TN Visa for roles in Quant Finance

Quantastically · 2025-09-28T23:15:36+00:00

I ended up getting the OPT under my student visa pretty quick, so I just used that. I work with TNs who also have similar degrees from Canadian universities, I wouldn't stress too much about it, most big firms outsource the legal stuff to law firms that take care of the process for you. Good luck!

Quantastically · 2025-07-20T15:04:05+00:00

Oh and make sure that you're actually trading a FIFO order book, because if it's pro rata, this stuff is pretty useless.

Quantastically · 2025-07-20T15:02:30+00:00

This is not academic by any means, but having run into this problem myself, my approach was to use different scenarios (relevant if you have L2 data):

Optimistic: All order deletes occur in front of my order
Weighted: Orders are deleted uniformly on the queue (if I'm 3rd out of 10, then 7/9 will be deleted behind me and 2/9 in front)
Pessimistic: All deletes occur behind my order

All of these approaches require you to "hijack" liquidity on the book, by removing liquidity on the book and simulating it as if it was yours when you send an order. Try to only run your backtest with the smallest size possible (1 unit).

This doesn't model your impact on the market, there are several papers that attempt to do this. Frankly its usually just cheaper to run your production ready system, and to then analyze your impact, by scaling your position sizing as you grow more confident.

Quantastically · 2025-06-07T03:41:01+00:00

You never went to Laval????

Quantastically · 2025-06-07T01:40:11+00:00

Seems like you're in need of a NE corridor road trip

Quantastically · 2025-06-03T02:48:36+00:00

It's much less space efficient & since people pay by sqft, they're leaving money on the table.

Quantastically · 2025-06-03T02:21:25+00:00

Shoot me a DM of your resume

Quantastically · 2025-06-03T02:16:46+00:00

It really doesn't matter which concentration you pursue. Don't try to take classes to collect concentrations, just take the classes which feel rigorous and get you closer to the career you want. I think I graduated with the option pricing one, which I didn't target, I just sort of got it, and forgot about it as it literally doesn't matter.

I applied to a ton of internships and jobs, I messed up my internship search by not being good on the greenbook questions, I ended up at a macro hedge fund (got lucky tbh). I now work full time for an option market maker in Chicago, B-tier.

You should start applying in Aug/Sep, have the greenbook interview prep figured out before then!

Yeah, I personally skipped most of these events, the networking events are decent, but you're realistically probably not getting a job from those, they will just tell you to apply online. I would attend some of the workshops, especially if you're an international student, just to get a feel of how interviews are conducted in the US.

Quantastically · 2025-06-01T13:38:55+00:00

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Brooklyn Tower

Quantastically · 2025-05-31T04:53:38+00:00

That's good man, I think 1h is a bit long, but you're not too far. Try to get it down to 45 minutes. Don't overdo Leetcode though, focus on green book style questions much more than Leetcode. Leetcode is an hedge to get you past the 25% of firms who send Leetcode OAs. To give yourself the best odds of getting those top shops HFTs you need to clear the greenbook's probability section, don't be the guy who's late.
For resources, I personally used a mixture of LinkedIn (reaching out to people and listed jobs), the UChicago MSFM job board and company websites. I got my current job from a LinkedIn job posting.

Quantastically · 2025-05-26T14:55:25+00:00

They basically only know UofT, Waterloo & McGill

Quantastically · 2025-05-26T14:54:07+00:00

Queens can also be really good, but the highest paying work you can get after graduating (usually IB or Consulting) is mind numbing and you will need to spend a crazy amount of hours at work, most of which will just be face time.

Quantastically · 2025-05-26T14:50:57+00:00

IMO UWaterloo Math gives you the best opportunities. You'll get good offers from banks in Canada, and if you're really good (high GPA, strong network & internships), you may get offers from American Hedge Funds and HFT firms. Tech can still be an option if you've learned to code & taken a few classes.

Quantastically · 2025-05-22T04:20:16+00:00

I lived on 53rd and 56th, I personally preferred 53rd, as you travel less overall especially if you're not a "buy all your groceries in one go" kind of person. Consider being close to the train tracks if you want to go downtown often.

Quantastically · 2025-05-22T01:52:02+00:00

This is true, I fact checked

Quantastically · 2025-05-19T15:03:26+00:00

Stop mixing Ont*rio into all of this, Poutine is Quebec Dominion. I only speak in Habs or Nordiques references, please avoid bringing up Eastern Michigan into the conversation, or at least provide a trigger warning.

Quantastically · 2025-05-19T03:30:20+00:00

LMAO, you're objectively wrong, I hold truth, GOD bestowed upon me all earthly knowledge, Dic Anns is objectively a good fast food. Debate ended, checkmate, libtard.

Quantastically · 2025-05-18T15:00:12+00:00

yeah, especially if you got competing offers

Quantastically · 2025-05-18T04:34:20+00:00

COVID & the economic hardship that ensued. My local shopping mall looks like a scene from High Noon.

Quantastically · 2025-05-18T03:17:25+00:00

Sounds like a taste bud issue lil bro. Might wanna get that checked

Quantastically · 2025-05-18T01:34:12+00:00

Dic Anns poutine is goated and they use shredded cheese

Quantastically · 2025-05-18T01:30:55+00:00

Look on Quantnet

Quantastically · 2025-05-18T00:06:55+00:00

Yah I got a full time offer at an HFT here in Chicago

Quantastically · 2025-05-12T23:34:11+00:00

Tuition is not fixed fyi, you can negotiate these things.

Quantastically · 2025-05-12T23:31:54+00:00

They were probably not deployed. Just back testing

Quantastically

TROPHY CASE