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Baruch becomes GARP latest college chapter |
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Jun 12, 2009 - 1:44 PM - by Admin
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GARP ANNOUNCES NEW COLLEGE CHAPTER AT
BARUCH COLLEGE, CITY UNIVERSITY OF NEW YORK (CUNY)
New York, London, Beijing, June 11, 2009 — The Global Association of Risk Professionals (GARP: www.garp.org), the leading professional association dedicated to the advancement of the risk profession, is pleased to announce a new College Chapter at Baruch College, City University of New York (CUNY).
Dr. Dan Stefanica and Dr. Attilio Meucci have been appointed College Chapter Directors. Dr. Stefanica is currently an Associate Professor and Director of the Financial Engineering MS Program at Baruch College, CUNY. Dr. Meucci is an Adjunct Professor in the Financial Engineering MS Program at Baruch College, CUNY and the Head of... [Read More]
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0 Replies | 270 Views
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Advanced Risk and Portfolio Management |
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May 09, 2009 - 1:16 PM - by Andy
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Attilio Meucci
Advanced Risk and Portfolio Management
The Only Heavily Quantitative, Omni-Comprehensive, Intensive Bootcamp
August 17-22, 2009, Baruch College, New York
This six-day course covers all aspects of quantitative risk and portfolio management from the foundations to the newest developments:
- Multivariate statistics and stochastic processes
- Market modeling
- Multivariate estimation in non-normal markets
- Pricing
- Generalized risk decomposition
- Advanced
... [Read More]
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11 Replies | 2,110 Views
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Prof. Salih Neftci (1947-2009) |
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Apr 16, 2009 - 10:45 AM - by Peter
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In case you haven't heard the news, Professor Neftci passed away yesterday in Geneva.
Professor Salih Neftci was born in Kirkuk from a family connected with oil fields but that had themselves emigrated from Turkmenistan... and he made his way to the highest circles of Istanbul, NY, London. He completed his PhD at the University of Minnesota and subsequently taught at George Washington University and at Columbia University where he was an adjunct professor. He maintained close links with US academia and Wall St., throughout his life through his full professorship at the Graduate School, City University of New York (CUNY).
He became best known for his book An Introduction to the Mathematics of Pricing Financial Derivatives - which became a standard text in many university derivatives courses. He was one of the most productive researchers... [Read More]
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44 Replies | 3,917 Views
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EXCLUSIVE: Interview with Dr. Peter Carr of Bloomberg |
Dec 24, 2008 - 5:38 PM - by Admin
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Dr. Peter Carr works at Bloomberg L.P as the head of Quantitative Research and in 2003 was selected as Risk Magazine's prestigious Quant of the Year. He also directs the Masters in Mathematical Finance program at NYU's Courant Institute. Quantnet.org sits down with him on the eve of '08 Christmas as Wall Street is experiencing its biggest crisis in generations. Dr. Carr shares with us his thoughts on the current challenges and the future of quantitative finance.
Can you give us a brief bio?
Sort of – If you buy the book How I Became a Quant, you’ll see that my bio is the briefest of the 25 covered.
What do you consider as your... [Read More]
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3 Replies | 2,798 Views
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Sylvain Raynes: The State of Financial Engineering |
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Dec 04, 2008 - 11:56 AM - by Andy
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Editor note: Sylvain Raynes is a founding principal of R&R Consulting, a structured credit metrics consultancy founded in 2000. Most recently, Dr. Raynes worked on the originations teams of UBS and CSFB. He developed methods for standardizing the credit risk analysis of exotic ABS the mid-1990s while in the Structured Finance Group Moody's Investors Service. Earlier, at Goldman Sachs he was involved in the statistical modeling of Derivative Product Companies, and at Citicorp he was responsible for the design of the credit scoring model for Citi's then-$30 BN credit card portfolio. Dr. Raynes has a PhD in aerospace engineering from Princeton University and an M.S. in Numerical Methods from Von Karmen Institute in Brussels.
Sylvain Raynes | Dec 4, 2008
We are the CDO makers,
and we are the... [Read More]
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41 Replies | 3,125 Views
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EXCLUSIVE: Interview with Dominic Connor of Paul & Dominic (P&D) |
May 07, 2008 - 12:25 AM - by Admin
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Dominic Connor is a partner in P&D. He teaches C++ in the CQF program and has been recruiting for quant positions. Based on London, UK, Dominic is well known in the quantitative finance community, both via his work as a headhunter and a prolific poster on the Wilmott community. Dominic has been a frequent contributor on Quantnet.org forum. We'd like to thank Dominic for taking the time to sit down for an interview with Quantnet.org. Thanks, Dominic!
Can you give us a brief bio?
Paul Wilmott & I started P&D recruitment about three years ago. Before that I'd been a CIO for a brokerage firm in fixed income, having worked at a variety of IBs. I'm married with two kids, live... [Read More]
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62 Replies | 8,203 Views
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EXCLUSIVE: Interview with Tim Grant of UBS |
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Feb 21, 2008 - 2:36 PM - by Admin
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Tim Grant is a Managing Director and formerly Head of UBS Delta Americas at UBS Investment Bank*. Tim has taken a leading role at UBS in a quest to dispel the myths surrounding the role of the quantitative skill set in sales and trading today. In an exclusive interview with Quantnet.org, Tim spoke about his work at UBS, his personal hobbies and shared advices for Quantnet.org members.
With his busy schedule at UBS, Tim has generously donated his time to finish this Quantnet.org exclusive interview. On behalf of Quantnet.org staff and members, we'd like to thank Tim for taking the time to answer our interview questions. Thanks Tim!
Can you give us a brief bio?
I joined the UBS graduate training program in 1999 in London and after a short period in international bond sales moved to the UBS Delta group... [Read More]
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19 Replies | 7,782 Views
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JP Morgan designated Baruch up as target school for Sales & Trading, Investment Banking |
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Dec 06, 2007 - 8:54 PM - by Andy
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Thursday Nov. 8 marked a monumental day for Baruch students. It was the first time that a major investment bank has designated Baruch College as target school for recruitment in investment banking and sales and trading. JP Morgan came to the Baruch campus to give a thrilling presentation about the internship opportunities within their Investment Banking and Sales and Trading divisions. Baruch students were excited for the chance to impress JP Morgan recruiters and eagerly awaited the event. The room was packed with students eager to learn more about the prestigious firm. The event featured six distinguished JP Morgan employees, including multiple recent Baruch graduates.
The presentation started with a video of JP Morgan analysts, each expressing the benefits and responsibilities of working in their respective jobs. The video was... [Read More]
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5 Replies | 4,887 Views
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