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Yes. It's correct description about "market risk department" in bank.

which kind of firm are you working for ? This situation is possible. In fact, in business world, unless you are in quantitative research department or quantitative risk management, academia materials/theory isn't so important on daily work.........

peter, I can agree with this statement. I entered in financial engineering field over 7 years in my country, Taiwan. The traditional "Quant" is less and less, especially on synthetic production with credit. Only link with Interest rate or FX and few equity are still exist. In contrast, data...

Dear Ken, thanks for your guide.

Hi all, I'm doing risk modeling for Life Insurance Corp. Now, I want to build Credit risk system. Before system build, I need to prepare data source. Many credit curve from Reuters, bloomberg, or third-party provider have miss some data in time stamp. In practice, how to deal with this problem...

Hi Urszula, Just saw your message about R. I begin to being R user for finance. So, just want to exchange some idea or discuss R for work. This is my email : joshchien@yahoo.com .

Basically, it should be in middle office. Many opening are about risk management.

Hi DominConnor, I always like reading your any comments about FE anything..... So great and helpful ~~~~

I just did want to go NYC to study when I decided to study abroad. Poly is one choice. Frankly, poly didn't offer much staff in programming and mathematics course, like stochastic calculus and martingale theory.... Poly just gave me conceptual theory in Financial engineering field. After, I did...

Hello Andy, I did study FE Program in Polytechnic University from 2005 to 2006. Now, I have come back to work in my homeland, Taiwan. But, I still am waiting for a chance to get a job in NYC if possible.............. ps.I'm NYGiant fans ,too when I was in NYC to watch NFL in TV. I miss NYC'...

Hello all, I'm happy to see this website about QF. And, I wish to learn something more from here. It's so great and cool QF community , guys...... Introduce myself here. I graduated from financial engineering master program. Now, I'm working for a securities co and especially for trading desk...