Monday, 3 August 2009

My first day as a quant

I woke up this morning to discover that mosquitoes found one of my legs very tasty yesterday - I've got really itchy bites all around my ankle, the only part of skin that was exposed, and two on my leg that mean they must have bitten through my leggings!

I'm spending this week with the quantative developers, or 'quants' as they're called in the business. These are the guys (I don't think they have female quants...) who write all the programmes, spreadsheets and other bits of software for the traders and sales people. Basically, if you need to calculate the risk, volatilty or price of a particular trade or portfolio, you ask a quant and they will come up with an awfully clever way of doing it using a computer.

The three guys who work at RBS Tokyo all come from similar backgrounds to mine - two did engineering degrees and the other has a degree and PhD in physics. It seems to me that many of the scientists who go into finance end up as quants or in research. Quants are the nerds of the financial world, so it makes sense I suppose... The plan for this week is for me to learn some C# programming language and write a programme that will shift data sets around and send them to a pre-programmed Excel spreadsheet. I'm more than happy to get some programming experience as, surprisingly, I don't get taught any coding languages as part of my uni course. I'm hoping that this experience will look good on my application to CERN next year :)

Today was another day of good food. I'm probably going to come home the size of the Buddha at Daibutsu... We went out for lunch at a brilliant Japanese restaurant in my building that specialises in grilled chicken and fish. I opted for the chicken set and was not disappointed:

I got this immaculately presented plate of various grilled and fried bits of chicken, a bowl of rice, pickles, endless cups of tea and a huge bowl of miso that was more like a stew because it had so much extra stuff in it. All in a stunningly decorated restaurant and for £10. Yum yum yum yum... Later on, a colleague came over with ridiculously posh cakes that he had been given by his broker. I couldn't say no to his kind offer and chose this delicious blueberry layered mousse:

For my tea, I got a big bao tze and a giant Thai chicken salad from Daimaru's foodhall. Also on the way home, I stopped at a wee shop that sells bean-paste filled waffle-type-things in the shape of fish.

This is a sweet that is traditionaly from the area of Tokyo that I'm staying in (Nihombashi, I can't remember what the sweet is called though...) and they make them freshly for you.

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