Recent content by vkaul

How is this subsidiary yield book which is a part of citi group. What will be the potential for growth in this place money wise. As andy said, finance makes money only in front office so how does this firm fit?

I believe this is a C++ test. Did you give this test or you still have time to send it back to them? Anyway for question 3) a) b) and c) may need recompilation but no 4) should not need recompilation. Recompilation for a) is required only if the constructor is overloading an old one with...

Thanks for your responses. I am interviewing with Morgan Stanley also(second round). I guess you pointed out the chance of getting the final job offer is slim and to make zillion dollars is even slimmer. Right?

I have two weeks to decide on an offer in a non-financial company that is offering close to six figure in St Louis. I have some interviewed lined up with some small financial companies like Interactive Brokers etc but no offer in hand from finance industry. Is it good to take the offer that I...

I just wanted to know how to solve the problem of calculating the probability of a Brownian motion hitting point a that is positive before point b that is negative. Can we solve it using a random walk itself or there is a better way?

How are the QTR group recruiters? I heard very bad things about them.

Are these programming expectation for all quant jobs in wall street? It is very CS oriented,right?

I wanted to see where each of these methods are used and where they crisscross. For example, I heard that derivative pricing does not concern itself with future prediction like time series does, but perhaps it can use volatility information from GARCH models. Is it true that the field of...

They are a relatively stable firm with a great culture.

I have no contact with anyone in JP Morgan. I want to interview with the firm, but I found no headhunter who works with them. Anybody knows someone with contacts in JP Morgan?

how to spot the bad headhunters How exactly do I spot the bad headhunter? Is it a bad practice to send resumes to too many HHs and if these HHs send your resume to a firm without permission, will the firm never call you because of it?

No my friend has a job but then you need to secure your stay here in US. For that you require green card. So I was asking whether EB1 category filing is possible for quants.

Does anybody in finance file for EB1 category greencard, especially someone with non-Finance PhDs? I was asking for my friend as EB2 waiting time is too much for indians and chinese. Looks like it is impossible to file under EB1 category once you become a quant. Any suggestions?

Are AIC,BIC model selection criterion used in finance too?

IS Statistical Design of Experiments covering full and fractional factoral designs at two and three levels, orthogonal arrays, response surface methodology, robust parameter design for production/process improvements of any use in quantitative finance? Is it worth investing time learning these...