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by StephenLi
January 2nd, 2009, 9:24 am
Forum: Careers Forum
Topic: have rents come down in Central London?
Replies: 1
Views: 44904

have rents come down in Central London?

10-20% would be a realistic possibility.
by StephenLi
March 13th, 2008, 1:56 pm
Forum: Careers Forum
Topic: Ranking the bank : Share your view own view
Replies: 17
Views: 61614

Ranking the bank : Share your view own view

<t>QuoteOriginally posted by: HinstingsThere is a list compiled by VAULT every year. From their 2008 ranking of the most prestigious banks, excluding hedge funds and commercial banks, here is a list that I think makes a lot of sense. Of course, it also depends on the market sector such as equity, or...
by StephenLi
February 20th, 2008, 9:38 pm
Forum: Careers Forum
Topic: Suggestions on the choice of two offers
Replies: 32
Views: 100854

Suggestions on the choice of two offers

<t>QuoteOriginally posted by: veeruthakurQuoteOriginally posted by: HinstingsQuoteOriginally posted by: vbprogrammer Congratulations Hinstings! Incidentally, what is your background? As far as the FX stretegist is concerned, I have a friend with GICS or somethng like that division. She is a strategi...
by StephenLi
February 20th, 2008, 9:30 pm
Forum: Careers Forum
Topic: Suggestions on the choice of two offers
Replies: 32
Views: 100854

Suggestions on the choice of two offers

<t>QuoteOriginally posted by: HinstingsQuoteOriginally posted by: StephenLiQuoteOriginally posted by: HinstingsGot several offers. There are two among them that makes me feel hard to decide.One is for the mortgage quantitative (prepayment model) developer position of UBS Investment Bank. The other i...
by StephenLi
January 10th, 2008, 8:01 am
Forum: Careers Forum
Topic: dealing with exclusive headhunter
Replies: 6
Views: 61889

dealing with exclusive headhunter

<t>QuoteOriginally posted by: DCFCOne would need to know more about you and your work to sell you effectively, and to find jobs that you actually want.That is a non trivial effort, and the HH will not be all that happy if he does it, and then you take a job offered by someone else.That applies acros...
by StephenLi
December 31st, 2007, 10:22 am
Forum: Careers Forum
Topic: GS Internship interview process
Replies: 16
Views: 62952

GS Internship interview process

<t>QuoteOriginally posted by: smiesQuicksort is O(n log n), but for median selection (or, for that matter, any element selection), once you've partitioned the data you only need to look at one half of it each time, so you average n + n/2 + n/4 + ... operations, which is O(n).Perhaps I'm misinterpret...
by StephenLi
December 31st, 2007, 10:17 am
Forum: Careers Forum
Topic: GS Internship interview process
Replies: 16
Views: 62952

GS Internship interview process

<t>It is possible to get O(n) based on quicksort algorithm. In original quicksort you choose a pivot then swap data items so that you end up with all items greater than pivot on one side of the array, and all smaller on another side. Then apply the same method recursively on each of the two parts - ...
by StephenLi
October 5th, 2007, 2:56 pm
Forum: Careers Forum
Topic: JP Morgan vs Credit Suisse
Replies: 10
Views: 70286

JP Morgan vs Credit Suisse

<t>QuoteOriginally posted by: gentinexAlthough "risk" usually does mean mid-office-type positions, I don't think StephenLi is right in this case, at least based on the descriptions that Credit Suisse gives. The RQA people do seem to be working closer to the traders, and it seems that the program is ...
by StephenLi
October 4th, 2007, 9:10 am
Forum: Careers Forum
Topic: JP Morgan vs Credit Suisse
Replies: 10
Views: 70286

JP Morgan vs Credit Suisse

<r>QuoteOriginally posted by: happyrainThen what's the difference between RQA or GMAG at Credit Suisse?My apologies, my previous post contains mistakes. Please refer to the following link for details.<URL url="http://www.cis.upenn.edu/grad/documents/credit-suisse1.pdf"><LINK_TEXT text="http://www.ci...
by StephenLi
June 25th, 2007, 4:38 pm
Forum: Technical Forum
Topic: Approximate swaption formula in LMM: an asymptotic expansion approach
Replies: 0
Views: 70118

Approximate swaption formula in LMM: an asymptotic expansion approach

<t>In the paper "A new approximate swaption forumla in the LIBOR market model: an asymptotic expansion approach", Atsushi derives an approximate formula for European payer swaptions in the LIBOR market model.Has anyone here ever implemented this method to approximate the payer price (or applications...
by StephenLi
June 20th, 2007, 3:42 pm
Forum: Careers Forum
Topic: UK Visas
Replies: 5
Views: 70646

UK Visas

<r>QuoteOriginally posted by: EBalI know it has probably been asked many times on this forum but I can't find it. How long does it usually take to get a UK visa through HSMP? I have a little over a year until I reach 6 years on an H1B. I am applying for a green card but want to explore alternatives ...
by StephenLi
May 20th, 2007, 4:57 pm
Forum: Careers Forum
Topic: Difference between front office IT and quant developer
Replies: 28
Views: 101961

Difference between front office IT and quant developer

<t>Enough lies about "Quant Developer" from the banks and the HHs. It is just an IT developer role developing some wrappers and tools on top of the models delivered by the quants. IT developers do projects for front office, middle office or back office. A "Quant Developer" == an IT developer working...
by StephenLi
May 15th, 2007, 5:34 pm
Forum: Careers Forum
Topic: Oxford or Columbia...
Replies: 13
Views: 73429

Oxford or Columbia...

QuoteOriginally posted by: drissationmmm good question...and u? did u apply somewehere?Are you asking whether DCFC has applied to an MSc programme?
by StephenLi
April 19th, 2007, 11:06 am
Forum: Careers Forum
Topic: Ivy Applied Math Ph.D -> Derivative Trader ?
Replies: 62
Views: 85016

Ivy Applied Math Ph.D -> Derivative Trader ?

<t>QuoteOriginally posted by: airmenowI am in my finally year of Ph.D in Applied Math at an Ivy school in New York City, I hold MS.and B.S both in EE, more on statistical signal processing side. I wonder if I would like to find a derivative trader position or intership at some point, will a backgrou...
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