CDO analyst

snuffkinblue · January 13th, 2005, 5:28 pm

i got a job as an cdo analyst and wanted to know what kind of quantitative background I should brush up on now and in the future. i'll be mostly doing cash cdo's, but wanted to work toward learning synthetic cdo's too. my background is finance and i took math up until diff eq's and probabilities but not much stats some c++ & vba. is synthetic cdo's much more quantitative? i only have one semester to take classes so i just wanna take cruicial subjects. any advice from experts out there?

snuffkinblue · January 13th, 2005, 5:32 pm

this is on a structuring desk by the way

Stefanone · January 13th, 2005, 8:34 pm

Numerical Analysis, MonteCarlo Methods, Variance Reduction Techniques, Multivariate Statistics...VBA, Excel PivotTables, Excel Tables, Excel VLookUp, Index, Match, Offset...you gonna use them every dayhope it helps,S

Money · January 14th, 2005, 4:53 am

any new stuff, buddy ?slides, notes whatever...

Greenspoon · January 20th, 2005, 5:03 pm

Add Stochastic calculus, in case you haven't done it. martingale based pricing, Markov fucntions. And yes once again, high competence on spreadsheet.N