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player
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Joined: August 5th, 2002, 10:00 am

Quant trading

September 13th, 2002, 5:04 pm

Dear AllAbout to go for an interview for a quant trader role in credit derivatives. If anyone knows of hte type of questions that may be asked in such an interview I would very much appreciate the help. The role is for a junior positon. playerPS not expecting much feedback so any is welcome!!!
Last edited by player on September 13th, 2002, 10:00 pm, edited 1 time in total.
 
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Money
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Joined: September 6th, 2002, 4:00 pm

Quant trading

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