Hello,I first became infatuated with math finance back in the spring of 2002. I spent a few months right before finishing my PhD in computational electromagnetics (from the University of Illinois at Urbana-Champaign) teaching myself some of the basics of stochastic calculus and derivative pricing. I was completely gung-ho about getting a job as a quant and went through tons of interviews. The highlight of my job search culminated in a 9 hour grueling interview at GS. I came "this" close, but alas, didn't get the offer. By that time, my defense was quickly approaching and I was forced to go with "Plan B." A job in my field of expertise. For the last two years I have been working at MIT Lincoln Laboratory doing physics simulations. Now I am once again hearing the call of Ito At the moment, I am studying for the CFA L1 exam in December. In all of the quant interviews I went through 2 years ago, I was always in the final running. I just needed a little something extra to give me enough finance legitimacy to get the job. I'm hoping that the CFA will give me that legitimacy to push me over the edge. I've also been accepted to the University of Chicago's weekend MBA program (I deferred until Fall '05). I'm hoping that will help as well.Then again, I'm also hoping that maybe the prospects are a little better now than they were 2 years ago. Wishful thinking? :)The point is, I am now back in the saddle and am gung ho about getting a job in math finance.For those of you who, like myself, are looking for a job, I wish you all the best. If there happens to be anyone reading this in a position who might be able to recommend me to an employer, that would definitely be more than welcome. I'd be glad to send a copy of my most recent resume.Best regards,EricPS: I can't resist pointing out that during my last fling, I wrote a technical article (29/05/2002) for Wilmott (thanks Paul!)Noncommutative Geometry and Stochastic Calculus: Applications in Mathematical Financehttp://www.wilmott.com/pdfs/020529_blackscholes.pdfI later generalized the material in the above article to develop a (possibly) new framework for studying Levy processes. I discussed that herehttp://www.wilmott.com/messageview.cfm?catid=4 ... id=13704As in quantum mechanics, a lot of stochastic calculus and Levy processes can be understood in terms of commutative relations. This is an insight that I don't recall ever seeing before (could it be original?) and has possible implications for numerical implementations.

Glad to hear you are back in the saddle. I remember enjoying your posts the last time around (even though I did not understand that much ). I think the job market should seem a brighter currently, good luck.

hi eric..... would like to ask you about certain things. would it be OK to "pm" you?best wishes