People can understand the salary level from the experience level on your CV.

<t>Does anyone have a view on monitoring credit risk using the lattice method? This method has been used for CVA/ hedging purposes by a certain number of banks but not for regulatory/ monitoring purposes. Is the method more accurate and computationally efficient than the traditional MC simulation ap...

<t>QuoteOriginally posted by: zebboSorrry- i am interested in structuring and tradingI already interviewed and found the people very clever and I liked the fact that they were "understaffed". Those people have a lot of experience, so i guess i can learn a lot but i would be one of the few juniors th...

How much would an FI structurer trader with 2 yr experiencemake annually? What if he also had 7 yr prior experience in software development within an IB?

Thanks Kyriako.

Rez,can you give us some details on the papers you used that favorswap rates over treasury bill yields for example?ThanksG

<t>I am in the process of modelling developed and emerging market Credit Spreads.I know that JP Morgan and Morgan Stanley provide Spread Indices on eurobonds.Anyone who has used them and can give us feedback? Also are there and data vendorsquoting Emarging Market Credit Spread Indices?ThanksGPS I me...

You need to understand the models derived by quants and use themfor dynamic hedging over the life of the trade as well as P&L calculationsof the structure. You wouldn't need a PhD but a Master in Maths or Scienceis necessary

QuoteOriginally posted by: WiennerA quant manager could range from a VP to an MD. you got to be a little more specific.VP

Does anyone know what is the range of salary / bonus for quant managers?

Hi all,Does anyone know how Sovereign Credit Rating is extracted. How reliable is to use Sovereign Credit Ratingto reflect the credit risk associated with a company in an Emerging Market country? How could we categorizeEM countries with respect to their credit rating?Thanks

In order to calculate default probabilities in the context of CDO/ CDS pricingmodel there is a choice to either simulate the hazard rates or the credit spreads.If anyone has simulated either of those variables could he highlight pros and cons?

Is there any alternative process as opposed to lognormal that coulddescribe better FX deals? Under an FX deal we sell one currency and buy another at the same time. How does the total MtM of the deal evaluate with time?Thanks,G

Has anyone used before BGM as opposed to short term IR models for Risk Managementpurposes ? It is easier to callibrate vols since the stochastic variables are observable in the market,when it comes to correlations is a different story.