Reply to thread

Message

I've been working in Risk Management in one of hedge funds of Citigroup since June 2007. What I am doing on daily basis is actually what I learnt from our classroom. The old system used VBA to run Monte Carlo, while a small C++ code would change the running time from around 30 mins to 3 mins.

The challenges...I am trying to move close to Credit products structuring/modeling, which as far as I can see, all require modeling experience and PHD in math/stat. But as long as I am exposed to it, I will try my best. I think the challenge should be find the right job you really like and enjoy it....as alum!

Good luck!

--------------------
Don't know why this thread floats up again
Six months after the above post, I am still in Risk Mangement, but moved to Morgan Stanley market risk.
Challenge is it puts me in front of cross asset classess, and to truely understand all the sensitivities and the drivers of move. And to keep refreshed 10-11 hours a day.

<blockquote data-quote="Yan He" data-source="post: 2184" data-attributes="member: 59"><img src="https://cdn.jsdelivr.net/joypixels/assets/8.0/png/unicode/64/1f642.png" class="smilie smilie--emoji" loading="lazy" width="64" height="64" alt=":)" title="Smile&nbsp; &nbsp; :)"&nbsp; data-smilie="1"data-shortname=":)" /> I&#039;ve been working in Risk Management in one of hedge funds of Citigroup since June 2007. What I am doing on daily basis is actually what I learnt from our classroom. The old system used VBA to run Monte Carlo, while a small C++ code would change the running time from around 30 mins to 3 mins.&nbsp;The challenges...I am trying to move close to Credit products structuring/modeling, which as far as I can see, all require modeling experience and PHD in math/stat. But as long as I am exposed to it, I will try my best. I think the challenge should be find the right job you really like and enjoy it....as alum!&nbsp;Good luck!<img src="https://cdn.jsdelivr.net/joypixels/assets/8.0/png/unicode/64/1f642.png" class="smilie smilie--emoji" loading="lazy" width="64" height="64" alt=":)" title="Smile&nbsp; &nbsp; :)"&nbsp; data-smilie="1"data-shortname=":)" />&nbsp;--------------------Don&#039;t know why this thread floats up again <img src="https://cdn.jsdelivr.net/joypixels/assets/8.0/png/unicode/64/1f642.png" class="smilie smilie--emoji" loading="lazy" width="64" height="64" alt=":)" title="Smile&nbsp; &nbsp; :)"&nbsp; data-smilie="1"data-shortname=":)" /> Six months after the above post, I am still in Risk Mangement, but moved to Morgan Stanley market risk.Challenge is it puts me in front of cross asset classess, and to truely understand all the sensitivities and the drivers of move. And to keep refreshed 10-11 hours a day.</blockquote>

[QUOTE="Yan He, post: 2184, member: 59"] :) I've been working in Risk Management in one of hedge funds of Citigroup since June 2007. What I am doing on daily basis is actually what I learnt from our classroom. The old system used VBA to run Monte Carlo, while a small C++ code would change the running time from around 30 mins to 3 mins. The challenges...I am trying to move close to Credit products structuring/modeling, which as far as I can see, all require modeling experience and PHD in math/stat. But as long as I am exposed to it, I will try my best. I think the challenge should be find the right job you really like and enjoy it....as alum! Good luck!:) -------------------- Don't know why this thread floats up again :) Six months after the above post, I am still in Risk Mangement, but moved to Morgan Stanley market risk. Challenge is it puts me in front of cross asset classess, and to truely understand all the sensitivities and the drivers of move. And to keep refreshed 10-11 hours a day. [/QUOTE]

Verification