c**********g
发帖数: 125 | 1 【 以下文字转载自 JobHunting 讨论区 】
发信人: charleshuang (charles~), 信区: JobHunting
标 题: 请问NY的MUREX的工作环境怎么样
发信站: BBS 未名空间站 (Sun Aug 5 19:23:00 2012, 美东)
是法国公司，听说主要是support role，请问他家的工资和福利怎么样？另外life
balance怎么样 |
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j***n
发帖数: 125 | 2 murex as in trading solution?
it is a black box solution, hard to customize(or very expensive)
that is all i know:) |
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d********e
发帖数: 25 | 3 You can contact me for Murex information. |
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W****W
发帖数: 508 | 4 Murex大家觉得怎样？感觉好像不是个quant之类的工作啊 |
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d********e
发帖数: 25 | 5 If you do murex integration and are involved in a front-office project, you
will be definitely dealing with FO quants. |
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l**********r
发帖数: 12 | 6 murex是个法国公司 在金融软件供应商里算做的数一数二了
在巴黎招人很多 不过听一个在里面做IT的老师说 招quant很少 |
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m*********g
发帖数: 646 | 7 Murex的研发都应该在法国吧，
认识一个里面的人，说美国这边的工作“一点都不QUANTITATIVE，大部分是客服。纽约
130多个人中，只有一个PHD” |
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c**********g
发帖数: 125 | 8 是法国公司，听说主要是support role，请问他家的工资和福利怎么样？另外life
balance怎么样 |
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h*****g
发帖数: 944 | 9 下周要去面murex contractor developer position.
谢谢了 |
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y********e
发帖数: 93 | 10 Murex consulting?
Execlian?
12
ICC |
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k****a
发帖数: 4162 | 11 明天安排面试的话当场问问吧
话说各位如果做IT的话可以看看murex的公司
做金融系统和软件的
有个认识的人在里面工作
感觉工作比较轻松也比较有米
不过和投行比就不太清楚了 |
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ET
发帖数: 10701 | 13 【 以下文字转载自 LosAngeles 讨论区 】
发信人: tightbinding (人在哪！人在哪！), 信区: LosAngeles
标 题: Job Openning --- Quant Developer
发信站: BBS 未名空间站 (Mon Jan 29 23:49:05 2007)
The market risk management department in a top insurance and financial service
company is recruiting a quantitative developer. An ideal candidate should
have 2+ years programming experience in industry. Good math, good
communication skills. Experience in financial industry, acquaintance in
software Moses/Murex/Bloomberg would be a plus. Must be |
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z*********i
发帖数: 146 | 15 呵呵 感谢 上次一面试 问到我这个软件 我都没听说过~~~ |
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b******k
发帖数: 58 | 16 A) take a data set of any time-series variable Xt. Xt could be
normally
distributed or not (just make sure all the elements in your set are
positive) - poisson, power law, pick a distribution.
(1) estimate the annualized standard deviation of Xt (call it Sx).
This
is our estimate of the "normal vol."
(2) take the logs (Xi+1/Xi), yielding a "new" data set Zt [with one
less
element], and estimate the annualized standard deviation of Zt (Sz
by
the same convention) - the "lognormal vol."
- what is |
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c**********e
发帖数: 2007 | 17 why Z_t is one less element than X_t. As Z_t=log(X_t+1/X_t), aren't
the number of elements the same?
Does "the annualized standard deviation of Xt" mean "the annualized standard
deviation of return of Xt"? Otherwise, how is it annualized?
Thanks. |
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p*******i
发帖数: 309 | 18 if time interval is a year, it is vol_annulized,
if a day, there is sqrt(days a year)*Vol_daily. Am I right??
niu niu shows me some light!!
And How about B, confused！！！！！！！！！！！！！ |
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t********n
发帖数: 10 | 19 answer to B (not sure):
if f(x) is concave, {a1 * f(x1) + a2 * f(x2) + ... + an * f(xn)} < f(sum(ai
* xi)), where sum(ai) = 1
f(x) = log(x + 1/x) is concave on x > 1 (looks in this question, x > 1)
so, Zt < log(Xt + 1/Xt) |
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l********n
发帖数: 5 | 20 For A, I suppose the question should be:
(1) ...
