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  1. holbond

    Model validation vs market risk

    Thank you guys for your replies :) I think l take the role. I l figure out a way for the trading thing :P
  2. holbond

    Model validation vs market risk

    Thank you ken :)
  3. holbond

    Model validation vs market risk

    I told the interviewer I do option trading as a hobby. He did not say anything like u cannot do trading here etc. Even if they prohibit trading I can trade in my friend's account. I hope they are OK with this atleast
  4. holbond

    Model validation vs market risk

    Hi guys, I am a recent MFE graduate. I started as a model validation analyst in big4. I validated so far retail models for an investment bank for ccar submission. Mostly regression models. I recently got a job offer from an invesetment bank as market risk associate. Involves CVA...
  5. holbond

    BIG4 Energy instruments Valuation career path

    Hi Guys, I want to know the career path for Financial instrument valuation in BIG 4 (mostly pricing energy options , forwards and futures) . I find the role very obvious . The only interesting part is you will know how to read an energy contract and get some information on...
  6. holbond

    Heding foreign stocks with futures. the return ?

    I am a euro guy and wants to invest in a us stock. I want to hedge it through curerncy futures. can you tell me what is teh hedged return and unhedged return ? let us assume S(t-1) is the stock price in dollars at time t-1 . r(t-1) is the dollar-euro spot rate . and f(t-1) is the dollar-euro...
  7. holbond

    book for Risk Interview questions

    Hi thank you :) the regualtory stuff seems be too many documents . What I meant though was like any book like "Quant interview questions by MArk Joshi " for risk interviews ?? heard on the street has some risk questions but is there any better book specially for risk interview questions .
  8. holbond

    book for Risk Interview questions

    Hi Guys Does anybody know a good book for preparing for the risk management interviews ? All the interview books mentioned in the suggested list seem to cover option pricing but not risk management .
  9. holbond

    Interview question

    oh.. thank u :)
  10. holbond

    Interview question

    You have an equally weighted portfolio composed of 2 managers; one has 20% volatility, the other 30%. They have a 40% correlation. What is the volatility of the portfolio, using standard assumptions? Give one reason why these standard assumptions can be discussed. Can u please tell me what are...
  11. holbond

    morgan stanley strats intern london

    lol .. i have been doing that all year.. any tips on how to prepare for it ? like wud they ask lot of programming questions and lot of stochastic calculus questions etc . ?
  12. holbond

    morgan stanley strats intern london

    * only interview
  13. holbond

    morgan stanley strats intern london

    Hi Guys I am having an interview this week with MS starts and modeling team . Can you please tell me what type of questions can I expect and where to prepare from ? This seems to be the interview I could land ..
  14. holbond

    COMPARE Deciding between Carnegie Mellon+30000 and Georgia Tech (no money)

    just curious.. which dept did u choose as home unit? also u r frm which country?
  15. holbond

    Columbia MSOR Columbia MSFE reject, redirected to MSOR

    oh..nice.. so what are the odds of being admitted now?
  16. holbond

    Columbia MSOR Columbia MSFE reject, redirected to MSOR

    oh.. then i think i m the only one to get that mail.. people got either acceptance or rejection mail.. no one seems to get an update mail like this..
  17. holbond

    Columbia MSOR Columbia MSFE reject, redirected to MSOR

    I recieved the update mail stating that the results will be out by march 30th yesterday and I din't receive any other mail.. Did u get the same mail?
  18. holbond

    Columbia MSOR Columbia MSFE reject, redirected to MSOR

    hi i was asking because i got only that update mail. Did u receive that mail too ?
  19. holbond

    Columbia MSOR Columbia MSFE reject, redirected to MSOR

    hi did u get that update on your ms application mail? or did u just get the admit mail ?
  20. holbond

    Columbia MSOR Columbia MSFE reject, redirected to MSOR

    Hi.. can you point to the link where I can get last year questions?
  21. holbond

    Columbia MFE 2012 Columbia MFE admission thread

    it says pending in my case ..
  22. holbond

    Cornell FE 2012 Cornell Admissions Thread

    FYI (reply from Kathy) Dear Applicant, We do admissions continuously from now through April. As we have over 1,000 applications, it will take some time to process admissions, and these are not done all at one time, but continuously. I’m sorry but I do not have any further information at this...
  23. holbond

    Columbia MFE 2012 Columbia MFE admission thread

    I thought u decided on going to CMU.. tell the interview guys abt me and ask them to give me a call :P
  24. holbond

    Columbia MFE 2012 Columbia MFE admission thread

    do u know anyone else from India who got call for the interview?
  25. holbond

    Cornell FE 2012 Cornell Admissions Thread

    It seems somebody got an interview call from Cornell ( saw that in the tracker ).. Are the results out ?
  26. holbond

    Baruch MFE Baruch MFE interview vs acceptance

    Prof rados ( guy who interviewed me) told me they meet once a week and then decide on the outcome and if the director is interested he wud be calling you to take one more round.. that l be more kinda you asking the director questions rather than he asking u ( that's what Prof rados said.. he's...
  27. holbond

