Posted Jul 23, 2007 22:16
missing from the list, amongst other prominent names, is Ward Ferry Management, the largest local hedge fund in Asia, ex Japan. They have recruited in the past along with high profile VC names - TPG Asia, etc. So I am not sure where you copied it from.
You should have no problem getting offers from everyone from Macquarie to Goldman in Equity Derivatives/Structuring, if in fact you have the quant background necessary for these roles. If not HK UST does have offerings which can prepare you for such opportunities, I would strongly suggest spending time with prof. Salih Neftci and taking his quant courses. You could buy and read his books to start with, this guy is a pretty well known.
http://www.amazon.com/exec/obidos/search-handle-url/104-9090378-6419933?%5Fencoding=UTF8&search-type=ss&index=books&field-author=Salih%20N.%20Neftci
Advanced Derivatives Analysis
Advanced techniques in option pricing and derivatives risk management. Topics include the binomial model, risk-neutral valuation, extension of the Black-Scholes pricing model and option Greeks. The course will also include discussion and analysis of options on futures, interest rate options such as caps and floors, and some popular OTC products such as equity-linked notes and principal guaranteed funds.
Computing and Programming in Finance
An introduction to Visual Basic with applications to financial modelling. Includes implementation of the Black-Scholes formula, Greeks parameters, binomial tress and Monte Carlo methods using VBA. Introduction to programming languages C++.
Equity Valuation
Basic valuation approaches including dividend discount model, free cash flows model, and valuation by multiples; measures of company performance and value added; valuation in special situations such as emerging markets, closely held companies, mergers, and divestitures.
Equity Investment Management
The course covers the complete investment process from constructing investment objectives and policies to broad class asset allocation, monitoring, and performance measurement and attribution. Practical issues relating to investment style, active and passive management, stock market inefficiency will be discussed. Advanced techniques in portfolio construction involving the use of the Black-Litteman model, single index and multi-factor are studied.
Advanced Derivatives Applications
Practical applications of derivative pricing and hedging, focusing on equity-linked structures. The emphasis of the course will be on building intuition with regard to option pricing and hedging, using Excel-based pricing models and real world applications. A solid foundation in option pricing theory as provided by the prerequisite courses is assumed, as is familiarity with Excel and VBA.
Asset Securitization
An in-depth analysis of structured securities. Reviews the essential methods used by rating agencies in appraising the credit of asset backed securities and mortgage back securities. Hands-on exercise leading to the assignment of credit ratings.
Behavioral Finance
An application of psychological theories to explain the inefficiencies in financial markets. Examine how psychological biases such as representativeness heuristic, overconfidence, availability biases, framing, cognitive biases, and emotions influence investors and their investment decision-making process.
Credit Risk Management
Various kinds of credit risks, credit risk estimation, capital adequacy, credit risk models, stress testing, and credit derivatives.
Fixed Income Derivatives
This course teaches fixed-income derivatives and related topics. The course begins with varieties of floating-rate instruments. It then moves on to topics in applications of interest-rate futures in managing interest rate risk. The bulk of the course is devoted to all kinds of non-standard interest-rate swaps, including currency swaps. Finally, it touches upon topics in interest-rate options such as caps, floors, swaptions, and in bonds with embedded interest-rate options. Both economic intuition and quantitative skills are emphasized.
Risk Management for Financial Institutions
Management issues for financial institutions, with an emphasis on commercial banks. Capital adequacy, liquidity and interest rate risk management; market structure; regulatory issues of financial intermediaries.
Structured Products and Exotic Options
Development of structured products, such as option-embedded bonds, equity-linked notes, dual currency options, exotic options and equity-linked Forex options. Risk and return analysis of structured products, with applications in portfolio management.
If you can get through these courses, I am sure structuring deals/notes, etc should not be a problem. There are also others, you can find descriptions here.
http://mfin.bm.ust.hk/programmes/programmes4.html
As far as I know there is no time limit for anyone, once the employer sponsors you its up to you how long you stay.
