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by kimkc84
October 14th, 2009, 7:05 pm
Forum: Careers Forum
Topic: Anyone heard of IMC-trading?
Replies: 7
Views: 53587

Anyone heard of IMC-trading?

Try googling "optiver interviews". you'll get thousands of posts related to interviews at these market makers...
by kimkc84
October 14th, 2009, 6:47 pm
Forum: Careers Forum
Topic: Oxford Math Finance Interview
Replies: 12
Views: 37039

Oxford Math Finance Interview

no i don't, but i know that part-time students are supposed to work out a set of problems and hand it in when they apply. if you take a look at those problems, you'll be able to guess how much math you're supposed to know.
by kimkc84
October 14th, 2009, 1:19 pm
Forum: Careers Forum
Topic: Oxford Math Finance Interview
Replies: 12
Views: 37039

Oxford Math Finance Interview

<t>Adding on to what hungryquant said, I would read through a few chapters of Hull, familiarizing yourself with basics of vanilla options. He's been teaching basic probability theory and financial derivatives this term, and I would guess that he's going to ask questions on what's on his mind right n...
by kimkc84
October 10th, 2009, 6:28 am
Forum: Careers Forum
Topic: Help with CV Please
Replies: 5
Views: 35048

Help with CV Please

<t>Thanks, Dominic. This "30-second impression" is what I was exactly looking for. I also sent you a PM with my full contact information. Could you please send me a copy of the Guide?The CQF lecture sounds like a good idea. I bet there are quite a few like myself, even with work experience, not know...
by kimkc84
October 9th, 2009, 10:49 pm
Forum: Careers Forum
Topic: Help with CV Please
Replies: 5
Views: 35048

Help with CV Please

<t>Hi everyone, I'm currently an MFE student in the UK, with 2 years of work experience on the buy side, seeking full time employment in Quantitative Research/Structuring/Strategies. In the past while I was still at work, I tried to change jobs and sent numerous copies of my CV to many HHs to no ava...
by kimkc84
January 19th, 2009, 1:29 pm
Forum: Careers Forum
Topic: Moving into deriv. trading/strucruting
Replies: 0
Views: 43750

Moving into deriv. trading/strucruting

<t>Hi, I graduated from college in 2007 with a BA in mathematics and ever since have been working for a buy-side firm investing in MBS/ABS. If it is at all possible to get a job in this environment, I want to move into a derivatives trading/structuring position. Without a MSc in Quant Finance, what ...
by kimkc84
August 15th, 2007, 2:20 pm
Forum: General Forum
Topic: Parameters in a CIR model
Replies: 1
Views: 67162

Parameters in a CIR model

<t>Hi all- I'm working on building a LIBOR interest rate model to forecast long-term 10YR LIBOR rates. I'm trying to use a CIR model, but having a hard time estimating the parameters such as the mean reversion speed and sigma, the variance rate. Do you have any suggestions as to how to approach this...