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Just overheard the hiring manager stepped out of his office and told us that, he got over 500 resumes so far after we posted the openning for 2-years analyst/associate program in Market Risk Dept. He said, "guess how many resumes from CMU? "------- ~200! Just curious, how many graduate...

The reporting team in Market Risk is in need of an Analyst---New York. Due to restriction for the TARP receipients, we can only take those do not need sponsor (sorry). Send me your resume ASAP..... Would refer Baruch MFE alum / students first. Yan.He@morganstanley.com

(Interesting article from FT, just in case you don't have access, I post it here) Do not destroy the essential catalyst of risk By Lloyd Blankfein Published: February 8 2009 16:53 | Last updated: February 8 2009 16:53 Since the spring, and most acutely this autumn, a global contagion of...

DOW started with around 500 point down around opening bell. Another ugly Friday. :-ss

DOW down 729 point and is 9,595,81 right now! Another historical day of the Street?! Are we bailed out or just sink more?:wall

http://bloomberg.com/apps/news?pid=20601087&sid=avXkDayu9Geg&refer=home I understand that this approval will give GS and MS access to Fed loan like other banks, but still not sure how it would affect other aspects of the business: like the ratio of risk adjusted capital...ect. ??

Is there any course now cover this topic? We are shifting from Sinlge Period Gaussian Jump to Default Model to Multiple Period Model now. I remember Greg talked a little bit about it two year ago in our Risk Mangement class. Wonder any there course would cover in more detail. Or anyone has any...

Copied this from Bloomberg. Just wonder what can I do if I am jobless :) Takeout restaurant is by no way to be a choice----too many cheap Chinese rest. around every corner of the city. :(:D _________________________________________ Wall Street's Jobless Try Cupcakes, Cheap Haircuts, Maybe...

Does anyone has any information about this Credit Valuation Adjustment ? It should be a new risk factor added in the calculation of credit charge for FI. -Simplified Formulas CVA=-Average Discounted Exposure * spread * Tenor CVA=-Average Discounted Exposure * expected Loss Do you hear...

Does anyone has the VBA code for delete or cear the Clipboad after copy/paste. I tried the Application.CutCopyMode = False Doesn't work for me :( I googled...couldn't find :sos: Thanks,

Citigroup Shuts Down Old Lane, Co-Founded By Pandit By Joyce Moullakis and Josh Fineman June 12 (Bloomberg) -- Citigroup Inc. Chief Executive Officer Vikram Pandit plans to shut down Old Lane Partners, the hedge-fund group he co-founded and sold to the bank last year for more than $800...

Does anyone know how can I classified tranche type: AD (accretion directed), SEG (sequantial pay), and EXCH (exchangeable) ---- they are descriptions from Bloomberg. Can I put them under type "Companion"? :wall:wall:wall

Hello, I've tried to find some more detailed information about CMO tranche structures. Can anyone recommend any paper or book that have introduction to the tranche structure of CMO: say, (1) what makes a companion tranch in CMO? Can I say a SUSS Companion tranch, because it surbodinate to...

:prayer: Does anyone have any idea how to prevent a list of CUSIP converted automatically into scentific format? Say, I have a list of 9-digit CUSIP in the form of 123456ab7, after input into Access database as key and pulled out other market information, the CUSIPs are converted into scentific...

Does anyone know what kind of file that ends with .cd is? Rating agency (Fitch) sends data in form of .cd daily, I am trying to link table in Access...but somehow couldn't figure out what kind of file it is. Thanks a lot.:sos::sos:

Anyone has description / introduction about Secured Liquidity Note? Is it CMO or just non-pass-through MBS? Thanks a lot.:)

Hi, just screwed a phone interview (I think :)) for a quant position. Anyway, just want to share with you guys...for fun ;) .... (1) What is Ito's Lemma? What is d(LnS(t)) ? ---sounds familiar, eh ? so, work harder in Stochastic calculus, ladies and gentlemen :) (happend to look at the...

