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Search found 29 matches

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by NattieLight
December 27th, 2011, 8:10 pm
Forum: Numerical Methods Forum
Topic: Mean-Reverting, Stochastic Vol IR binomial tree.
Replies: 0
Views: 17110

Mean-Reverting, Stochastic Vol IR binomial tree.

<t>What is the best (simplest) interest rate model that can be used to implement a mean-reverting, stochastic volatility binomial tree?I'm looking for something simple to implement so that I can plug in the forward rates and forward vols to create the tree. Also, I'm not pricing bonds or derivatives...
by NattieLight
January 27th, 2011, 9:21 pm
Forum: Careers Forum
Topic: why is it so easy to get contact info @ banks?
Replies: 14
Views: 36362

why is it so easy to get contact info @ banks?

<t>A related question:Why is it so difficult to get a phone number for an investment bank's careers office or human resources?I've been searching Morgan Stanley's and there doesn't seem to be a specific e-mail or phone number. Do they really hate people calling them, or do they just expect you call ...
by NattieLight
December 6th, 2010, 8:12 pm
Forum: Book And Research Paper Forum
Topic: Favorite Books
Replies: 8
Views: 26107

Favorite Books

<t>What are some of your favorite books in quantitative finance (besides Hull)?Specifically I'm looking for a good book that teaches financial engineering and C++ together (not an intro to C++, but also doesn't assume you're an advanced programmer in C++),I'm also a book with common quant interview ...
by NattieLight
September 23rd, 2010, 6:31 pm
Forum: Careers Forum
Topic: Ratings agencies
Replies: 5
Views: 24626

Ratings agencies

<t>I have an upcoming interview at a ratings agency dealing with credit policy.I just graduated with an MFE and know the basics of quant work, but what specifically does a job at a ratings agency require and what skills are used? I suspect that I should be brushing up on stats? Time-series? Credit d...
by NattieLight
August 11th, 2010, 8:37 pm
Forum: Careers Forum
Topic: Quant to Recruiter
Replies: 3
Views: 25729

Quant to Recruiter

I want to know more about these secret recruiters that are hard to find. Can somebody tell me how to find them?They are really really secret.
by NattieLight
August 6th, 2010, 6:46 pm
Forum: Careers Forum
Topic: Opinions on Headhunters
Replies: 4
Views: 26600

Opinions on Headhunters

I get emails from recruiters all the time, but they don't seem to be part of the top tier of quant recruiters. Do quants have to reach out to them to be considered.
by NattieLight
July 23rd, 2010, 4:55 pm
Forum: Careers Forum
Topic: current entry-level job market?
Replies: 20
Views: 30264

current entry-level job market?

<t>Sending out resumes is easy. It's the cover letters that get me.And don't sneer at an interview with DE Shaw. They always lure me in with some sort of "Liberal arts major worked his way up from our mail room to the front office" nonsense, and then they ask me to fill out a form that has a box to ...
by NattieLight
July 23rd, 2010, 4:46 pm
Forum: Careers Forum
Topic: Headhunters for non-MFE masters students
Replies: 6
Views: 26813

Headhunters for non-MFE masters students

When you meet with recruiters do you have to dress up, or can I just wear jeans and a t-shirt?I have a meeting with one Monday and I don't want to go to the cleaners if I don't have to, especially if the jobs are fake.
by NattieLight
July 7th, 2010, 6:46 pm
Forum: Careers Forum
Topic: Second Phone Interview
Replies: 9
Views: 27657

Second Phone Interview

What is the purpose of second phone interviews if I'm in the same city as the job is? Does this mean that I am going to be interviewed by someone else?
by NattieLight
April 19th, 2010, 8:32 pm
Forum: Careers Forum
Topic: GQR recruiters
Replies: 6
Views: 33280

GQR recruiters

Anybody know of any good recruiters then?
by NattieLight
July 1st, 2009, 1:22 pm
Forum: Careers Forum
Topic: Senate approves restriction on foreign hires by banks receiving bailout
Replies: 91
Views: 49021

Senate approves restriction on foreign hires by banks receiving bailout

Yes!, just in time for me to graduate in Spring 2010.White American Male 1Rest of Ya'll 0
by NattieLight
March 5th, 2009, 10:23 pm
Forum: Careers Forum
Topic: Fellowship at Second Tier MSFE
Replies: 7
Views: 43141

Fellowship at Second Tier MSFE

<t>I just received admission and a sizable fellowship to an MSFE that's not one of the top schools (i.e. Berkeley, CMU, NYU).I was wondering if most Masters programs offer fellowships to their students and approximately what percentage of the admitted students receive them.Has anybody here received ...
by NattieLight
February 24th, 2009, 11:02 pm
Forum: Careers Forum
Topic: admissions interview
Replies: 2
Views: 42497

admissions interview

Well, it's a telephone interview, if that means anything.
by NattieLight
February 23rd, 2009, 9:57 pm
Forum: Careers Forum
Topic: admissions interview
Replies: 2
Views: 42497

admissions interview

Hi,I have an admissions interview to a MSFE program next week. Is this just going to be a chat or do these usually have math questions? It's only 20 minutes long and I don't believe that the person conducting the interview is a professor.
by NattieLight
February 16th, 2009, 12:42 am
Forum: General Forum
Topic: Funniest argument against EMH!
Replies: 13
Views: 45022

Funniest argument against EMH!

Finally, a reason to use weather derivatives.
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