    Baruch MFE Baruch MFE interview vs acceptance

    guys done with my interview... cud answer all calculus questions and linear algebra but din't do well in probability ( forgot the probability densities definitions.. ) I think I screwed it.. :( ( rusty memory)
  28. holbond

    Baruch MFE Baruch MFE interview vs acceptance

    Hi andy one doubt.. they called me at 12:07 pm NY and I cudn't hear anything from them.. seems to be a bad line.. the interview is supposed to be at 12:30 Pm. they l call again rite?
  29. holbond

    Baruch MFE Baruch MFE interview vs acceptance

    guys just asking for an estiamte.. have an interview in 5 min.. :)
  30. holbond

    Baruch MFE Baruch MFE interview vs acceptance

    when i dont get an interview call.. that's zero.. but if i do get one.. what's it ? 0.5, more or less...
  31. holbond

    Baruch MFE Baruch MFE interview vs acceptance

    Hi just out of curiosity what is the probability of being admitted in Baruch when u get a interview call
  32. holbond

    Quantitative Interview questions and answers

    it takes 3 times for 8.. not 2..
  33. holbond

    Quantitative Interview questions and answers

    Hi few doubts.. 1) the probability of truth telling is 3/4 not 1/4.. 2) taking it as 1/4 and solving the problem... the answer seems to be independent of the dice.. the answer seems to be like forget the dice thing and just say how many times he tells the truth? Just wondering is it a...
  34. holbond

    Quantitative Interview questions and answers

    a=x^x^.. =2 i.e x^a =2 => x^2=2 => x = sqrt(2).. No ln stuff.. I really dont know if sqrt(2) is the answer. If it is, it is a very silly problem
  35. holbond

    Quantitative Interview questions and answers

    Hi I have a different solution. There will be two chances for every point, either it is in the semi circle or it is not in the semi circle. So choose one point. Now the probability that the other 2 points exist in the same semi circle is (2*1*1/2*2*2)=1/4 . But we can chose a point in 3 ways. So...
  36. holbond

    Guys interested in Ga Tech.. Here's an update...

    The admissions process is being changed due to the increase in the number of applications received. We will review all applications after 1 February and make decisions known to applicants as of 15 March. :) I mailed the admission committe and they gave me the above reply.. :) got to wait one...
  37. holbond

    thanks :) actually i applied for fall 2011 and deferred my admission. dint get a schol last year...

    thanks :) actually i applied for fall 2011 and deferred my admission. dint get a schol last year . cudn't go because of the high living costs in swiss. seems the course is gud. Dont know abt the placement sats and all...
  38. holbond

    Cornell Application

    i too got it :)
  39. holbond

    "MFE program profile evaluation" master thread

    gmat 790?? that's awesome...
  40. holbond

    Princeton MFin Princeton 2012 Master in Finance Applications

    Great.. I think I am rejected :( ... congrats man :)
  41. holbond

    Princeton MFin Princeton 2012 Master in Finance Applications

    Andy, any update on any other programs ( cornell, columbia , stanford .. )?
  42. holbond

    Princeton MFin Princeton 2012 Master in Finance Applications

    The two guys on the Tracker have masters degree .. Does princeton accept recent grads (those with only a bachelor degree ) ?
  43. holbond

    Princeton MFin Princeton 2012 Master in Finance Applications

    congrats man.. :) when did u receive the invite? guys any other programs that might give the results in the near future?
  44. holbond

    Princeton MFin Princeton 2012 Master in Finance Applications

    do we get a mail to our inbox or is it shown in the application status page ?
  45. holbond

    Has anyone heard from Georgia Tech QCF (fall 2011 applicants)?

    Guys when will Georgia Tech release its results..? I m tired of waiting..
  46. holbond

    Columbia MFE 2012 Columbia MFE admission thread

    Thank you :) I l give a try :)
  47. holbond

    Columbia MFE 2012 Columbia MFE admission thread

    Hii I am thinking of applying for Baruch.. Can you share ur profile.. so that it l help me to come to a conclusion whether to apply for Baruch or not... :)
  48. holbond

    Columbia MFE 2012 Columbia MFE admission thread

    submitted my application in the last week of november... waiting for the result....
  49. holbond

    Has anyone heard from Georgia Tech QCF (fall 2011 applicants)?

    Hi guys.. I applied for fall 2012 georgia tech qcf.. guys who got into georgia tech with a scholarship, can you please share your profile?
  50. holbond

    Minimum GRE score for entry into quant programs

    Hi can you evaluate my profile? IIT Roorkee -- Chemical Engineering(actually its Paper Engineering) -- GPA 9.1-class of 2011 working for Broadridge financial Solutions ( since September 2011) All Maths grades are good (most of them 10/10) GRE 800 qunat verb 470 :( National Mathematics Olympiad...
  51. holbond

    UK Visa process [India]

    u r heading to which college? not bothered abt the recent visa changes?? sur of getting a job??
  52. holbond

    New Quantnet members say hi

    need opinion hi guys I am currently in my final year of my engineering at IIT Roorkee, INDIA. I would like to do my MS in Financial Engineering. I have got admission into leeds and univeristy of york. How is the program here like? How are the job placements? All I want to get is a...
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