Blog Content

Putnam Exam

September 30th, 2014 by Bradley
Math majors: The Putnam Exam is a nationwide problem solving competition which is based on the first two years of the standard math curriculum (calculus, linear algebra, differential equations, discrete math, and problem solving).  This Dec. 6 (first Sat. in December) will mark the 75th year of the Putnam Exam.  Any undergraduate students (no previous baccalaureate degree) who are interested in participating should let me know ASAP since I have to submit the SJSU entrants by Oct. 10.  If you are wanting to find out more about the exam old problems and solutions can be found online for example at http://kskedlaya.org/putnam-archive/.  If we have 3 or more individual participants then we can also have an SJSU team.  The exam is held on the first Saturday in December from 8-11 and 1-4.  I will get a room in MacQuarrie Hall that we can use if there are students interested in taking the exam and I will let students taking the exam into the building on that day if it is not open.
Cheers, Brad J

UCB Master of Financial Engineering Program

September 30th, 2014 by Bradley

: The Berkeley Master of Financial Engineering Program <mfe@haas.berkeley.edu> Date: Mon, Sep 29, 2014 at 9:03 AM Subject: For Students: The UC Berkeley Master of Financial Engineering Program To: bem.cayco@sjsu.edu

Dear Professors, Advisors, and Student Leaders,
We are writing to introduce you and your students to the UC Berkeley Master of Financial Engineering Program.  We hope that you can kindly pass on occasional emails to your students/group lists to let them know about our upcoming events.  Any student with a very strong quantitative background, strong programming skills, and a potential passion for finance can be a good candidate; generally, our students have held Bachelor’s, Master’s or Ph.D. degrees in engineering, mathematics, computer science, statistics, physics, economics, or related fields prior to beginning the MFE at Berkeley.
We are happy to answer any questions you or your students may have.  If you are not interested in receiving these emails, you may opt out using the link below.
Kind regards,
The Berkeley MFE Admissions Team

The Berkeley Master of Financial Engineering Program wants to speak with you about how we can help you launch your career.  Join us at an upcoming information session!

Although classes are just starting for many students, we know that careers after graduation are always a big topic.  If you are interested in a career in industry after graduation or after completing your postdoc program, or if you have a passion for applying quantitative approaches to the solutions of real-world problems, the Berkeley Master of Financial Engineering program would like to speak with you.

Join us online or on campus at UC Berkeley to learn how the Berkeley MFE’s tailored curriculum and dedicated career placement team can help you to launch a career in finance.  During the session, you’ll have the opportunity to have your questions answered by our admissions staff and current students, and can submit your resume before the session for a brief, on-the-spot review of your profile by executive director Linda Kreitzman.

Berkeley MFE Information Sessions – October 2014

October 6, 12:00 PM PST: Information Session Onsite at UC Berkeley
October 7, 10:00 AM PST: Optimizing Your Application: Online Q&A with Admissions Advisors
October 13, 9:00 AM PST: Online Information Session
October 22, 2:00 PM PST:Optimizing Your Application: Online Q&A with Admissions Advisors
October 28, 4:00 PM PST: Online Information Session

We look forward to meeting you.  If you have questions about the Berkeley MFE, please do not hesitate to contact us.

Kind regards,

The Berkeley MFE Admissions Team

+1-510-642-4417

mfe.berkeley.edu

Twitter: BerkeleyMFE

Job Fair -Career Center Info

September 14th, 2014 by Bradley

This year we have a new career fair format which will include a 2 day event for College of Science students. 

There are currently 90 employers scheduled to attend with more signing up each day. Employers such as Barracuda Networks, Hitachi Global Storage Technologies, Intel Security, KLA Tencor and the FBI are seeking students in the majors of Math, Science, Physics, Chemistry and Biology. Please encourage your students to attend.

FALL HIGHLIGHTS  

Fall ’14 Engineering & Science Job & Internship Fair Day 1

TUESDAY, 9/23 *Noon-4 pm New Student Union Grand Ballroom
Over 35% have internship opportunities!
Fall ’14 Engineering & Science Job & Internship Fair Day 2

WEDNESDAY 9/24 *Noon-4 pm New Student Union Grand Ballroom

Over 15% have internship opportunities!
*Complete the online job fair success workshop to increase your marketability and to obtain an Early Bird Pass. Business casual or professional business dress strongly recommended. Flyer attached.

