow! 5K views in 11 days in a video about Quant experience😂. You are able to make impossible things, look easy. Congratulations @QuantPy for this fantastic channel and for give us the opportunity to be part of your community! Keep doing it!
Thanks for sharing your experience with the quant community Octavio! It was great to hear your advice for young aspiring quants.
Please keep having podcasts like that! A tremendous content that will help one better understand whether he/she wants to enter the field.
finally some content worth watching ... what a masterpiece ... a conversation between two smart people
Respect from Albania gentlemens
Career advice is sound: develop a fluency/mastery of the tools you work with, and the theoretical and technical knowledge will accumulate as you go.
My own personal advice: always choose a chance to work on a project over an alternative. The fact that I always have chosen to go for opportunities to have to work, to have to develop, it has meant I have learned so much more, than waiting to be handed work. If you actively go for it, take initiative, you retain control over the situation and what you learn.
Put another way: don’t try to learn anything in the abstract - always choose an opportunity to learn ‘in context’ with a real goal/output you want to achieve that requires you to have the knowledge you wanted in the first place.
The fly is following Brownian Motion !
Was positioned in the video as underlying metaphor ...
Please Sir, can I have some more 😅. This was awesome. As an aspiring quant, completing my Masters in Applied Econometrics at UQ. This is perfect. 👏🏾👏🏾
He seems like a cool dude: that type that you wanna hang out with after the job is finished.
Jonathan, can you put the books he mentioned in the description, please?
in the description now - thanks for the reminder
Very epic episode, pretty cool to see an aussie channel about this.
underrated channel, please keep the content coming
Great info. Was hoping to hear abt industry thoughts on certifications such as cfa, esp if you have come from a mathematical background.
Great content, keep it up.
Really really good and informative interview. Thank you guys 🙏
You should submit your podcast to listen notes, I think that’s how it gets syndicated to apple podcasts and other major providers of podcast platform
I love economics but I dont like maths. If that makes sense. I love solving problems and analysing stuff but Maths is hard for me.
Hello! Is there any way to get in touch with Octavio? I live in Spain and I am considering starting a Quant Finance Master's Degree next year. I wondered about the university he attended to. Thank you in advance 😊
La misma pregunta tengo yo, tienes uno privado en Madrid y otro público combinado entre tres universidades, EH-UPV-CLM, keep us posted with your findings. Amazing world very little known in our country. Ask him his background, people from UBA have a very high standards of education
@@junal27 siii, justo ese es el que tengo mirado (el interuniversitario).
@@angelgarciamath siempre me he inclinado por la educación pública que tenemos, si yo pudiera no lo pensaba ni dos veces. Tiene los cons de nuestro sistema educativo pero es un estudio regulado y oficial, las tres son excelentes universidades. ánimo y disfruta. Yo no puedo.
Un consejo, idiomas es fundamental
Why a lot of quants are non native American?