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SmallChess
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There is absolutely bright future being a pricing quant, so don't make it a reason for you not doing a degree in financial engineering.

Being able to buy a relative cheap (still not that cheap, eg: Numerix charges like a million...) solution for quantitative pricing doesn't mean you don't need a quant. This is like saying we don't need a bus driver because we can simply start off the engine and let it go. Pricing quants are needed to use those softwares, someone must be able to interpret the outputs. A pure software engineer wouldn't be able to interpret a volatility surface generated by a software. This is like we need a bus driver who understands how to control a bus.

As far as I know, most of the quants spent most of the time on model validation and make sure they work comply with functional specification. They wouldn't spend all their time on stochastic calculus, they would learn and interact with other stockholders in the business. There is indeed not much opportunity for pricing new derivatives. But we'd still need them for any quantitative task.

Nowadays, most of the actual pricing code is done by external software vendors. But you'd still need a quant to be able to talk to the vendor!

I used to work in a quantitative pricing vendor firm. It wasn't as advanced as you might have thought. We spent most of our pricing efforts in copying formulas from "The Complete Guide To Option Formulas". We actually spent most of our time on consultation, not actual pricing.

SmallChess
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