b***k
发帖数: 2673 | 1 ☆─────────────────────────────────────☆
echostate (AI) 于 (Sun Sep 16 00:16:09 2007) 提到:
Somebody divides quants as two broad categories: one in quantitative equity/
market microstructure and one in derivatives pricing/risk management.
What's the major difference between these two kinds of quants:
All need strong stochastic calculus, statistics, and programming skills? Or
they have different concentration on skills?
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scarface (人生犹如一场电影) 于 (Sun Sep 1 |
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a***m
发帖数: 74 | 2 With two-years experience as a quant analyst in Fixed Income area, what can
the person do for next step? Would it be different if one has two-years in
Equity research?
Thanks for your comments. |
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b***k
发帖数: 2673 | 3 ☆─────────────────────────────────────☆
yanagi (myjob) 于 (Fri Jun 6 11:40:41 2008) 提到:
Eng PhD，renewable energy研究背景，想转行做IB的equity research。本身对于能源
领域很感兴趣，也给小hudge fund做过industry analysis. 不过金融方面近乎文盲。
所以想请教各位前辈，做这个职位需要准备哪些知识，有没有什么经典的书可以推荐读
读？还有，不知道CFA有没有帮助，想报12月的level 1.
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ssf05 (砖头很大) 于 (Fri Jun 6 12:52:22 2008) 提到:
可算碰见一个同背景的
我是thermal engineering的
报了12月的CFA
另外考了一个欧洲的CIIA,过了
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QuantCareer (QuantCareer) 于 |
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k***n
发帖数: 383 | 4 我现在在做EQUITY RESEARCH的实习，
有些问题不是非常清楚。
做这RESEARCH的买家似乎不明确啊。
比如你研究个公司 MASTERCARD吧，
你给客户你的研究报告，肯定不收费，
但客户不一定买这公司的股票啊。
是什么决定应该研究哪个公司，哪个INDUSTRY呢？
然后学校的数据库能看到一些公司的研究报告，
比如LDK的报告，有DEUSCHEBANK的，OPPENHAIMER的，等等，
这些报告难道是要出钱买的？ |
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S*****n
发帖数: 54 | 5 could anyone share some insights on these 2 career paths? They sound almost
the same to me. Reading SEC filings, perform industry comparisons, etc.
Thank you.
Also, in today's market, which career path has more job security? Last year
BOA fired hundreds of equity analysts, including the price-winning start
analysts. |
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m*******g
发帖数: 3044 | 6 I will have an interview with a bank for equity research analyst position
next week. Never worked in this field before. Can someone give me some
information about this job. What do you do every day? what is the most
interesting thing in your job, and what is the most frustrating thing in
your work? How about work hours per week? 60 hours/week? Compensation
package?
I also want to know what questions would be asked during the interview?
Thank you very much |
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a*********t
发帖数: 13 | 7 equity research analyst title is for ppl with industry experience in covered
sectors, e.g. semi, biotech, auto, especially in sell-side. It is more for ppl with MBA/CFA than for ppl with financial eng. background. |
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b********e
发帖数: 1040 | 8 For equity analysts, "quantitative skills" are not essential (high school
math and some excel will suffice).
What is more important, in my point of view are (for sell side):
1) Your understanding in one particular industry. For example, if you have a
degree in mining, then you may be a good candiate for the mining industry
analyst. Some more general sectors don't have such requirement.
2) Your research ability in terms understanding and forecast macroeconomic environment and industry prospect.
3 |
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w*******t
发帖数: 217 | 9 我看是你有问题。过去的一年里留下了你除了在这里作了无数广告，还干了什么。我是
在请教专家，你这种人不配跟贴。
大家请谈谈对private equity valuation approach 的见解 |
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b***s
发帖数: 108 | 10 建议看paper
e.g.
"The performance of Private Equity funds" (2008)
by Ludovic Phalippou and Oliver Gottschalg.
Review of Financial studies |
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c**a
发帖数: 316 | 11 【 以下文字转载自 Stock 讨论区 】
发信人: ccca (cc), 信区: Stock
标 题: Re: Equity Option Programming (转载)
发信站: BBS 未名空间站 (Tue Nov 3 23:53:13 2009, 美东)
in fact, i know the answer.
even if for exchange member, if the order is routed through ORS system,
there is a cancellation fee.
CBOE began to impose such fee, in 2001, that was $1.00.
Now it is $2.00.
