SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by jomni
March 30th, 2009, 6:27 am
Forum: Careers Forum
Topic: Agency won't say name of hiring bank
Replies: 3
Views: 41812

Agency won't say name of hiring bank

Here's what I think. If the HH immediately gives the name, what's there to stop you from going directly to the company and ignoring the HH? That's lost commission for the HH.
by jomni
March 26th, 2009, 12:19 am
Forum: General Forum
Topic: Economists do math gooder. Yeah!
Replies: 6
Views: 42034

Economists do math gooder. Yeah!

@groznyi see you've written a lot of critiques...
by jomni
March 20th, 2009, 1:12 am
Forum: Careers Forum
Topic: IPS-Sendero Experience for Market Risk / ALM
Replies: 1
Views: 41160

IPS-Sendero Experience for Market Risk / ALM

what exactly do you want to know in the first place?
by jomni
March 16th, 2009, 6:48 am
Forum: Careers Forum
Topic: FRM or CFA??
Replies: 8
Views: 58772

FRM or CFA??

<r>FYI. FRM is now a "Two Level" affair. QuoteStarting in November the FRM program will begin transitioning to a two level examination format by offering for the last time the full FRM exam and for the first time Level I of the new two level FRM exam program. Level I will cover core areas of risk ma...
by jomni
March 11th, 2009, 6:35 am
Forum: General Forum
Topic: Why is Engineering so respected as a degree?
Replies: 51
Views: 46570

Why is Engineering so respected as a degree?

<t>QuoteOriginally posted by: barnyI have a friend who graduated from a 4 year undergradute degree here in the UK(MEng) with First Class honours in Mechanical Engineering from a top 20 UK Uni and he barely even knows the chain rule. I asked him to do a trivially simple integral and he couldn't. In h...
by jomni
March 3rd, 2009, 12:07 am
Forum: Careers Forum
Topic: Short-term job prospect in quant finance
Replies: 77
Views: 48118

Short-term job prospect in quant finance

QuoteEverywhere you look indicators are falling at rates never seen before:contrarians would think of this as a bullish signal.but have to wait as eveyone's not as cynnical as penguina at the moment. cheers!
by jomni
March 2nd, 2009, 8:57 am
Forum: Careers Forum
Topic: Investment Banking Advice OFFERED
Replies: 11
Views: 43704

Investment Banking Advice OFFERED

My question:Are you genuinely happy in life?
by jomni
January 30th, 2009, 9:02 am
Forum: Careers Forum
Topic: Correct job search strategy
Replies: 7
Views: 44287

Correct job search strategy

QuoteOriginally posted by: alex2007I think maybe I'm doing something wrong. Would appreciate your comments or advice.maybe you can explore non quant positions.
by jomni
January 28th, 2009, 11:55 pm
Forum: General Forum
Topic: VaR Limit Setting
Replies: 19
Views: 50712

VaR Limit Setting

<t>Yup gaussian. But even if it's not, it is still a rough measure of probable gain. You won't earn much from an instrument with low risk. We must go beyond the traditional definition for it to be useful. You won't get much buy-in from front office if all you do is look at the risk side. A good risk...
by jomni
January 28th, 2009, 12:43 am
Forum: General Forum
Topic: VaR Limit Setting
Replies: 19
Views: 50712

VaR Limit Setting

<t>Balance the two sides of the coin. The original poster mentioned VaR limit setting at the income perspective while the replies set limits using the risk perspective. The "right" number balances these two perspectives because becoming too strict with your VaR limits will make your budget targets u...
by jomni
January 22nd, 2009, 11:56 pm
Forum: General Forum
Topic: liquidity reserves
Replies: 3
Views: 43769

liquidity reserves

Use price volatility subject to estimated days to liquidate.That is only possible to quantify if you have enough data... if no data then you use your own assumptions.
by jomni
January 20th, 2009, 5:53 am
Forum: Careers Forum
Topic: Tokyo
Replies: 2
Views: 43927

Tokyo

na ni!
by jomni
January 19th, 2009, 8:57 am
Forum: General Forum
Topic: Bond equivalent market value of a CDS
Replies: 15
Views: 52247

Bond equivalent market value of a CDS

Maybe the reason why this measure is not discussed is because it's unpopular and useless.
by jomni
January 19th, 2009, 1:05 am
Forum: Careers Forum
Topic: risk management compensation
Replies: 5
Views: 45130

risk management compensation

Well both surveys do agree with each other especially on the lower end of the food chain.
GZIP: On