Serving the Quantitative Finance Community

Search found 61 matches

by agisd
January 31st, 2010, 10:23 am
Forum: Careers Forum
Topic: Risk and Validation Vs Desk Strategy
Replies: 14
Views: 33772

Risk and Validation Vs Desk Strategy

<t>Desk strategist is a front office position. Risk or Model Validation is not. So you need to think if you'd like to have clients or not. Most people would go for the strategist position as usually the front office is a more dynamic enviroment to be and there is a lot more upside (in terms of compe...
by agisd
November 24th, 2009, 2:40 pm
Forum: Careers Forum
Topic: Job Market
Replies: 16
Views: 37111

Job Market

Bernanke has injected $1.5 trillion in the economy and that reflects to the value of assets.
by agisd
August 12th, 2009, 7:21 pm
Forum: Careers Forum
Topic: Expecting a higher base in this market.
Replies: 38
Views: 41061

Expecting a higher base in this market.

What is the average salary in Austin and what position you can get?
by agisd
May 29th, 2009, 9:08 am
Forum: Careers Forum
Topic: less evil
Replies: 22
Views: 42377

less evil

<t>QuoteOriginally posted by: alex2007What do you think is less harmful for the CV: take a temporary non-profile job or not to work at all until finding a suitable role (and thus create a 'gap' in the cv) ?Btw, what could be a temporary job for a person with a phd in math and master in finance beyon...
by agisd
March 10th, 2009, 10:23 pm
Forum: Book And Research Paper Forum
Topic: Exotic Equity
Replies: 0
Views: 41856

Exotic Equity

Hi,Any new interesting books for Exotic Equity derivatives?
by agisd
February 15th, 2009, 12:41 pm
Forum: General Forum
Topic: US real estate vs. EU real estate
Replies: 31
Views: 45363

US real estate vs. EU real estate

You can't compare the wooden frame of US houses with the concrete/steel frame plus foundation of the south european houses. It's far more expensive and stronger in Europe.
by agisd
August 11th, 2008, 8:45 pm
Forum: General Forum
Topic: Risk of a portfolio of equities
Replies: 18
Views: 54021

Risk of a portfolio of equities

net delta: sum of delta per underlyingcross book: sum of absolute deltaAlso add FX risk in the list of risks.
by agisd
August 11th, 2008, 6:43 pm
Forum: General Forum
Topic: Risk of a portfolio of equities
Replies: 18
Views: 54021

Risk of a portfolio of equities

For Equities: Net delta, cross book delta, VaR, stress testing figures, liquidity, dividend and interest rate risk (if futures/forwards included) etc.
by agisd
March 31st, 2008, 6:32 pm
Forum: General Forum
Topic: Any good derivatives conferences this year?
Replies: 1
Views: 56416

Any good derivatives conferences this year?

Is there anything good in derivatives or portfolio management scheduled for this year?thanks
by agisd
March 30th, 2008, 10:16 pm
Forum: Careers Forum
Topic: Quant Dev role at Goldman IT
Replies: 25
Views: 61459

Quant Dev role at Goldman IT

It seems that it will be a waste of the MFE. Only take this if there are no other offers.
by agisd
December 2nd, 2007, 6:57 pm
Forum: Careers Forum
Topic: Cost of living in London
Replies: 42
Views: 68442

Cost of living in London

<t>Stay close to the office or (if you can afford it) live in a posh area around Hyde Park (easier to go out). I think Holborn is on the Central line so you can go live in Notting Hill and you are not too far away. Angel is nice if you want to go out a lot (lots of restaurants etc. but no Waitrose n...
by agisd
December 2nd, 2007, 1:27 pm
Forum: Careers Forum
Topic: Cost of living in London
Replies: 42
Views: 68442

Cost of living in London

<t>QuoteOriginally posted by: chriscolumbusHow much is the cost of living is reasonable for a couple...given that we usually end up cooking at home almost all the time. Would it be significantly cheaper to buy furniture in the US and ship it off the London, shipping costs being paid for?Also, is app...
by agisd
November 11th, 2007, 8:41 pm
Forum: General Forum
Topic: House Price Crash in the UK
Replies: 73
Views: 76694

House Price Crash in the UK

<t>Going back to (central) London house prices I've seen some minor reductions (2-3%) on the inflated asking prices but nothing major. Supply of new build properties is a big problem. Waiting to see how the job market will be in the next 6 months and if there is any effect in the 400-800k range of p...
by agisd
August 14th, 2007, 10:21 am
Forum: Careers Forum
Topic: Structured Products
Replies: 11
Views: 72895

Structured Products

Can I get a copy of this please? thanks