Recent content by Yan He

Alain, actually saw some openning in physical commodity trading firms/compamies---they ask for quantitative/ risk management skills....if the hr/recuiters didn't copy & paste job descriptions from IBs :)

Correct me if I am wrong. If you are planning to move from IT (BA) to quant role in IBs / hedge funds, MFE could be a good pathway------but nothing is guaranteed. Most real quant roles, if not require sold C++ programming skill, might ask for some other programming languages. As a matter of...

Most of the group are hard core PHD's looking through models used in front desks and validate them. Since you are ME background, but basic idea of financial models are math/stat/stochastic...I think the questions are quite basic (also you have no relevant working experience). I do not work in...

Is it Model Review under MRD? As far as I know they are expanding and the intern of summer 2009 from NYU finally got an offer from the group.

It's really strange they MS did provide you which department that would send you for interview. You can send HR email to verify. Very hard to predict what kind of questions will be ask, the best preparation is to know every single bullet point you claimed on your CV. Good luck.

bonus wise, I don't think you should expect too much in Morgan Stanley in market risk ...at least the following one or two years. But the potential to move within firm is the main attraction.

I don't know about Blackrock. Which group gave you the offer in MS: portfolio risk anaysis or model review or research? and your title?

You are holding a relatively simple fixed income portfolio, to calculate your VAR, you can calculate your portfolio Dolar Duration and apply the confidentia leve you want.

Thanks. I was warned about this daily shower & 90 F already.

Well, at least the 14% tax rate and government sponsored housing for married couple are really attractive. The good side stories are all from so-call "expat" friends. I am going to check it out in 3-weeks :)

Indeed interesting article. Especially the two exam questions, remind me the happy old days in junior high. Talked to two or three headhunters in Singapore, they keep presenting me opennings in risk/operation/control kind of roles, telling me that there's redundancy in the supply in quant...

Thanks for the reply. Was suprised this old thread emerged again. It was more than two years ago when I just started my intern with Citigroup. Yes, I had the procedures coded for external data imported to & from Access databased.

The #1 DON'T for interview------lie. I don't agree this is "creativity". It's cheating and no matter how smart this guy is, lacking of integrity would eventually terminate his financial career. Has nothing to do with market condition.

The gang got together in Globe last night....but that doesn't really count.

Thanks a lot Andy. :)