In case anyone interested in. You can go to Bloomberg terminal to register.:) ********************************************************* When 2/28/08 3:00 PM - 6:00 PM Where BLOOMBERG 731 LEXINGTON AVENUE NEW YORK NY 10022...

MARKET SNAPSHOT: U.S. Stocks Drop; Dow Closes Below 13,000 Level November 19, 2007: 04:21 PM EST U.S. stocks accelerated their losses Monday to trade at three-month lows with investors disheartened by Goldman Sachs' downgrade of Citigroup Inc. and the broker's projection of more...

Sorry guys for so many questions. Did anyone ever hear about PV 10% for Fixed Income portfolio? We have PV01, DV01 and CS01....but how come I never heard about this concept while being asked to provide this data by some Capital Management firm. #-o

Is it possible VaR of a single name swap can increase total VaR in a portfolio. I don't quite sure where the risk comes from as to a SWAP...:sos:

11/6/2007 New York 4:30 pm- 6:00 pm 731 Lexington Ave, New York, NY Food for Thought: Volatility Trading Speaker: Peter Carr, PHD, Quantitative Finacial Research, Bloomberg LP Eric Rosenfeld, PHD, MIT Alum, Quantitative Alternatives LLC (free event)

Hi, I have a question when trying to get historical data from Bloomberg. (I know, <HELP><HELP>, I can get a real person 24/7. I did, but after about 2 hours' work, the guy in IB tell me to re-install Add-in, Blabal....long story) I tried =BDH("IBM equity", "PX MID", "08/31/2007"...

BSC went up from $117 to $128 when the news came out 10 mins ago... Wonder if any Risk Arb pick it up and the probability of completion. :) *************** Bear Stearns, its shares and reputation beaten down after the collapse of two hedge funds, is in serious talks with several outside...

I am working on setting up a database on Access, since it will involve daily process, I am writing some simple VBA code to do it. I encountered some question when I working on it. 1. When I tried to run the simple code below, I always get an error message "A RunSQL action requires an argument...

Hi, just curious, what is the best model to price Convertibles? Say, if I use Crank Nicolson, how can I deal with the constraints at each time step? Or what's the popular tool as pricer ? :dance::dance:

I have a question when trying to find the continuous function between credit spread and probability. Say, we have about 50 issuers bond and CDO in a portfolio. And I can get the credit spread for each of the issuer. I try to get a continuous function or a curve, if given spread, then I can...

I am trying to import data from couple of spreadsheet and text files. For Excel files, I may just need range or some columns from each of the file...also part of the text file. It's simple to import the whole file, and then save to assigned table. My problem is, the files come from Prime Broker...

I need to sort data (say by decending) in each sub-group in the table. But I couldn't figure out how to do it ...I've try Sort and Top 10 in PivotTable Toolbar, but it turens out that I can only do it manually.:smt100:smt100

Does anyone happend to know is Acess can run real time function or download real-time data directly from Bloomberg ? I am using Excel to do this right now, but seems Excel has limit on the capacity. In thinking about moving the data to Acess...I couldn't figure out how to run all the functions...

My 5-year old dell crashed again today. :cry: Can not find the link Andy posted here for the free download dep c++. :smt100 And we do not have access to the quant LAB (lounge) on weekends ?

There will be a Reuters I seminar held in the trading room from 1:00 pm to 2:15 pm tomorrow (Thursday). As Dan mentioned, they are very helpful for our further project. I will be there tomorrow. They will held another round of Reuter I, II, and III this coming Sat. (need to be confirmed). :)

Hi, guys, this is a summer for water fun and other outdoors. Posting it here to see if anyone interested. [cccssa] Rafting and Paintball at Kittatinny, NY (Saturday, July29th) CCCSSA is organizing a one-day rafting/paintball trip to Kittatinny, upstate of New York. It will take place on the...

A book from some quant reading list: Liar's Poker. funny little book. enjoy guys! http://www.amazon.com/Liars-Poker-Rising-Through-Wreckage/dp/0140143459/ref=sr_1_1?ie=UTF8&qid=1301859987&sr=8-1