I told the interviewer I do option trading as a hobby. He did not say anything like u cannot do trading here etc. Even if they prohibit trading I can trade in my friend's account. I hope they are OK with this atleast
Hi guys,
I am a recent MFE graduate. I started as a model validation analyst in big4. I validated so far retail models for an investment bank for ccar submission. Mostly regression models. I recently got a job offer from an invesetment bank as market risk associate. Involves CVA...
Hi Guys,
I want to know the career path for Financial instrument valuation in BIG 4 (mostly pricing energy options , forwards and futures) . I find the role very obvious . The only interesting part is you will know how to read an energy contract and get some information on...
I am a euro guy and wants to invest in a us stock. I want to hedge it through curerncy futures. can you tell me what is teh hedged return and unhedged return ? let us assume S(t-1) is the stock price in dollars at time t-1 . r(t-1) is the dollar-euro spot rate . and f(t-1) is the dollar-euro...
Hi thank you :) the regualtory stuff seems be too many documents . What I meant though was like any book like "Quant interview questions by MArk Joshi " for risk interviews ?? heard on the street has some risk questions but is there any better book specially for risk interview questions .
Hi Guys
Does anybody know a good book for preparing for the risk management interviews ? All the interview books mentioned in the suggested list seem to cover option pricing but not risk management .
You have an equally weighted portfolio composed of 2 managers; one has 20% volatility, the other 30%. They have a 40% correlation. What is the volatility of the portfolio, using standard assumptions? Give one reason why these standard assumptions can be discussed.
Can u please tell me what are...
lol .. i have been doing that all year.. any tips on how to prepare for it ? like wud they ask lot of programming questions and lot of stochastic calculus questions etc . ?
Hi Guys I am having an interview this week with MS starts and modeling team . Can you please tell me what type of questions can I expect and where to prepare from ? This seems to be the interview I could land ..
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