Out of curiosity, would anyone know what happened to TraderJoe? I remember when I started to read this forum long time ago, he was replying to almost any post...

Hi All I am in a similar situation as Mekornilol. I have recently made few attempts in applying to buy-side roles, but despite having worked few years in the buy-side at the start of my career, after ten years in the sell-side, it seems that I cannot pass the HR filtering. Would you think that certi...

I guess you have read this, haven't you?
ISDA SIMM v2

This doesn't answer your question and is not directly related but it might be something to keep in mind:
https://www.bloomberg.com/news/articles ... amond-debt

Thank you for pointing that out Leptokurtic. I am particularly interested in the last chapter (I read the corresponding article few years back).Amb

That's amazing!

If I may frenchX, your last link is not a PhD thesis (in Oxford we would rather say DPhil thesis) but a MSc. dissertation...

<t>Hi Windseav,The questions will essentially depend on your background. Don't expect any questions suggested by Willsmith (except what is a Brownian motion if you have attended some stochastic calculus class).It is difficult to predict the questions without knowing your background but be prepared t...

It is probably too late PinkLizard but maybe you can have a look at:http://papers.ssrn.com/sol3/papers.cfm? ... 1435199Amb

Any comments about this book, guys?I am also wondering whether someone has read the book 'Counterparty Credit Risk Modeling' edited by M. Pykhtin and could give a comparative view of these two books.Thanks in advance,Amb

Top 3 MFE in the UK are (in alphabetic order):1. Cambridge (Part III, albeit it is not a Master degree)2. Imperial3. Oxford (MSc. MCF)

<t>Hi pp8410,First, you will have to present yourself and what you have done so far. The 'technical' questions will depend essentially on your mathematical background. E.g. if you did some probabilities and stochastic calculus you can expect some questions like: what is a (local) martingale? What is...

Dear All,I wonder whether someone knows where I can find the following article:C-A Lehalle, Rigorous optimisation of intra day tradingI know that it was published in Wilmott Magazine (Nov. 2008) but don't have acces to this issue...Thanks in advance for your answers.Amb

I did have the illusion that I could find a solution to this SPDE as we can find a solution to some PDE/SDE.Actually, I can simulate solutions paths by Monte-Carlo then that's fine (although I have some stability issues but I hope to fix them quickly).Amb

<t>Hi Alex,Under the present circumstances, I think it would not be a problem to have a gap of 6 months in your resume. Mark is right, it is maybe a good idea to work in a software company (e.g. Murex, Sophis, Algorithmics, ...) and then to learn a great deal in programming (although it is certainly...