That explains some brokerage only allows u to set option price w/ 0.05 step
size. |
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z****u
发帖数: 185 | 12 develop model and code to calculate the price and greeks of equity
derivatives, such as basket option, Asian option, cliquet, range accrual,
variance swap, and so on. |
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c****m
发帖数: 25 | 13 30出头的猥琐男，现在有ACCT的硕士，如果念个Acct PHD，做Equity Research 方面的
研究是不是可行？ 请大家给出出主意，谢谢了。
就是对财务报表感兴趣，EquityResearch比较感兴趣，希望能好好地研究一下这个领域
。。。
请同志们拍！ |
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x*******a
发帖数: 80 | 14 job description from the credit role:
Description: We are a multi-national, middle-office, financial derivatives
team of 25 people based in three locations world-wide. The team covers all
aspects of model validation, model-related issues in trade approvals and
reserves for interest rates, equity, FX and credit products, assessment of
the impact of models on valuation, market, and credit risks. Together with
other teams, it also develops methodologies for aggregating market, credit
and operationa... 阅读全帖 |
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x*******a
发帖数: 80 | 15 忘了说，还有一个rates的职位，在纽约附近
Description We are a multi-national, middle-office, financial derivatives
team of 25 people based in three locations worldwide. The team covers all
aspects of model validation, model-related issues in trade approvals and
reserves for interest rates, equity, FX and credit products, assessment of
the impact of models on valuation, market, and credit risks. Together with
other teams, we also develop methodologies for aggregating market, credit
and operational risks to provide... 阅读全帖 |
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l*y
发帖数: 565 | 16 只有一点统计背景，本科在国内学的金融，最近刚拿到一个面试是sell side
quantitative equity research analyst，不知道他们会有多quant？我不会C++,
stochastics之类的东西……有没有做这一行的牛人来提供点经验？多谢！！ |
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b******7
发帖数: 2033 | 18 一般range是多少呢？private equity的前景如何呢？麻烦牛人告知，谢谢。 |
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m*******r
发帖数: 4468 | 19 还有convertible bonds debt or equity? |
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P*****s
发帖数: 758 | 20 preferred share还是equity
即使convertible也还算是bond，破产分家的时候它还是优先 |
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v*******y
发帖数: 1586 | 21 今天电面了个ASSET MANAGEMENT的equity quant research组的intern
感觉还可以
他们主要是用VBA和MATLAB去builds, back tests and monitors quantitative stock-
ranking models
给PORTFOLIO MANAGER一些QUANT SUPPORT
有没有大侠指点一二 |
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v*******y
发帖数: 1586 | 22 听说EQUITY相关的QUANT OPENNING比较少？ |
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L******g
发帖数: 1371 | 23 最没有前途
因为做equity 不需要数学好，门槛低，好多quanlitative 的也做的很好。
用的数学不多，
opening 不多。 |
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J*****n
发帖数: 4859 | 24 都是要写报告的。
文法不好，没戏的。
举个例子，我早年面过td bank的一个类似的职位（但title是偏quant的），然后让我
发一篇写作的sample过去，就没有下文了。
如果真有兴趣，买本equity research的写作书认真的研究一下，准备好个两三篇范文
，花个一年时间去听听mba的课，认识点相关人士，等过两年ib缓过来了，说不定有希
望。 |
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A*****s
发帖数: 13748 | 25 equity research和理科有毛关系。。。 |
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m********l
发帖数: 4394 | 26 好的。
不过Equity Research好像只有在Independent Research House和Hedge Fund里面有了吧
IB好像不太请人， 因为前几年Chinese wall崩溃了 |
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l*******1
发帖数: 113 | 27 RT,
听说他们的equity derivatives 很强 是这样嘛？
how do BNP, socgen and Credit agricole compare with the bulge bracket banks? |
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l***m
发帖数: 920 | 28 lol人家被降级的又不是因为这个。
BNP光比equity derivatives的话和SG没法比。 |
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J**********y
发帖数: 1891 | 29 听说VaR不是很有用，对于Equity fund/book来说；
而是基于factor model的，
但我不太清楚具体怎么基于factor model比如BARRA来做这个risk management,
怎么对付jump risk的呢？
还请高人指点。非常感谢。 |
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J**********y
发帖数: 1891 | 30 thanks...
i am looking for 实际equity fund中实用的risk management方法。。。
他们用financial modeling with jump process吗？
听起来有点象是sell-side derivative的东东。。。 |
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c*****u
发帖数: 19 | 31 前几天拿到了MS equity derivative group的summer intern的offer，想听听版上的人
的意见。
本人phd, background是PDE+stochastic calculus.