(2) take the log[X(i+1)/Xi], hence yielding one less element inside the new
data set.
Any one got the solution for this question? |
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b******e
发帖数: 118 | 21 What's position? Is it entry-level or experienced? |
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z****i
发帖数: 406 | 22 A) normal_vol is approximately lognormal_vol*mean(Xt) ?
B) If the spot price is given, we can find the implied vol for each K. If
implied-vol is roughly flat across K, then market-implied distribution of
the underlying is lognormal. If implied_vol*K is roughly flat across K, then
the market-implied distribution of the underlying is normal. |
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a****y
发帖数: 4 | 23 I guess:
(1) calculate covariance matrix of Xt(assume column vector), R=E{Xt*Xt'}, if
the eigenvalues of R are the same or very close (depends on the length of
Xt), then we may say r.v. in Xt are normally distributed; std = sqrt(
eigenvalue) |
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a*****r
发帖数: 63 | 25 在网上很难找到, 不知谁有这方面的资料,分享一下,多谢!! |
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b*******r
发帖数: 32 | 27 Did you ask what's your responsiblity and nature of the job? You can tell
from the answer. |
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W****W
发帖数: 508 | 28 问问？俺是做ｍｕｒｅｘ集成的。不晓得将来会有什么发展。 |
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f*******g
发帖数: 86 | 29 do you know Elva, she works in NYC. |
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s**a
发帖数: 178 | 30 Dear all,
I'll be in NYC next week (hopefully the piggy flu doesn't get worse) to meet
candidates, see position details below, happy to chat over the phone/in
person and talk about HK/China market in particular.
[NYC/CT]multi bn hedge fund: high-freq trader+entry-level financial engineer
[NYC]top global investment bank: commodity strategist
[Tokyo/HK]top asian investment bank: algo trading quant/strat
[HK/Singapore]top hedge fund: murex financial engineer+stat arb trader/quant
[Beijing/HK]top Ch |
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s********a
发帖数: 1100 | 32 NY的office就是一层楼
老中老印各半
零星几个pp mm |
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z*********i
发帖数: 146 | 33 呵呵 我是上次有个面试 被问到 用没用过这个软件 我直接是没听说过啊 茫然中~~~~ |
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z*********i
发帖数: 146 | 34 既然是数一数二 为什么网上关于这个软件按的介绍材料很少啊
迷茫中~~~ |
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c*********u
发帖数: 361 | 35 Two options: start a hedge fund (DE Shaw, two sigma, etc) or financial softw
are company (murex, imagines, etc)
My current company was founded by several senior quants. It's clear that
their frustration at IB is that traders generate the money and pay everybody
else.
In the book "My life as a quant" it is mentioned that it's every quant's dre
am to produce something that can generate money in measurable dollars. |
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s******o
发帖数: 69 | 37 是啊....听说他们的交易系统全球排名第一.工资待遇如何呢? |
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l*******z
发帖数: 108 | 38 请问你们优化器 是自己通过matlab和C++搞定的吗？
没有用barra，Axioma,Murex之类的第三方软件吗？ |
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L*******t
发帖数: 2385 | 39 二叉树也能算高维的，不过需要用逼近的方法近似计算资产组合的dynamics
如果这个是你的问题的话。
MC方法我觉得implement很方便呀。。Murex里面计算就有很多方法可以选，比如MC |
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l*******e
发帖数: 1 | 40 小弟最近在换工作，看到上面几家公司有engineer和tech consultant的职位，主要职
责是售前对销售人员进行技术支持。涉及各种衍生品定价，风险计算和编程。工作需要
至少一半时间出差。
想问问板上有人做过这样的工作吗？感觉这个职位好陌生。什么都做，但又什么都做不
精的样子。不知道这算不算quant的范畴，还是销售的范畴。以后发展前景好吗？
本人是MFE毕业，有3年developer工作经验。 |
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