EP 001 QuantPy Insights Podcast | Octavio Baraldo Queijeiro

Octavio began his journey in quantitative finance after completing a mathematicallyoriented 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. Postgraduation, 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 Longlasting Value in your Quant Role
42:50 Closing Thoughts and Recommendations

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