d***q
发帖数: 1119 | 1 晚上睡不着，只好写点东西了
转学：
欧对这个不很了解，因为以前认识的undergraduate的人
比较少，post以上的又因为各人情况不同难以比较，
最近几个月接触了几个要转学的才有所了解一点
一般来说，转学的人不多，如果要转学的肯定是去
比现在更好的学校。偶有两个例子，一个是
黑人兄弟，econometrics转去oxford了，一个是
个hk的学生，去了warwick。
手续：重新填写ucas表，在申请学校那栏注明要申请
第几年入学。ielts最好重考（那两个人都巨高，好像
两个都是8分，，bt)
成绩不用说是越高越好。
如果是oxbridge，需要提前一年申请。
那个想转学的参考一下啦（因为非欧亲身经历，所以
bias比较大） |
|
|
j******n
发帖数: 2206 | 3 或者finance的，总之对financial data有经验，并且会一两种统计软件。
有个项目找人合作，part time. |
|
l***n
发帖数: 812 | 4 Job Description:
State Street Corporation's Model Risk Management (MRM) is recruiting for
Senior Ongoing Monitoring Lead with a Bank Title of Vice President. MRM is
part of the broader Enterprise Risk Management function that is responsible
for the identification, measurement, control and mitigation of model risk
across the global enterprise.
The ideal candidate will work on standardization of model performance
testing, model evaluation criteria, formalization of model life cycle
processes, chan... 阅读全帖 |
|
r****t
发帖数: 20 | 5 Job Description
A major investment bank is expanding its trading book risk analytics team in
Tampa, Florida. In this role, you will work closely with teammates in NYC
and other global locations to develop state-of-the-art quantitative risk
models for multiple asset classes.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Good knowledge of the basic concepts in finance, such as bond math, common
deriv... 阅读全帖 |
|
r****t
发帖数: 20 | 6 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will further expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC and other global
locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Go... 阅读全帖 |
|
r****t
发帖数: 20 | 7 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will again expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC, London, Shanghai
and other global locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics ... 阅读全帖 |
|
x******j
发帖数: 45 | 8 一般有一定基础申请把握比较大。 marketing 里面有分 consumer behavior,
marketing strategy等方向。 比如consumer behavior巴, 和psycology的一些方向
share 完全一样的 A journal. (A 就是最好的意思，还有B+, B-, etc). methodology
用得比较多experimental design. 如果有这方面背景可以直接联系相关老师。channel
阿 strategy阿， 具体topic很多， 方法上用很多 econ 的东西。 如果你
econometrics学得好并且有实际运用经验， 加分， 也可以直接找相关老师联系。
Theory方面很多也是从econ来的。 比如老老年的 tce, agency. etc. 都是econ里面不
算主流的， 到了marketing成宝贝了， 整天williamson啥的。 这么说可能有点难听了
， 其实是为了说明一个问题， 就是B-school从来都是赶时髦的。 像老kotler这样的
老师就不用跟了， 真正做research还是要找方向新的年轻老师 |
|
x******j
发帖数: 45 | 9 一般来说，工业界工作的经验对将来的研究用途和录取你的作用不是很大。 除非你做
到c-level, 或者在大的consulting firm。 录取最重要的是看你的基础训练， 比如我
以前提到过的 econometrics, experimental design之类， 你有基础的话算是明显的
加分项。
至于将来打算出去做 consulting, 千万不要说阿， 大忌， 呵呵。
祝好运 |
|
j****j
发帖数: 270 | 10 有对quant trading感兴趣的同行吗？
这里有对quant trading尤其是time series, econometrics,data-mining的金融应用感
兴趣的吗？
我们一起来组建一个学习小组吧。
我们先站内联系。。。 |
|
T******s
发帖数: 617 | 11 Chicago郊区的信用卡公司，sponsor H1B/greencard，目前有若干Risk management,
Statistical analysis的openning。 有兴趣的可以发简历到t********[email protected]。
我会根据你的background给你发match的job description.
Required Skills:
1. Masters degree in quantitative disciplines (economics, econometrics,
mathematics, statistics, engineering, computer science, etc.) preferred.