对wall street，不同的公司，不同的组以及不同的职位知道的都很少。想问下这样的
sell
side的quant position工作有没有意思，潜力大不大。
前面有人回帖说光问问题不回馈的很极品......额。由于签了协议，就不漏题了。
谢谢大家了！ |
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D********n
发帖数: 978 | 32 Com'on, it is a French bank closing equity derivatives business. |
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g******r
发帖数: 347 | 33 Equity research associate和investment banking associate区别有多大？
在salary和career path上？ |
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s******r
发帖数: 324 | 34 你们这些人都不好好回答问题,investment bank associate的career path稳定的多,
associate,VP bonus 拿的比equity research associate多不少,不过时间也很长,缺点
是中国人没有network,除非回香港或者大陆,很难做到MD level. |
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m*********n
发帖数: 48 | 35 这个版上有做Equity research的么？
这个career怎么样？ |
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m*********n
发帖数: 48 | 36 这是我的情况，面试了一个中型银行的Equity research的位子
director很喜欢我的样子，拿到这个offer的机会很大
但是我有很多的concern：
1，我是想最终去PE，电话和几个PE谈过，他们虽然客气的说我的background和他们fit
，但是说我没有直接的buy side，sell side的经验。所以我现在才再找这种bank的位
子.我想知道EB的经验在PE公司count么？
2.但是据我知道的EB在整个sell side算是不好的career，挣得比IB少，时间更长，而
且未来出路很窄，想问问有没有版上哪位是在做这个的。
3。国内有做这个的么？将来有没有回国的希望
谢谢
from
bank |
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L*****k
发帖数: 327 | 37 equity research的面试主要问些什么呢？
其实这块在国内应该说是很hot的，虽然可能国内的ER很多靠消息，和这边有些区别
PE感觉比较少找fresh，大都找有经验的人，有木有在PE里的大牛出来说说
fit |
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v*******g
发帖数: 334 | 38 就两者的行业/市场发展来看，哪个好？
假定给的报酬都差不多，个人在组里的发展前景也差不多。
初次入行，对行业发展比较看重。譬如，你若选了做Capital Structure trading desk ，以后多半一
直在这一行做了，当然不排除转去equity trading desk的可能 |
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l*******z
发帖数: 108 | 39 请问哪里可以找到
transaction cost for us equity trading for different trader group:
retail investor, professional trader
？
Many Thanks |
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p*****s
发帖数: 169 | 40 An established Equity Analyst at a top-tier firm is currently looking for an
associate. Requirement:
1. MBA from Top 15 Business School.
2. Excellent writing and communication skills. Excellent Excel Modeling
skills.
3. A passion to learn about Biotech/Pharmaceutical Industry.
4. If a candidate has more than 7 years Pharma/Biotech industry experience
and a Ph.D. degree, the MBA requirement may be waived.
If interested, please send your email to d*******[email protected] |
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l******y
发帖数: 313 | 41 我参考了精华区的推荐书，还是不太sure哪些书比较好，尤其是那些书是偏quant的，
有没有侧重讲strategy和相关model的书，最好是equity和fixed income方面各推荐些
，多谢！ |
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b*******d
发帖数: 750 | 42 比如Wells Fargo里面的equity analyst，大概一年的package有多少?
多谢指点。 |
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e*****r
发帖数: 700 | 43 Equity analyst 多半是收购前的AG Edward,在Saint Louis. |
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s*******n
发帖数: 66 | 44 是equity underlying 和各种derivative的组合吗？ termsheet是什么呢？ 多谢. |
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P****d
发帖数: 369 | 45 请教下，equity strat做什么的？对股票进行建模么？还是是股票衍生品？ |
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C*A
发帖数: 63 | 46 Equity Strats 好些。主要分析股票投资策略，是front desk job。 |
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w*****n
发帖数: 299 | 47 Equity strats 跟股票投资策略一看关系也没有，就是support
但是比risk model强 |
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p****a
发帖数: 4829 | 48 【 以下文字转载自 JobHunting 讨论区 】
发信人: jackbenze (jackbenze), 信区: JobHunting
标 题: Quantitative Equity Analyst是所谓的矿工么？bonus也有十几万么？
发信站: BBS 未名空间站 (Sun Mar 17 04:26:19 2013, 美东)
我一个同学做了这个，貌似是在一个小公司，不知道是不是所谓的矿工。bonus也是年
薪的100％么？
我想去他公司，现在不好意思说，想先了解下。 |
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C******n
发帖数: 9204 | 49 quant equity听起来像是跑regression那种工作。。。 |
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c******e
发帖数: 25 | 50 很好奇，买方都喜欢什么样的卖方？equity为例 |
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