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  1. Portfolio Optimization

    Thanks Andy.
  2. Portfolio Optimization

    Hi all, Can anyone share experience or pointers on portfolio optimization tools/softwares especially for institutional asset management? Appreciate your help
  3. Interview Questions at JPMorgan Sales and Trading

    No, I am using the fact: ($\sum\limits_{n=0}^{\infty}x^n=\frac{1}{1-x}$), for ($abs[x]$<1). Also, contrary to the common sense approach, it turns out that 4x payment is a better answer (see attached graph- The x-axis is the interest rate and the y-axis the total payment. And without loss of...
  4. Interview Questions at JPMorgan Sales and Trading

    I agree with Ezra and Andy....each question might be interpreted in your way, they want your thought process not the result. On Question 1: My take is the constant cash flow (mentioned by Ezra): your salary is fixed, say (\$x/year). Instead of receiving it each year you can opt to receive...
  5. Top 10 Overused Buzzwords to Avoid in Resume

    My resume objective line reads: I am a fast-paced problem-solver seeking to establish a track record of innovation through team-playing in a result-oriented environment
  6. 2010 H1B stats- QuantNet sample

    (Preface: In the past of couple of months my efforts to break into a quant role in US has constantly hit the H1B wall (a total of 4 interviewed opportunities, plus a couple of tens of no-response initiatives which can not be determined was due to H1B or my credentials). To have a realistic view...
  7. Need opinions on Quant Finance Teaching Position

    In my former life, I taught in an Engineering certificate course, so I have experienced the joy of teaching to eager souls and the hardship of dealing with unreasonable admin staff.... The "policy" issue may or may not be a true cause...sometimes it only needs a bit of extra work to arrange...
  8. A Day in the Life of a Managing Director Market Risk

    I really appreciate it Ken.
  9. A Day in the Life of a Managing Director Market Risk

    I really wish some one from investment management side of spectrum also contributes (portfolio managers, investment strategists etc)... Also, if there is high enough a demand, I will send you "A day in the life of a job hunter"? ;) well, of course after I found a (or the) job....
  10. Applicant creates 11-page presentation why Citi should hire her

    inspiring story...there are only so many tools at the disposal of a job hunter (resume, cover letter, networking, anything else?), and it is great to see how one can get creative with it... Most IB career resources that I have checked have urged the applicants to resist the temptation of...
  11. British Universities, facing HUGE cuts, plan tuition increase

    I should have been more specific and said the undergrad curriculum...on average undergards from India, China, Iran etc have to pass much more math and stat courses than most undergrads in UK. BTW, I graduated from KCL too :)
  12. British Universities, facing HUGE cuts, plan tuition increase

    The opposite DOES also happen. I know that some supervisors received EPSRC funding to train PhD students (as part of the "research" project), and as EPSRC does not cover overseas students, and most UK+EU students are unwilling to study engineering, they have to allocate the funding to "whatever"...
  13. British Universities, facing HUGE cuts, plan tuition increase

    [not trying to jump into the discussion of socialism vs free market approach to higher education (and the discussion on pensions) ;)] I just wanted to point that the UK's coalition government's action has pros and cons which only time will tell was advantageous to UK or not: UK...
  14. Best browser out there

    Chrome....FF is my next best choice...
  15. UK imposes new permanent immigration quota

    I agree with your comments regarding the role of "culture" in day-to-day life of immigrants in Europe vs US. My argument here is that decisions regarding worker immigration is not based on rational economic analysis but rather on opportunistic political motivations...
  16. UK imposes new permanent immigration quota

    Unfortunately migrants are easy political targets: I am not sure if there has been any reliable measurement of (positive or negative) contributions that migrants have had to any given country, but nevertheless in tough economic times they become scapegoats. This is not just limited to US or UK...
  17. Questions for Robert Almgren's interview

    1- What is the best transition strategy for a quantitative PhD (say EE) into quant finance? Do you prefer to hire candidates with MFE background over non-MFE candidates for a quant role? 2- Do you have any advice for long-distance networking? Not every quant enthusiast lives in NYC or London.
  18. What you say and do online DOES matter

    Google, as you probably know, does not provide real-time updates as their search algorithm is based on number of hits/links to a given search term. So, if you have a webpage at one Uni/firm etc for a while and move to a new position, it is very likely that for a considerable while your Google...
  19. How Goldman Sachs Make (Unmake) Partners

    Well, I am not sure if this "anonymous" GS insider has shed any further light on the process, rather this seems a PR stunt to attract/keep people to the firm after so much negative publicity... besides, in this day and age of transparency, wouldn't it be more exciting to hear GS has developed an...
  20. Suggestion: dedicate resources for non-MFE quants/quant-enthusiasts

    Hi Andy, all, I have followed QuantNet for some time and enjoyed/learned from many articles and forum posts. When I was reading your last two interviews (with Dominic and Wall Street hiring managers), I wished if a few explicit questions regrading the fate of non-MFE background...
  21. Quant opportunities in Canada

    Very interesting proposition, specially the Waterloo MS seems an excellent value for money ... But this means 2 more years of being student. I really want to jump start a career, and on the job training seems another good option to me..but the problem is how to get the job in the first place...
  22. Quant opportunities in Canada

    Hi all, I am seeking quant opportunities in Canada, I know it is a much smaller market than US but for personal/professional reasons this is my choice. I have an Engineering PhD background (Telecom), and I am currently a Post-Doc (less than 2 years). I have familiarized myself with IB...
  23. RBC Capital Market Graduate Program

    Thanks AlexandreB for info. It is a shame I didn't make it....
  24. RBC Capital Market Graduate Program

    Has anyone received interview offers from RBCCM, Canada graduate program for 2011 intake? I applied back in Sept. but didn't hear back from them so far :-(
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