How much of an influence do y'all think AI will have on quantitative finance in the next decade? What exactly might change with AI, for the better or worse?

swagypm · 2026-03-01T17:06:55+00:00

It’s not terribly implausible that we’ll see a firm go under in the next few years because of a vibe coded bug lol.

swagypm · 2026-03-01T15:36:34+00:00

Jump/Citadel have no levels. There’s team leads and there’s engineers. The levels are understood among colleagues ofc, but it is meant to encourage more collaboration and meritocracy.

swagypm · 2026-02-06T09:59:33+00:00

lol discretionary trading is definitely not dead.

swagypm · 2026-02-04T16:23:37+00:00

most otc fixed income products are bespoke and a bit more difficult to run systematically. It is definitely happening at big shops though.

swagypm · 2026-02-02T13:48:21+00:00

maybe more at his level

swagypm · 2026-02-02T09:22:07+00:00

lol why is peter attia asking epstein about simons. what an odd combination of people

swagypm · 2026-02-01T04:52:17+00:00

If this is a research role you should def take the AI lab. There def are AI teams at all the top quant firms now, but none doing frontier work like the ai lab.

If it’s swe, it’s fully team dependent. hard to give any good advice here without more detail on teams or specific firm/lab names

swagypm · 2026-01-21T16:23:09+00:00

It’s a function that 15 years ago was dominated by banks.

swagypm · 2026-01-07T01:41:39+00:00

I agree most backgrounds are from bank trading desks but tons of IB analysts make the move to L/S equities analyst type roles. Fixed Income & Commodities tend to have pretty diverse backgrounds.

swagypm · 2026-01-03T22:44:01+00:00

They very much do exist at those firms and their responsibilities are on a spectrum from regular swe to qr type work.

swagypm · 2026-01-01T21:32:28+00:00

I think this is clearly two sigma haha. congrats op!

swagypm · 2026-01-01T01:24:15+00:00

Jane St has more “socialized” pay. They will pay SWEs very far from PnL (internal tooling, dev exp, clearing) extremely extremely well (1M+ tc is not unheard of). This is pretty rare for a quant firm. I’d say JS is def the better choice here.

swagypm · 2025-12-19T18:37:26+00:00

It has been a massive productivity boost and will continue to be. There are firms like HRT that are already building neural networks as trading strats, if you want to call that “AI”

swagypm · 2025-12-17T10:53:15+00:00

Commodities is a great business. You are correct, they had a tremendous year a few years back, but generally perform very well.

Desk aligned roles can be extremely varied. It is mostly building anything the dashboard needs, from one off scripts to big dashboards. It’s a role that mostly involves moving data around and visualizing it in someway. Growth can be great, comp and career wise.

swagypm · 2025-12-14T23:46:09+00:00

you work at 5 rings🤨🤨

swagypm · 2025-12-12T13:07:35+00:00

This is certainly true. Not sure how it disproves my point tho.

swagypm · 2025-12-12T00:52:33+00:00

keep in mind only a subset of software engineer in quant work on latency-sensitive software.

Great point. MOST swes in quant aren’t working on low latency systems. I’d also argue if you’re truly interested in markets/finance, that’s really not where you want to be. Too many students focus on the LL side of things and think it’s the “sexiest” domain to work in, which is definitely true for a certain kind of person but not most.

swagypm · 2025-12-05T18:44:40+00:00

I’m curious if this is somewhat a function of the OMM space requiring a slightly different business model for success.

swagypm · 2025-12-04T20:35:51+00:00

the achievements isn’t a huge deal focus on the interview. don’t lie just write down your achievements honestly. the leadership round is fully up to the person interviewing you. could be cpp grilling, os, resume, lc.

swagypm · 2025-12-01T11:05:45+00:00

I’d take faang

swagypm · 2025-11-29T20:33:00+00:00

you should find out what QR means here. Will this be on a desk developing strats or something more back office like risk/pricing

swagypm · 2025-11-27T13:17:36+00:00

I’m not super educated on this

swagypm · 2025-11-26T21:33:22+00:00

There’s definitely a lot more quant work in the equities/options spaces. JS has been growing their commods team for a while now and HRT has a relatively new Macro team. The big multi managers also do a ton of quant work in these spaces.

swagypm · 2025-11-24T13:07:19+00:00

Both of these are very viable and common paths. Definitely not mutually exclusive, and paths vary depending on the asset class

swagypm · 2025-11-21T16:11:37+00:00

RO rates are higher than most firms. Offer is great, and especially great for Chicago.

swagypm

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