I joined Greenland in November 2023 when they were the only firm willing to take me. That did nothing good for my identity or self-esteem. But the office was nice and I got to take Cityflo to and fro, so my routine became impeccable. Wake up, go to the gym, get ready, have breakfast, catch the bus, solve NYT puzzles, read a book, get to work, read pricing theory, implement it in code, do side-quests for the rest of the team, optimize existing code, catch the bus back home, read a book, get home, have dinner, sleep, repeat.
I had no time to think. I was just executing like a robot. I never felt existential or self-reflective. Every part of the day was planned out. I dated on weekends. Robot life was great.
Gold quanto pricing theory is actually beautiful math. I probably spent too much time on it, but building on rigorous mathematical foundations rarely goes to waste. People will apply pressure on you to move faster, but it is worth remembering that they assigned you the problem because they couldn't solve it themselves. That's all the leverage you need.
I also learned how to use Excel. Excel is fine, but once you've done analysis in Python it is hard not to treat spreadsheet-heavy work as a retirement hobby. I worked with Bloomberg too. Same story. Useful tool, old interface, and exactly the kind of thing that feels magical until one good prompt replaces half the workflow.
I also got to work on Chinese index ETFs: lots of data pulling, data cleaning, and corporate-event price adjustments. Most of it should be one-shottable now, but architecting a reliable system is still a fun problem. I don't expect the people at Greenland to be AI-native yet, because it's hard for an elephant codebase to look inward and admit its habits might be obsolete. I'd love to be proved wrong though.
I learned a lot about fair value and EV-based strategy thinking there. First-principles pricing, trading the deviations. Usually works well in priceable things like commodities. Not so much in equities. There you have to be creative to the extent that other people just don't get it, I think.
Anyway, within a month the role conversation turned into a small power game. "Write 10 things you did that created impact and then we'll give you an offer." Imagine that: 22 working days and I was supposed to produce 10 impact points on demand. I had anticipated something like that, so I kept a running log of everything I did that was useful, with human witnesses for each point. I showed up five minutes later with the write-up. My manager stifled his surprise. I grinned. Please don't mess with me.
The place was a parking spot anyway. Who wants to trade commodity spreads all day? Six to twelve percent annualized was too boring to be sustainable. I worked on getting another offer, got one, said I wanted to study further, and quit. They deleted my system before I got the last word in. Egos were bruised. I walked out.