2. Minimum 1-2 year working experiences in data analysis and statistical
modeling
3. Proven team player with excellent communication skills and ability to
work effectively i... 阅读全帖 |
|
r****t
发帖数: 20 | 12 Job Description
A major investment bank is expanding its trading book risk analytics team in
Tampa, Florida.
In this role, you will work closely with teammates in NYC and other global
locations to develop state-of-the-art quantitative risk models for multiple
asset classes.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Good knowledge of the basic concepts in finance, such as bond math, common
deriv... 阅读全帖 |
|
r****t
发帖数: 20 | 13 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will further expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC and other global
locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Go... 阅读全帖 |
|
r****t
发帖数: 20 | 14 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will again expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC, London, Shanghai
and other global locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics ... 阅读全帖 |
|
n**********e
发帖数: 108 | 15 【 以下文字转载自 Statistics 讨论区 】
发信人: noodlenoodle (面条), 信区: Statistics
标 题: 工作机会
发信站: BBS 未名空间站 (Tue Jan 15 17:45:55 2013, 美东)
Leading Ad Agency is looking for candidates for the Director of Modeling
Team. An advanced degree in econometrics, statistics or related field is
preferred. Minimum of 8 years of modeling experience. 工作地点在Atlanta, 包
含relocation package.
如感兴趣请将邮箱留下，我可以发具体职位信息给你。 |
|
r****t
发帖数: 20 | 16 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will further expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC and other global
locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Go... 阅读全帖 |
|
r****t
发帖数: 20 | 17 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will again expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC, London, Shanghai
and other global locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics ... 阅读全帖 |
|
r****t
发帖数: 20 | 18 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will further expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC and other global
locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics or physics;
- Go... 阅读全帖 |
|
r****t
发帖数: 20 | 19 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will again expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC, London, Shanghai
and other global locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics ... 阅读全帖 |
|
p**********u
发帖数: 15479 | 20 【 以下文字转载自 Dreamer 讨论区 】
发信人: Dreamer (不要问我从哪里来), 信区: Dreamer
标 题: 我曾经也是商科小硕
发信站: BBS 未名空间站 (Fri Aug 30 23:18:46 2013, 美东)
不知道这版上怎么沸沸扬扬都是商科小硕的话题啊。
偶曾经也是啊。
俺GMAT top 1%，
托福好像是640/670，我觉得也不错了是吧。
GPA都是3.9 plus啊。
后来PH.D了。
那我就是一个曾经小硕的PH.D了。
那我就讲讲PH.D和小硕的区别吧。
读硕士的时候，确实很大爷，交钱的啊。学习也蛮用功的，不过大多课没用。现在想想
最有用的也就两门课，一门财务管理，至少让我明白了时间价值，各种证券的估价。一
门就是econometrics，让我打好了一些基础。上课是很忙的，一年的program上10几门
课。想想也知道没时间旅游贴照片了。
然后就PH.D了。PH.D前两年也很忙，也是一个学期4,5门课的架势。PH.D学的东西比较
理论。去数学系，经济系一起上课。很多东西都是自己跌打滚爬，自个琢磨。和硕士项
目完全不一样。上课考试不是问题，... 阅读全帖 |
|
M****7
发帖数: 13407 | 21 。。。。。。
应该是econometrics里的作业，应该还是计量里面最简单的一门。excel就能做，要用
啥sas, R? |
|
N********m
发帖数: 107 | 22 【 以下文字转载自 JobHunting 讨论区 】
发信人: Nightstorm (Swordblade,Nightstormy, Icyriver), 信区: JobHunting
标 题: Credit and Portfolio Risk Manager Positions
发信站: BBS 未名空间站 (Fri Sep 19 12:31:20 2014, 美东)
Two openings in a major bank mortgage business'portfolio risk group.
Requirements: MS/PH.D. in Stats, econ or math.
Experience in using econometrics/statistical models
Good at SAS programming and statistical modeling.
