Thanks for the SOVR screen. Very interesting. Any idea how you come up with CDS level though for the US, and what are the contract details?

on what asset? in eq, you could short the vix. in rates, you could sell a vol forward.

I don't believe there is a ticker for soveriegn cds. i could very easily be mistaken though.

<t>I've heard of CDS trading on US Govt Issued debt at around 70bp currently. Can anyone shed some light on the trade details and the actual theoretical valuation for how one would come up with this spread? Is the premium paid in euro? This should be especially interesting given that the 30Y US swap...

<t>I've heard of CDS trading on US Govt Issued debt at around 70bp currently. Can anyone shed some light on the trade details and the actual theoretical valuation for how one would come up with this spread? Is the premium paid in euro? This should be especially interesting given that the 30Y US swap...

who are you interviewing with? what group?

Did anyone notice that Risk magazine awarded SocGen equity derivatives house of the year. Timing is impeccable:http://www.risk.co.uk/public/showPage.html?page=685494

does anyone know any headhunters for PIMCO? more specifically, can I give a headhunter a person's name work at a firm and ask the headhunterto get in touch with them? are there recruiters that would do this?

<t>ok, here's my two cents...i interviewed with them 3+ years ago. they invited 16+ people on a single day and administered a written exam...all kinds of math/stats/programming. that was the first part of the day. they picked 2-3 out of the 16. us unlucky 2-3 got to meet a bunch of people in their g...

Ok, I pm'ed you.

do you mind if i pm you to discuss further?

depends on how the "upside" is structured and what your role is.

so how did it go with BGI?

to clarify, i meant the MCM in san francisco.

Does anyone have any experience with MCM? What is the fixed income trading & investment operation like? Thanks.