I told the interviewer I do option trading as a hobby. He did not say anything like u cannot do trading here etc. Even if they prohibit trading I can trade in my friend's account. I hope they are OK with this atleast
Hi guys,
I am a recent MFE graduate. I started as a model validation analyst in big4. I validated so far retail models for an investment bank for ccar submission. Mostly regression models. I recently got a job offer from an invesetment bank as market risk associate. Involves CVA...
Hi Guys,
I want to know the career path for Financial instrument valuation in BIG 4 (mostly pricing energy options , forwards and futures) . I find the role very obvious . The only interesting part is you will know how to read an energy contract and get some information on...
I am a euro guy and wants to invest in a us stock. I want to hedge it through curerncy futures. can you tell me what is teh hedged return and unhedged return ? let us assume S(t-1) is the stock price in dollars at time t-1 . r(t-1) is the dollar-euro spot rate . and f(t-1) is the dollar-euro...
Hi thank you :) the regualtory stuff seems be too many documents . What I meant though was like any book like "Quant interview questions by MArk Joshi " for risk interviews ?? heard on the street has some risk questions but is there any better book specially for risk interview questions .
Hi Guys
Does anybody know a good book for preparing for the risk management interviews ? All the interview books mentioned in the suggested list seem to cover option pricing but not risk management .
You have an equally weighted portfolio composed of 2 managers; one has 20% volatility, the other 30%. They have a 40% correlation. What is the volatility of the portfolio, using standard assumptions? Give one reason why these standard assumptions can be discussed.
Can u please tell me what are...
lol .. i have been doing that all year.. any tips on how to prepare for it ? like wud they ask lot of programming questions and lot of stochastic calculus questions etc . ?
Hi Guys I am having an interview this week with MS starts and modeling team . Can you please tell me what type of questions can I expect and where to prepare from ? This seems to be the interview I could land ..
FYI (reply from Kathy)
Dear Applicant,
We do admissions continuously from now through April. As we have over 1,000 applications, it will take some time to process admissions, and these are not done all at one time, but continuously. I’m sorry but I do not have any further information at this...
Prof rados ( guy who interviewed me) told me they meet once a week and then decide on the outcome and if the director is interested he wud be calling you to take one more round.. that l be more kinda you asking the director questions rather than he asking u ( that's what Prof rados said.. he's...
guys done with my interview... cud answer all calculus questions and linear algebra but din't do well in probability ( forgot the probability densities definitions.. ) I think I screwed it.. :( ( rusty memory)
Hi andy one doubt.. they called me at 12:07 pm NY and I cudn't hear anything from them.. seems to be a bad line.. the interview is supposed to be at 12:30 Pm. they l call again rite?
Hi few doubts..
1) the probability of truth telling is 3/4 not 1/4..
2) taking it as 1/4 and solving the problem... the answer seems to be independent of the dice.. the answer seems to be like forget the dice thing and just say how many times he tells the truth? Just wondering is it a...
Hi I have a different solution. There will be two chances for every point, either it is in the semi circle or it is not in the semi circle. So choose one point. Now the probability that the other 2 points exist in the same semi circle is (2*1*1/2*2*2)=1/4 . But we can chose a point in 3 ways. So...
The admissions process is being changed due to the increase in the number of applications received. We will review all applications after 1 February and make decisions known to applicants as of 15 March. :)
I mailed the admission committe and they gave me the above reply.. :) got to wait one...
thanks :) actually i applied for fall 2011 and deferred my admission. dint get a schol last year . cudn't go because of the high living costs in swiss. seems the course is gud. Dont know abt the placement sats and all...
Hii I am thinking of applying for Baruch.. Can you share ur profile.. so that it l help me to come to a conclusion whether to apply for Baruch or not... :)
Hi can you evaluate my profile?
IIT Roorkee -- Chemical Engineering(actually its Paper Engineering) -- GPA 9.1-class of 2011
working for Broadridge financial Solutions ( since September 2011)
All Maths grades are good (most of them 10/10)
GRE 800 qunat verb 470 :(
National Mathematics Olympiad...
need opinion
hi guys
I am currently in my final year of my engineering at IIT Roorkee, INDIA. I would like to do my MS in Financial Engineering. I have got admission into leeds and univeristy of york. How is the program here like? How are the job placements? All I want to get is a...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.