From Branching to Banking – The Maths behind Credit Derivatives

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• Marion Hesse, Morgan Stanley
• Thursday 18 February 2016, 17:00-18:00
• Seminar Room G, Mill Lane.

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A year ago Marion joined Morgan Stanley’s Structured Credit Group as a front desk quantitative analyst. The group develops and trades new credit derivative products and is said to have some of the most complex products in the industry. Marion started work at Morgan Stanley with a PhD in branching processes but no experience in finance and very little idea of what her job would be like. In this talk she would like share with you her experience so far, what it is like to work as a quantitative analysis in the finance industry and introduce the maths behind some of the products she works on.

This talk is part of the Emmy Noether Society series.

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