This paper identifies some of the challenges facing expatriates using an autoethnographic account of situations experienced by the author during her first year of work at a financial services company in Hong Kong. These experiences reveal an erratic business world of apparent nonsense and uncertainty, incomprehensible to an outsider. The challenges facing expatriates stem from the stress and anxiety affecting their work, family and social interactions within the foreign culture. Success in the new environment is dependent on the expatriate's ability to adjust to the new culture. An overview of the current research on the expatriate experience is provided to help the reader make sense of the autoethnographic situations.