Fordham MSQF Skype Interview with Blackburn 面经 [2017.02.02]

2017/2/2 9:00 am EST skype 面试
Fordham Skype Interview with Prof. Blackburn

Location：Beijing
Time: 2017/2/2 9:00 AM EST

Interview:

1. I noticed thatyou are in Beijing for an interview, and I’ve heard that it is a big firm, sohow did you get that internship, and what did you learn from the internship?

2. I think thatFOF is a bad product, because you cannot choose what kind of products shouldinclude in the portfolio, and you have to ask the portfolio/fund manager todecide which one to take

3. I was in IUseveral years ago, so do you know Prof. XXX is still in the economicsdepartment? (I don’t know, maybe he was retired, but I maintained greatconnection with another professor from the economics department) What’s hisname? (Prof. XXX Page)

4. I noticed thatyou have studied several accounting courses, did you remember what is IRR?

5. Why are youtaking several finance and accounting courses?

6. So you havetaken a courses called intro to financial management, so what did you learnfrom the course?

7. What is theinstructor’s name? (Prof. Oakes)

8. So you havetaken linear algebra. So for a n*n matrix, what is the rank of the matrix, andhow about the trace? (Because rank is the maximum number of linearlyindependent columns in matrix, so it should be n). And if you don’t remembertrace, that’s fine, it is kind of difficult to calculate.

9. So you havetaken PDE. What is the boundary condition and initial condition? (For initialcondition you have time equals 0, and for the boundary condition you haveanother variable x equals 0 and another end condition with x equals 10 orsomething).

10. And for ODE,what is the general solution and initial solution?

11. So you havetaken Econometrics, what is t-statistics and p-value? (I did not remembert-statistics but I remembered that p-value is a value between 0 and 1, and itis a measurement between fit of data and the actual data)

12. So you havetaken Java (Oh, it is not Java, it is JavaScript). So what have learned fromthat course? (Online platform game, and other projects at the end of semester).

13. What otherprogramming courses have you taken?

14. Now it is timefor me to ask questions. Do you have any question for me?

15. (I noticedthat you will teaching a course called Advanced Financial Modeling during thefall semester, so what is the course curriculum and what programming skills arewe required in this course? Yes. During this course, we will mainly focus onseveral financial models for stocks and bonds and use VBA to simulate thesemodels. Have you ever studies Monte Carlo method? (I always hope to study thisbut I have not studied C++). Yes, but in this course, we will use VBA tosimulate Monte Carlo method.

16. (Secondquestion, I am quite interested in the career development center inside theGabelli School of Business, and I had the chance to visit Fordham lastThanksgiving but did not have the chance to talk with one of therepresentatives from the career development center, so I am just wondering willthere be any networking events and information sessions for students in thisprogram?) Yes, or no. The most important resources for you tonetworking is our alumni, and there will also have some other kind of eventswhere we will invite practitioners to talk with our students.

17. (Finalquestion, will we be required to take C++ in this program? If so, is the courserequired?) The introduction course is required, and the more advanced coursesare electives.

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