September 13th, 2002, 9:49 pm
hey buddy,i am actually looking for a job in this field. i only get some internship experience. but i feel as a quant trader they will want to probe you how the model you built can help you make great bucks !!! e.g. for first-to-default how will you hedge yourself, what's the effect to the premium charged when the default correlation varies from zero to one. Then maybe for high-yield credit der. which one is more sensitive, to the recovery rate or to the default rate... i am actually very green, also just had an interview this morning with a firm in NY.if we can keep contact via private email box, perhaps we can exchange further notes.talk to you soonjobseeker