Finding a Career in Nonprofit or Government Panel (sponsored by NOVA) 

Join us at this interactive, informative workshop and learn about the nonprofit and government field, job search strategies, and what nonprofit and government professionals look for when hiring new graduates!
W 10/8 12:30-1:30 pm Student Union, Ball Room A

Nonprofit and Public Service Forum (co-hosted by NOVA)
Come to this interactive networking event and get tips from employers on starting a career in the public service and nonprofit sectors. Learn about opportunities to serve your community through work with nonprofit organizations as well as local, state and federal government.
W 10/8 2:30-4:30 pm Student Union, Ballroom

Panel Discussion: Careers in Biotechnology

Gain valuable insights on careers and internships in the area of biotechnology.
TH 10/23 2-4 pm Student Union, Ballroom C

SPARTAJOBS Register with SpartaJobs There were 42% more job and internship opportunities through the Career Center last year over the previous year. Already registered? Log in and be sure your profile is updated and your latest resume is uploaded.

GET ONE-ONE HELP Find your coach. Take advantage of weekly drop-in hours, office hours, job and internship search labs and more to get YOUR career questions answered. The Career Center has a variety of ways you can get assisted with your job search needs. Check the calendar for appointment times and locations and all other events: http://www.sjsu.edu/careercenter/docs/calendars/archive/2014/careerCenterCalendarFall14.pdf

Career Center Early Tech Fairs Publication (1)

Position available

September 9th, 2014 by Bradley

Here is a position available for someone with a masters in Math or Applied Math or Statistics.

Position:       Quantitative Analyst

Company:       Prescio Consulting, LLC

Location:      Casa Grande, Arizona

Job Description 

Prescio is looking for a Quant to work within the Quant team in Casa Grande, Arizona.

Tasks include but are not limited to and may include training in:

  • ·         Assist in development and validation of banking and financial markets projects involving credit risk model(s): Calculation and validation of Probability of Default, Loss Given Default and Exposure at Default; Develop recovery rate assumptions and exposure at default estimation and their ongoing validations and refinements.
  • ·         Assist in development and validation of operational risk models: Apply LDA (Loss Distribution Approach) to calculate VAR (Value at Risk) for each business line and loss type of a financial institution; Develop methods to combine internal loss data with external data and scenario data; Apply EVT (Extreme Value Theory) to model and simulate heavy tailed data.
  • ·         Assist in development and validation of market risk models: Implement historical simulation and Monte Carlo simulation to calculate VAR of portfolios.
  • ·         Assist in the development and validation of fraud analytics suites: implement predictive analytics, machine learning, data mining and big data techniques to process a large data set and identify fraudulent transactions.
  • ·         Assist in the development and validation of time series models used for business forecasting.

Required Skills / Education

  • Ph.D. or MS in statistics, mathematics, applied mathematics, physics, engineering or a related quantitative field. Note: all applicants fairly considered.
  • Good spoken and written English, ability to present complex subjects.

Useful Skills:

Experience applying statistical methods to quantitative problems

Experience in SAS, R, and/or any other programming languages

Firm Description

Prescio Consulting is a financial risk management consulting and IT development firm. Prescio has several decades of combined experience in fundamental and applied R&D, analytical product development in financial and commodity contexts, and customized software development and implementation. Prescio is a small business headquartered in Casa Grande, Arizona. Our reputation has been built on our speed of execution and quality of service. Prescio prides itself on loyalty to our employees. We hire for the long term. That being said, some of our former employees have garnered valuable work experience at Prescio before going on to find successful employment elsewhere.

Foreign Applicants

Prescio Consulting will consider hiring foreign applicants with CPT or OPT time with the possibility of visa sponsorship if a good fit is established. Please mention your current visa status and your CPT/OPT time remaining.

Interested parties can contact s.zajac@prescio.com. Please include your name and the words “Quant Analyst” in subject line.

 

Math Colloquium

September 9th, 2014 by Bradley

All students are invited to attend the Math Dept colloquium on Wednesdays at 3-4 in MH 320.  There are usually refreshments preceding the talk in MH 331B.  The talks are designed to be understandable to upper division math majors.   Here is this week’s colloquium announcement.

The Math/Stats Colloquium is very pleased to present Gunnar Carlsson (Stanford) on “The shape of data”.  “Big data” is a term describing the many aspects (e.g., storage, query capability, analysis) of the problem of how to make most
effective use of the enormous amounts of data currently being gathered.  This talk will describe, and give numerous
examples of, a collection of recently developed methods for the analysis of large, high dimensional, and most
importantly, complex data sets.  These methods use the mathematical notion of shape, as encoded in topological
methods, as a new tool in data analysis.

Background: One semester linear algebra. No prior knowledge of topology will be assumed.

Date: Wed Sep 10 Time and place: 3-3:50pm, MH320
** Talk starts promptly at 3pm **   (Snacks 2:30pm in MH331B)

Hope to see you there!

Upcoming events:

* Wed Sep 17: Thomas Church, Stanford
TBA

* Wed Sep 24: NO COLLOQUIUM (department meeting)

* Wed Oct 01: Elizabeth Gross, SJSU
TBA

Widgets

Footer