Please send message to me if you are interested. |
|
j****j
发帖数: 270 | 23 有对quant trading感兴趣的同行吗？
这里有对quant trading尤其是time series, econometrics,data-mining的金融应用感
兴趣的吗？
我们一起来组建一个学习小组吧。
我们先站内联系。。。 |
|
n*********n
发帖数: 4 | 24 大家好！
我们希望为广大同学和朋友提供一个互相近距离接触与交流的舞台，无论是一个即将走
出象牙宝塔、迈
向社会大学的学子，还是一个已经初识人间百态、游走商场企业的职者，相信在彼此理
念与经历的碰撞中，可以
在茫茫职海中点燃一座座新的航标。
为此，天津大学（北洋大学）北美校友会特举办 “北洋论坛”之“职海导航”。届时
，我们将邀请在学术、金融、IT、工程、化学制药等各个领域的资深天大校友及各界友
人作为活动的嘉宾，与大家一起探讨各专业职场的发展趋势、交流工作经验、传授工作
秘诀， 为广大朋友的职业发展打造更好的平台。
活动时间： 5月19日下午 1:30 – 4:00
活动地点： Student Lounge, Mount Sinai Medical Center (1190 5th avenue, btw
98th and 102nd St , New York
活动费用： 学生免费，建议在职人士捐赠小额费用（$5)
活动流程：1:30 – 3:00 Panel discussion;
3:00 – 4:00 Networking；
After 4:00 Dinn... 阅读全帖 |
|
w********u
发帖数: 108 | 25 哪位有 using eviews for principles of econometrics 4th，是第四版，网上找的都
是第三版，如果有第四版的，告知一声，租、卖均可，价格协商，电子版尤佳！多谢啦
！！ |
|
y*****n
发帖数: 5016 | 26 【 以下文字转载自 Delaware 俱乐部 】
发信人: yuxuxin (开水泡妞), 信区: Delaware
标 题: Hiring 2 model managers (more details)
发信站: BBS 未名空间站 (Fri Aug 22 09:24:40 2014, 美东)
Job Title: Model Manager
Location: Wilmington, DE
Job Summary:
The incumbent will be a key member of a new team which dedicates to model
management and development across different credit card portfolios in US.
• Communicate with strategy teams to understand the strategies and
business and then identify the areas where models can be built ... 阅读全帖 |
|
y*****n
发帖数: 5016 | 27 Job Title: Model Manager
Location: Wilmington, DE
Job Summary:
The incumbent will be a key member of a new team which dedicates to model
management and development across different credit card portfolios in US.
• Communicate with strategy teams to understand the strategies and
business and then identify the areas where models can be built or improved
to serve strategies and business better.
• Develop new models from scratch.
• Create templates for model performance mon... 阅读全帖 |
|
y*****n
发帖数: 5016 | 28 【 以下文字转载自 Statistics 讨论区 】
发信人: yuxuxin (开水泡妞), 信区: Statistics
标 题: Hiring two model managers (one filled, one still open)
发信站: BBS 未名空间站 (Tue Nov 11 10:14:01 2014, 美东)
Will transfer H1b but not sponser greencard (sorry)
Formal job description can be found at www.tdbank.com (REQ #: 70288BR) and
it is pasted below:
Location
Wilmington - Market Street
Department Overview
North American Credit Cards and Merchant Services (NACC&MS) organization was
formed in Fall 2011 and brings together the cre... 阅读全帖 |
|
u****z
发帖数: 43 | 29 10$ 一本。
Fundamentals of Logic Design
Matrix Analysis and Application
Computer Networking
Digital Communications 4th edition
Convex Analysis and Optimization
Adaptive Filter Theory
Signals and Systems
Introductory Econometrics 2e
Money, Banking & Financial Markets
.....
书的封面可以看这个google photos：
https://goo.gl/photos/gkC7xMhCDkTKQoyLA
书在Fremont Ardenwood 区。 |
|
h****n
发帖数: 298 | 30 招一名统计方面的analyst
Location: Redmond, WA (Local candidates preffered.
QUALIFICATIONS/SKILLS
Analytical Requirements:
• Master in Statistics or related field (mathematics, statistics,
operations research, economics, actuarial science or finance)
• Excellent quantitative/analytical skills
• Knowledge of statistics is a must
• Knowledge of econometrics, operations research and finance
preferred
Field Experience
• At least 2 year experience in SAS, Modeler, ... 阅读全帖 |
|
r****t
发帖数: 20 | 31 Job Description
With recent approval for additional headcounts, the Risk Analytics Team of a
major investment bank will again expand its presence in Tampa, Florida.
