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by anechoic
October 11th, 2011, 8:09 am
Forum: Careers Forum
Topic: Move from HF to Asset Management
Replies: 3
Views: 17865

Move from HF to Asset Management

<t>I have worked at a 1bn hedge fund as a quant research analyst for 2 years with a main responsibility to develop model to generate systematic trading signals. The job is interesting itself and my line manger is a very nice and experienced person who instructed me a lot. However, the owner of the f...
by anechoic
January 23rd, 2010, 10:11 am
Forum: Careers Forum
Topic: fixed income hedge fund
Replies: 1
Views: 31031

fixed income hedge fund

hi allcan anyone comments on hedge funds using relative value fixed income strategy, is it a promising area in the HF industry. Will that be a good place for quant?
by anechoic
December 8th, 2009, 12:38 pm
Forum: Careers Forum
Topic: entry level quant in HF
Replies: 4
Views: 33215

entry level quant in HF

Escape, thanks for the quick reply and the comments.
by anechoic
December 8th, 2009, 9:24 am
Forum: Careers Forum
Topic: entry level quant in HF
Replies: 4
Views: 33215

entry level quant in HF

<t>I recently got an offer from a new hedge fund as a statistical arbitrage Quant. (I am entry level to finance with Eng Ph.D background). The fund has about 10 people working there and managed about $500M. I wonder is this a typical size of small or medium HF in UK, and how is the stability and pro...
by anechoic
August 3rd, 2008, 9:59 pm
Forum: Careers Forum
Topic: estate derivative
Replies: 1
Views: 53712

estate derivative

hi allI may have a chance to work for a consulting company doing derivative pricing for real estate market. Does anyone have idea if this is a promising area? Maybe I am a bit ignorant, but it is first time I heard derivatives in estate market. Any comment will be appreciated.
by anechoic
May 7th, 2008, 9:53 am
Forum: Careers Forum
Topic: about agent representation
Replies: 1
Views: 54760

about agent representation

<t>I got a call from one agent I met recently asking my permission to send my CV proactively to a long list of banks and funds to explore if there is any position arises.Is that the typical way to do it? I am junior and i know I have limited appreciation by the market. But I doubt this way of repres...
by anechoic
April 9th, 2008, 9:11 pm
Forum: Student Forum
Topic: Cross-gamma of spread option
Replies: 0
Views: 56673

Cross-gamma of spread option

<t>hi allI am trying to calculate Delta-Gamma VAR for a portfolio consisting of spread options which depend on two underlying assets. But I have little knowledge of how to calculate cross-gamma term. Does the cross-gamma have closed form like gamma for a Euro option? Really appreciate if anyone can ...
by anechoic
April 1st, 2008, 6:12 am
Forum: Careers Forum
Topic: Shall I take this offer
Replies: 7
Views: 57377

Shall I take this offer

Yes, it's in pound and location is London
by anechoic
March 31st, 2008, 8:03 pm
Forum: Careers Forum
Topic: Shall I take this offer
Replies: 7
Views: 57377

Shall I take this offer

<t>hi, allI was offered a job from a financial consultancy company. I am still not sure sure if I should take it, since the career path for the job is vague.The job is mainly to price executive's stock option and warranty for corporate companies . The majority of this company are from busininess, la...
by anechoic
February 17th, 2008, 11:53 pm
Forum: Careers Forum
Topic: quant in remuneration
Replies: 1
Views: 59073

quant in remuneration

hi, I applied to a remuneration consultancy company for a sort-of quant role, which seems require a decent knowledge of option pricing. Anyone can explain a bit how the option pricing be used in remuneration industry? Thanks
by anechoic
February 4th, 2008, 6:54 pm
Forum: Careers Forum
Topic: interview with Lloyds TSB TSB
Replies: 1
Views: 59747

interview with Lloyds TSB TSB

hi, allI will have a quant interview at Lloyds TSB Corporate Markets soon. Anyone can kindly share some experience, if any, regarding the type of questions that may encountered. It seems that they are interviewing a bunch of people these days.Thanks a lot!!~~
by anechoic
January 16th, 2008, 9:25 am
Forum: Brainteaser Forum
Topic: Remove stones
Replies: 2
Views: 61942

Remove stones

<t>I found this teaser recently, anyone will suggest a clue to trackle it. Forgive me if it has bee posted before.Alice and Bob play a game in which they take turns removing stones from a heap that initially has n stones.The number of stones removed at each turn must be one less than a prime number....
by anechoic
January 10th, 2008, 4:14 pm
Forum: Careers Forum
Topic: Phone interview with Constellation Energy
Replies: 7
Views: 62809

Phone interview with Constellation Energy

Many thanks tigerman, very helpful. You had THREE phone screenings in total? It sounds tough.Good luck for your job hunting..
by anechoic
January 10th, 2008, 3:30 pm
Forum: Careers Forum
Topic: Phone interview with Constellation Energy
Replies: 7
Views: 62809

Phone interview with Constellation Energy

hi, all, I am new here. I will have a phone interview with Constellation Energy soon for a quant role. Anyone had experienced that? What kinda of questions to expect? Many thanks for any suggestion.