Q: Hi, I am looking for a quant position within finance. I have 6 months job experience as a risk analyst at Bear Stearns. I was responsible for the Tokyo equity derivatives desk. I have a PhD in theoretical Physics. My PhD/postdoc research involved numerical methods for PDEs and adaptation of Monte-Carlo Simulated Annealing to various problems. I include my CV. Please let me know if you are interested! Best wishes,
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A: JOBHUNT: risk analyst at Bear-PhD theoretical Physics

Q: Here's a thought that didn't occur to me when I marked up the mock trial script. Should we have the consultants prominantly feature "IPEC Busters"??? Unless we are pretty sure the judge will keep it out on relevance grounds, it might be useful to at least get some juror reactions to it. With or without the specific IPEC Busters stuff, we probably ought to assume that Jad's theme will be that Northern's whole philosophy was to breach contracts without flinching if it served our commercial interests. The vitriol from P&P and the other producers plays into that theme. Maybe we ought to spice that part of the script up a bit also just so we can see how our response plays. DF
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A: Mock Trial

Q: Hi I've attached a couple of files summarizing our progress and current status on modeling the bid-ask spread. The first summarizes characterization of the EOL Crude data and the second describes a bid-ask spread model based on options theory developed by Zimin (The figure from the paper is included separately). I am now setting up an Excel spreadsheet to test this model with the EOL data. Let me know when you would like to meet to review this. Thanks, Bob Lee
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A: EOL Pricing Algorithm Update

Q: Please note! We have to perform emergency maintenance on the Quick Place server (nahou-lnww01) today at 5:00PM. This means that Change Control and other Quick Place sites are not going to be available for 2 hours. If you have any issues with this please notify the Solution Center.
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Server Maintenance - today at 5:00PM