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Based in Beijing, one of the world's largest fund management firm is looking for a candidate with quantitative background and willing to start a career path to become an Assistant Portfolio manager helping manage the multi-asset macro fund portfolio. Apply only if you can read the attachment.

does anyone know or can pass on some open resources on ARMA(p,q) model? Thanks.:sos:

I feel so happy to see this post. I thought I was one of the few that have to build excel interface with matlab computation core applications. It's hard to find good tips on this topic. Glad to see champions here!

one example, you have to have a very good understand of many instrument types and their valuation models etc. to help on the IT side, such as automation of cash flow with PBs.

Find your own way is the best way, buddy! There are too many things looking good from outside.

You don't know what you don't know. Others know it worse than yourself do. No one knows the future. With all the related education, you will still need a bit of luck to get in. I'd say do what you are interested in rather than what looks good from outside.;)

It sounds reasonable for locations such as NY, London or Hong Kong. I am currently based in Melbourne, moved from Boston three years ago. Au$$150,000 to $200,000 is for a 5 years quant, plus heavy tax and compulsary super contribution of 9%. So Quants here get only about half after tax(and...

share my little experience I start from 8:30-9:00am and finish by 6:00pm. Once a month, I need work late. I spend 30% on developing atomation tools for operation and risk analysis 10% on supporting/reporting to directors 20% on supporting operation team...

yeah, in the last quater of 2007, we have seen/experienced the worst season since CDO/ABS/MBS/CDS were introduced to the market. In my view, I agree with a lot of others opinion that we haven't seen the real damage yet. It will perhaps take 2 or 3 year to go through the big wash up circle...

there are a lot of bloods on the 'street', sorry, no bonus :cry:!

the above link doesn't work anymore. frankly speaking, the first article is not very instructive coz almost all points made are obvious even for students. I do learn a couple of sayings though. Thanks.

Hey everyone, I work for a hedge fund as a quantitative risk analyst. I studied software engineering for masters degree and has a PhD in applied Mathematics. I am located in Melbourne but is planning to move to either NY or London within a couple of years. I worked in a consulting firm as an...