We would like to invite you to the following presentation at the Institut für Kreditwirtschaft, WU Wien: Financial Engineering and Quantitative Research: Experiences at JPMorgan Wednesday, November 10, 2004 at 18:00 h Hörsaal D205 (UZA4) Abstract: The aim of this talk is to give an insight into everyday life of JPMorgan's derivatives business across asset classes. On the one hand, we will point out areas of responsibilities of structurers, traders and quants as well as the interplay between these three teams. On the other hand, we will give a number of examples showing typical challenges (in terms of product development, model requirements and implementation issues) and how we solved them. In this regard, we will discuss equity specific and credit specific products, as well as some ideas concerning the interplay of equity and credit. Finally, we conclude by describing typical job profiles for a marketer, trader or quant and how to prepare successfully for interviews. Speaker & Discussant: Dr Eva Strasser, Associate with JPMorgan London, working in Equity Derivatives Research and specializing on the development of equity-specific models and products as well as on equity-credit related topics Johannes Sommer, Associate with JPMorgan London, working in Investment Banking Advisory, specializing on M&A, equity and debt transactions for listed real estate companies -- |dr christopher summer ||wu wien, institut fuer kreditwirtschaft |tel +43 1 31336 5006 ||www.wu-wien.ac.at/usr/kredit/csummer |fax +43 1 3100580 ||christopher.summer(a)wu-wien.ac.at