In this role, you will work closely with teammates in NYC, London, Shanghai
and other global locations to develop state-of-the-art quantitative risk
models for multiple asset classes in the trading book.
Qualifications
- A graduate degree (PhD preferred) in a quantitative field, such as applied
mathematics, statistics, econometrics ... 阅读全帖 |
|
TX
发帖数: 468 | 32 The Senior Statistical Analyst requirement:
•Fresh PhD preferred in statistics or econometrics
•Demonstrate excellent knowledge of time series analysis, use of SAS
Data Steps or SQL query and advanced skills in MS Excel.
Support Sponsorship
Locate in Dallas, TX
PM if interested |
|
y*****n
发帖数: 5016 | 33 【 以下文字转载自 Statistics 讨论区 】
发信人: yuxuxin (开水泡妞), 信区: Statistics
标 题: Hiring two model managers
发信站: BBS 未名空间站 (Thu Sep 25 13:22:40 2014, 美东)
Job Title: Model Manager
Location: Wilmington, DE
Job Summary:
The incumbent will be a key member of a new team which dedicates to model
management and development across different credit card portfolios in US.
• Communicate with strategy teams to understand the strategies and
business and then identify the areas where models can be built or improv... 阅读全帖 |
|
d*****s
发帖数: 1407 | 34 【 以下文字转载自 JobHunting 讨论区 】
发信人: dollars (look what look), 信区: JobHunting
标 题: Sr. Economist Openings.
发信站: BBS 未名空间站 (Sun Aug 19 23:31:58 2012, 美东)
two openings, preferred location will be DC, but might be able to choose
other locations.
Sponsor H1b, GC.
Send you resume to b******[email protected] if interested.
The Economist Senior forecasts, analyzes and documents economic conditions
affecting industry and/or business groups of an organization.
Performs complex modeling including statistics, decisi... 阅读全帖 |
|
|
y*****n
发帖数: 5016 | 36 【 以下文字转载自 Delaware 俱乐部 】
发信人: yuxuxin (开水泡妞), 信区: Delaware
标 题: Hiring 2 model managers (more details)
发信站: BBS 未名空间站 (Fri Aug 22 09:24:40 2014, 美东)
Job Title: Model Manager
Location: Wilmington, DE
Job Summary:
The incumbent will be a key member of a new team which dedicates to model
management and development across different credit card portfolios in US.
• Communicate with strategy teams to understand the strategies and
business and then identify the areas where models can be built ... 阅读全帖 |
|
y*****n
发帖数: 5016 | 37 【 以下文字转载自 Statistics 讨论区 】
发信人: yuxuxin (开水泡妞), 信区: Statistics
标 题: Hiring two model managers (one filled, one still open)
发信站: BBS 未名空间站 (Tue Nov 11 10:14:01 2014, 美东)
Will transfer H1b but not sponser greencard (sorry)
Formal job description can be found at www.tdbank.com (REQ #: 70288BR) and
it is pasted below:
Location
Wilmington - Market Street
Department Overview
North American Credit Cards and Merchant Services (NACC&MS) organization was
formed in Fall 2011 and brings together the cre... 阅读全帖 |
|
s********e
发帖数: 255 | 38 Please send a resume and a sample of your work to [email protected]
/* */ if
interested (请不要给我发站内信，我不常上站). Sorry, no visa sponsorship.
An immediate opening.
Responsibilities include:
Raw data collection
Data processing and cleaning
Data mining
Exploratory data analysis and modeling
Production of high quality data tables, charts, and advanced data
visualizations.