Also have you considered the M.S. Global Finance program NYU/HK UST? If not, I am sure you could participate in the English speaking sessions as a "guest"
http://globalfinance.bm.ust.hk/index.asp
Program Schedule and Content
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module Topic Period By
Module 1 Foundation 1: Asset Markets 30 Nov - 3 Dec 2007 (Fri - Mon) Professor Jie Gan (UST)
Professor Chu Zhang (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 2 Foundation 2: Corporate Finance 25 - 28 Jan 2008 (Fri - Mon) Professor Suditpo Dasgupta (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 3 Portfolio Management and Asset Allocation 15-18 Feb 2008 (Fri - Mon) Professor Bruno Solnik (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 4 Derivatives Markets 16 - 19 Mar 2008 (Sun - Wed) Professor Menachem Brenner (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 5 Applied Corporate Finance and Valuation 18 - 21 Apr 2008 (Fri - Mon) Professor Vidhan Goyal (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 6 Foreign Exchange Markets 16 - 19 May 2008 (Fri - Mon) Professor Richard Levich (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 7 Financial Engineering 30 May - 2 Jun 2008 (Fri - Mon) Professor Salih Neftci (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 8 Fixed Income Instruments and Markets 28 Jul - 9 Aug 2008 (Mon - Sat) Professor Edwin J. Elton (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 9 Risk Management 28 Jul - 9 Aug 2008 (Mon - Sat) Professor Anthony Saunders (NYU)
Professor Edward I. Altman (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 10 Topics in Financial Markets and Innovation 28 Jul - 9 Aug 2008 (Mon - Sat) Professor Marti Subrahmanyam (NYU) and others (NYU)
- - - - - - - - - - - - - - - - - -
Mumbai:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English)
1030, 21 April 2007
Hilton Towers
Shenzhen:
Development and opportunities of structured products and exotic options for the China market
(In Mandarin)
1400, 23 April 2007
Reuters Centre
Tokyo:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English with Japanese interpretation)
1800, 23 April 2007
Reuters Centre
Shanghai:
Development and opportunities of structured products and exotic options for the China market
(In Mandarin)
0930, 24 April 2007
Reuters Centre
Seoul:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English)
1700, 24 April 2007
Lotte Hotel
Beijing:
Development and opportunities of structured products and exotic options for the China market
(In Mandarin)
0930, 25 April 2007
Reuters Centre
Taipei:
Development and opportunities of structured products and exotic options for the Asia market
(In Mandarin)
1430, 26 April 2007
Grand Hyatt Taipei
Singapore:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English)
1130, 26 April 2007
Reuters Centre
Hong Kong:
Exploiting Arbitrage Relations in Foreign Exchange, Interest Rate and Derivatives Markets
(In English)
1200, 09 May 2007
HKUST Centre
missing from the list, amongst other prominent names, is Ward Ferry Management, the largest local hedge fund in Asia, ex Japan. They have recruited in the past along with high profile VC names - TPG Asia, etc. So I am not sure where you copied it from.
You should have no problem getting offers from everyone from Macquarie to Goldman in Equity Derivatives/Structuring, if in fact you have the quant background necessary for these roles. If not HK UST does have offerings which can prepare you for such opportunities, I would strongly suggest spending time with prof. Salih Neftci and taking his quant courses. You could buy and read his books to start with, this guy is a pretty well known.
http://www.amazon.com/exec/obidos/search-handle-url/104-9090378-6419933?%5Fencoding=UTF8&search-type=ss&index=books&field-author=Salih%20N.%20Neftci
Advanced Derivatives Analysis
Advanced techniques in option pricing and derivatives risk management. Topics include the binomial model, risk-neutral valuation, extension of the Black-Scholes pricing model and option Greeks. The course will also include discussion and analysis of options on futures, interest rate options such as caps and floors, and some popular OTC products such as equity-linked notes and principal guaranteed funds.
Computing and Programming in Finance
An introduction to Visual Basic with applications to financial modelling. Includes implementation of the Black-Scholes formula, Greeks parameters, binomial tress and Monte Carlo methods using VBA. Introduction to programming languages C++.
Equity Valuation
Basic valuation approaches including dividend discount model, free cash flows model, and valuation by multiples; measures of company performance and value added; valuation in special situations such as emerging markets, closely held companies, mergers, and divestitures.
Equity Investment Management
The course covers the complete investment process from constructing investment objectives and policies to broad class asset allocation, monitoring, and performance measurement and attribution. Practical issues relating to investment style, active and passive management, stock market inefficiency will be discussed. Advanced techniques in portfolio construction involving the use of the Black-Litteman model, single index and multi-factor are studied.
Advanced Derivatives Applications
Practical applications of derivative pricing and hedging, focusing on equity-linked structures. The emphasis of the course will be on building intuition with regard to option pricing and hedging, using Excel-based pricing models and real world applications. A solid foundation in option pricing theory as provided by the prerequisite courses is assumed, as is familiarity with Excel and VBA.
Asset Securitization
An in-depth analysis of structured securities. Reviews the essential methods used by rating agencies in appraising the credit of asset backed securities and mortgage back securities. Hands-on exercise leading to the assignment of credit ratings.
