Wednesday, January 23:

The Spring 2008 deadline for applications to the BSCF major will be Monday, March 3. That is Monday of the week before Spring Break.

Wednesday, January 23:

This announcement doesn't exactly pertain to Computational Finance, but many of you may find it interesting:

Venture Capital Speakers Series - Brown Bag Lunch
Tuesday, February 5, 2008; Rangos 3, University Center
12:30 to 2:30pm

How do I start a company?
You are ready to take the leap! So what do you do first? Which are the big questions and which is the minutia that can wait until later? If you want investors there are some key steps you can take to make your company attractive. Sean Sebastian of Birchmere Ventures will help give you the big picture and see the important details in making the first critical decisions in starting your company. Topics will include determining the corporate entity that is right for your business, the basics of your business plan, how to attract a VC's attention, and the key points of investment rounds. Don't miss this opportunity to openly discuss critical topics with a successful venture capitalist.

Friday, September 7:

How Market Turmoil Waylaid the 'Quants'

The Wall Street Journal today has an interesting profile of Peter Muller, a 1985 Princeton math graduate who went on to work at Morgan Stanley, as well as doing a number of other interesting things. Here are some of the good bits...

These traders use complex mathematical models to invest in markets around the globe. Their computers track a wide range of data and variables, such as how cyclical stocks do when a particular currency rises or falls. Formulas programmed into their computers spit out prices at which stocks or other instruments are to be bought and sold. In fact, the computers themselves often do the trading.

and

The strategy Mr. Tartaglia used gives an idea of how quants operate. Called "pairs trading," it involves betting on two stocks that have a strong historical relationship. Suppose that General Motors and Ford Motor stocks usually move more or less together. If they aren't doing so at a particular time, and there is no clear reason why, there's a good chance the past relationship will reassert itself. So if Ford has risen while GM languished, a quant might buy GM shares and sell Ford short, betting on it to decline. The "pairs trade" will pay off if the historic correlation returns.

Wednesday, September 5:

Goldman Sachs Info Session

Are you interested in a career on Wall Street? Representatives from Goldman Sachs and Co. will be on campus on Friday September 7th to talk about a career in operations at Goldman.

Between 12:30 and 2 there will be an informal info session over lunch in Rangos Ballroom in the UC. Please come and learn more about what the operations division does at an investment bank.

Please RSVP at cmufinanceclub.com under "Goldman Sachs Info Session" so that we can get a rough estimate of attendance.

This event is being co-sponsored by the Undergraduate Finance Association and Alpha Kappa Psi.

Wednesday, April 18:

UNDERGRADUATE FINANCE ASSOCIATION NETWORKING WORKSHOP

Date: Tuesday April 24 Time: 4:30pm-5:30pm Location: Peter/Wright in the UC

Jennifer Frick and a representative from PNC will be hosting the workshop. This workshop is being held in large part to help students prepare for Network New York. Network New York is a huge networking session that UFA holds over the summer in NYC. Last year, we had over 100 students, over 15 alumni, and over 15 recruiters from top banks such as Merrill Lynch, Citigroup, Lehman Brothers, etc. In order to be successful at networking, it is important to learn how. That is what we aim to teach you in this workshop.

Networking is not just going around and getting as many business cards as possible; it about maintaining a close relationship with your contacts so you can effectively utilize them in the future. This workshop will teach you how to effectively network.

You MUST RSVP to attend this event. Please RSVP at: http://cmufinanceclub.com/event_details.php?event_id=40

Sincerely, The Finance Association Board

Website: www.cmufinanceclub.com

Monday, February 12:

An information session for students considering the Computational Finance major and minor will be held this Thursday, February 15. The session will be held in WEH 7500, at 6:30pm. Take a look at the information on this web site, and bring your questions Thursday evening.

Friday, January 26:

Applications for the BSCF Major will be due this semester on Thursday, March 8. Applications should be submitted to

Dr. Eric Grotzinger
Associate Dean
Mellon College of Science
eg1b+@andrew.cmu.edu,
Wednesday, January 24:

Tower Research Capital will be hosting an Information Session at CMU this coming Monday, January 29 from 6 pm - 8 pm in Porter Hall (Room A18C) and on campus interviews on Tuesday, January 30t. Here is some information Tower Research Capital has provided about themselves:

Tower Research Capital is a financial services firm located in New York City that specializes in automated, quantitative trading and investment strategies. Tower Research Capital is currently hiring for a number of challenging positions in quantitative finance. New employees of Tower become members of teams that have built some of the most sophisticated trading systems anywhere. Tower has assembled a world-class team of quantitative analysts and infrastructure developers from the world's top educational and research institutions.

Tower is on the cutting edge of quantitative trading, a lucrative field that provides some of the most challenging math and engineering problems in the world. A career with Tower is a chance to not only become expert in this industry, but to shape its future with the engineers and analysts who are building it from the ground up. All teams interact closely with Tower's top management and will have opportunities to grow and influence new projects. Compensation is extremely generous, and in addition to a very competitive salary, it includes five weeks of paid vacation, signing bonuses and bonuses tied to the success of projects.

For more information about Tower, please see: www.tower-research.com/Careers.html. Please take a moment to learn a little bit more about our company and to review the backgrounds of some of our team members: www.tower-research.com/team.shtml.

The Information Session and On-Campus interviews will be held on Monday, January 29th and Tuesday, January 30th. Food and free T-shirts will be provided, as will Tower representatives (CMU alumni) for you to meet.

Tower Research Capital Information Session
Date: Monday, January 29th, 2007
Time: 6:00 PM - 8:00 PM
Location: Porter Hall, Room A18C

Tower Research Capital On-Campus Interviews
Date: Tuesday. January 30th, 2007
Time: TBA
Location: Carnegie Mellon Career Center, Lower Level (University Center)

You can sign up for the Information Session using Carnegie Mellon's TartanTrak system. Please also remember to bring a copy of your resume to the Information Session as we will be filling some of the interview slots for the following day based on the resumes we receive that night.

If you have any questions, please contact sbartner@tower-research.com.

Wednesday, December 27, 2006:
The BSCF Website is now available. Corrections and comments should be directed to David Handron, BSCF Associate Director.