The ideal candidate will have at least 5 years’ professional experience in
data programming and analysis, an... 阅读全帖 |
|
y****t
发帖数: 9189 | 39 统计工具不难，谁都能用，但是怎样来解释统计结果却有很大的学问。
假设我们得到数据，1999-2009年时间，kobe得40+胡人的胜率从统计意义上低于kobe得
分40-的胜率，看清楚，
是统计意义上低于。那么我们是否就能得到结论，说kobe飙高分就一定对本队造成伤害
呢？显然不能。
举一个例子，假如kobe得到高分都是队友月经不调的时候。队友月经不调导致球队战绩
糟糕，也导致队友不愿意出手
而kobe出手和得分增加。可以看到，kobe高分和战绩糟糕由同样的因素造成，故而我们
能观察到显著的正相关。但
是，这样的显著正相关却并不代表因果关系。
这种问题在econometrics里面有一个专有名词，叫作内生性。
写一个简单的模型来说明这一点。假设 Y = Xb + e, 其中b是我们感兴趣的参数。在我
们这个例子中，Y是胡人胜率，X
是kobe高分。我们希望知道b是否是大于零。如果我们有数据（Y，X），而e是我们不可
观察到的东西，比如队友月经
是否不调。当e的条件期望E（e|X）=0的时候，我们可以直接计算（Y，X）的相关系数
，它和b的符号一致。然而，
当E（e|X）|=0 时，（Y |
|
m*********n
发帖数: 2507 | 40 呵呵，叉鱼胸牛啊， 学econometrics的？ |
|
D******6
发帖数: 6211 | 41 【 以下文字转载自 Statistics 讨论区 】
发信人: Doha2006 (花猫), 信区: Statistics
标 题: 请教matlab non-linear optimization的问题
发信站: BBS 未名空间站 (Fri Jan 7 23:39:25 2011, 美东)
我需要用一个non-linear optimization function来estimate一个model，近似于logit
model，用maximum likelihood estimation。
如果用maxlik，其实这是一个min函数，就是名字叫max，从这个网站下载的，http://www.spatial-econometrics.com/
结果有点奇怪，不是指我的model参数奇怪，而是maxlik输出的结果如下：
CONVERGENCE CRITERIA MET: Change in Objective Function
iteration function value dfunc
0 2301.06004... 阅读全帖 |
|
r********r
发帖数: 11248 | 42 你不是在统计板求助了吗？没人帮你?
能描述一下你想要优化的函数吗？dfunc 是 gradient 吗？ 是 constained
optimization 还是unconstrained ?
logit
econometrics.com/ |
|
o*******6
发帖数: 6113 | 43 我也觉得。别的不说，就econometrics和stochastic calculus就够多数理工科wsn消化
一阵子
了。
贪版在街上做quant吗？ |
|
e****t
发帖数: 17914 | 44
这里有人做 structural econometrics的不？ |
|
w*******2
发帖数: 25 | 45 张无忌的贝叶斯世界(Bayesian world) 及其他
最近周末两天复习了93年台视版的倚天屠龙记。每年的必修课。
整部戏后半部分的主要焦点在于张无忌与赵敏之间的爱情线。张无忌对于赵敏的到底是
不是抢刀杀人的凶手的判断这件事情上，可以发现Bayesian econometrics其实可以很
好的刻画一个人对事件的observation以及他的perspective of that observation.
假设张无忌初初对于赵敏的怀疑度为P(A), 就是在此时还没有抢刀杀人事件发生。然后
，在一个荒岛上，发生了抢刀杀人的事件B，现在对于张无忌个人来说，他并不知道谁
是凶手。于是乎，他自己在主观上对赵敏是不是抢刀杀人的凶手有一个判断，即P(B/A)
, 通过剧情我们可以看出来这个概率是相当低的，因为张无忌根本不愿意相信赵敏是杀
人抢刀的凶手。他对赵敏的态度为：P(A/B) = P(B/A)*P(A)/P(B)---equation(1), 因
此，p(B/A)很低，假设杀人抢刀这件事发生与否和赵敏一点关系也没有（事实的确如此
，因为纯粹是周芷若想要光耀峨嵋派），那么P(B/A)=P( |
|
|
i****5
发帖数: 188 | 47 【 以下文字转载自 Dreamer 讨论区 】
发信人: sadrain (雨做的云), 信区: Dreamer
标 题: Eamon, let me know.
发信站: BBS 未名空间站 (Thu Aug 23 09:50:38 2012, 美东)
Eamon,
My weight is keeping decreasing, I'm learning Japanese an hour each day
and for Greene's book, I started from scratch again. Now 8 pages from
finishing the appendix A. I'm paying my effort. This time, I won't give up
on the half way.
But, can you tell me, are you ready to pay the indemnity for II World
war to P.R.China?
If so, how much are you ready ... 阅读全帖 |
|
