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by zward25
June 23rd, 2011, 2:45 pm
Forum: Book And Research Paper Forum
Topic: Mortgage bible
Replies: 10
Views: 23954

Mortgage bible

<t>Hey guys, looking for a good mortgage reference book with good practitioner/modelling infromation. Is there mortgage book held in equivalent esteem as Hull's book is to derivative pricing?The Handbook of Mortgage-Backed Securities by Fabozzi I've heard is good. Its a pretty thick one and may be m...
by zward25
May 11th, 2011, 11:58 pm
Forum: Careers Forum
Topic: What determines your 'market value' as an employee
Replies: 4
Views: 20442

What determines your 'market value' as an employee

<t>I am currently a mid level quant developer at a smallish risk management software company. I have been there for almost 5 years.. since I graduated school (MFE), have my CQF, FRM, working on CFA. Do you guys think that one loses value as an employee if they stay somewhere too long? I like my job ...
by zward25
July 27th, 2010, 3:24 am
Forum: Careers Forum
Topic: Cost of Living
Replies: 86
Views: 44143

Cost of Living

<t>Interesting and enjoyable post. You can't look at crime stats to judge how safe a city is; at least not in the sense that it pertains to your 'average' working person. I have never felt unsafe walking basically anywhere in Manhattan (and basically the limited experiences I have in BK and Queens)....
by zward25
May 15th, 2010, 2:24 am
Forum: Careers Forum
Topic: Two Sigma coding interview
Replies: 11
Views: 40923

Two Sigma coding interview

Markst... was it just a few quant algorithm? You say nothing too peculiar? Areas to practice on would be appreciated
by zward25
May 14th, 2010, 3:58 am
Forum: Careers Forum
Topic: Career advice for recent PhD
Replies: 45
Views: 34154

Career advice for recent PhD

Twofish: Do you by chance have a link to practice coding questions that one might find on a hedge fund coding interview? One where they send you questions and you have to send back completed code in a couple hours?Thanks in advance!