Behavioral Finance
An application of psychological theories to explain the inefficiencies in financial markets. Examine how psychological biases such as representativeness heuristic, overconfidence, availability biases, framing, cognitive biases, and emotions influence investors and their investment decision-making process.
Credit Risk Management
Various kinds of credit risks, credit risk estimation, capital adequacy, credit risk models, stress testing, and credit derivatives.
Fixed Income Derivatives
This course teaches fixed-income derivatives and related topics. The course begins with varieties of floating-rate instruments. It then moves on to topics in applications of interest-rate futures in managing interest rate risk. The bulk of the course is devoted to all kinds of non-standard interest-rate swaps, including currency swaps. Finally, it touches upon topics in interest-rate options such as caps, floors, swaptions, and in bonds with embedded interest-rate options. Both economic intuition and quantitative skills are emphasized.
Risk Management for Financial Institutions
Management issues for financial institutions, with an emphasis on commercial banks. Capital adequacy, liquidity and interest rate risk management; market structure; regulatory issues of financial intermediaries.
Structured Products and Exotic Options
Development of structured products, such as option-embedded bonds, equity-linked notes, dual currency options, exotic options and equity-linked Forex options. Risk and return analysis of structured products, with applications in portfolio management.
If you can get through these courses, I am sure structuring deals/notes, etc should not be a problem. There are also others, you can find descriptions here.
http://mfin.bm.ust.hk/programmes/programmes4.html
As far as I know there is no time limit for anyone, once the employer sponsors you its up to you how long you stay.
Also have you considered the M.S. Global Finance program NYU/HK UST? If not, I am sure you could participate in the English speaking sessions as a "guest"
http://globalfinance.bm.ust.hk/index.asp
Program Schedule and Content
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module Topic Period By
Module 1 Foundation 1: Asset Markets 30 Nov - 3 Dec 2007 (Fri - Mon) Professor Jie Gan (UST)
Professor Chu Zhang (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 2 Foundation 2: Corporate Finance 25 - 28 Jan 2008 (Fri - Mon) Professor Suditpo Dasgupta (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 3 Portfolio Management and Asset Allocation 15-18 Feb 2008 (Fri - Mon) Professor Bruno Solnik (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 4 Derivatives Markets 16 - 19 Mar 2008 (Sun - Wed) Professor Menachem Brenner (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 5 Applied Corporate Finance and Valuation 18 - 21 Apr 2008 (Fri - Mon) Professor Vidhan Goyal (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 6 Foreign Exchange Markets 16 - 19 May 2008 (Fri - Mon) Professor Richard Levich (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 7 Financial Engineering 30 May - 2 Jun 2008 (Fri - Mon) Professor Salih Neftci (UST)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 8 Fixed Income Instruments and Markets 28 Jul - 9 Aug 2008 (Mon - Sat) Professor Edwin J. Elton (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 9 Risk Management 28 Jul - 9 Aug 2008 (Mon - Sat) Professor Anthony Saunders (NYU)
Professor Edward I. Altman (NYU)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Module 10 Topics in Financial Markets and Innovation 28 Jul - 9 Aug 2008 (Mon - Sat) Professor Marti Subrahmanyam (NYU) and others (NYU)
- - - - - - - - - - - - - - - - - -
Mumbai:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English)
10:30-12:30, 21 April 2007
Hilton Towers
Shenzhen:
Development and opportunities of structured products and exotic options for the China market
(In Mandarin)
14:00-16:00, 23 April 2007
Reuters Centre
Tokyo:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English with Japanese interpretation)
18:00-20:00, 23 April 2007
Reuters Centre
Shanghai:
Development and opportunities of structured products and exotic options for the China market
(In Mandarin)
09:30-11:30, 24 April 2007
Reuters Centre
Seoul:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English)
17:00-19:00, 24 April 2007
Lotte Hotel
Beijing:
Development and opportunities of structured products and exotic options for the China market
(In Mandarin)
09:30-11:30, 25 April 2007
Reuters Centre
Taipei:
Development and opportunities of structured products and exotic options for the Asia market
(In Mandarin)
14:30-16:30, 26 April 2007
Grand Hyatt Taipei
Singapore:
Structured Products & Exotic Options in Asia, Implications for Banks and Regulators
(In English)
11:30-13:30, 26 April 2007
Reuters Centre
Hong Kong:
Exploiting Arbitrage Relations in Foreign Exchange, Interest Rate and Derivatives Markets
(In English)
12:00-14:00, 09 May 2007
HKUST Centre