March 7th, 2005, 6:07 pm
Hi,I have got an interview call from Morgan Stanley(India) for the position of a Quantitative/Risk Modeler. I have gone through the Careers Forum and have found lots of questions that might help me in an interview.Just wanted to ask whether anybody out here has interviewed with this firm for a similiar position in India. If so, what sort of questions should I expect?Also, any specific topics I should concentrate on?FYI, I graduted from Rutgers University(New Jersey, USA) with a degree in Quantitative Finance. I am presently back in India working as a Research Analyst for a very small investment management firm(doing work nowhere related to what a Quant does).Any comments would be appreciated.wowboysHere's a description of the job profile --------------------Quantitative Modeler:Description:Quantitative Modeler in the Fixed Income Division. The position requires very strong quantitative skills. Experience in programming in OO C++, preferably using Visual Studio, is essential. Experience with Excel VBA and databases would be useful. A good understanding of fixed income products, familiarity with fixed income markets and financial modeling skills would be a plus, but not a pre-requisite. This is not a programming position, but rather a quantitative modeling position where programming will be used as needed. The kind of projects that the candidate would work on will cover a broad spectrum in the sphere of fixed income, ranging from interest rate and yield curve modeling, portfolio estimation /optimization, credit /liquidity models , relative value trade identification models, statistical arbitrage modeling. Focus would be on major currencies. You will obtain a unique expertise by adding USD/EUR/GBP/! JPY based fixed-income finance to your strong quantitative background by learning on the job.Skills Required: Undergraduate degree in Maths/Computer Science/Engineering/Statistics. Masters/PhD in a quantitative discipline. MBAs with a strong quantitative focus and C++ skills will also be considered favorably.Risk Modeler:The team will focus on analyzing the global bond, fixed income derivatives markets, and will work closely with interest rates strategists around the world. As such, members of the teams will be exposed to cutting edge methodologies and thinking geared toward the detection of trading and investment opportunities in the global fixed income markets. Members of the team are expected to further our understanding of the global bond and derivatives markets and actively contribute to trade idea generation.