j****c
发帖数: 19908 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: jjjstc (买买提就是一个垃圾处理站), 信区: Quant
标 题: 猎头公司发给我的关于高盛五个quant职位的email
发信站: BBS 未名空间站 (Tue Feb 15 14:09:32 2011, 美东)
两星期前发的，估计这人喜欢没事在各大学校物理系网站瞎逛，看到要毕业的就发
email，我第一次直接拖到垃圾箱里了，过了五天又发了一次。我对这个行业没兴趣，
今天刚知道这个版，转贴到这里，不知道这些信息是否有用
From: Clint Tankersley [mailto:c***[email protected]]
Sent: Monday, January 31, 2011 9:16 AM
To: 'j****[email protected]'
Subject: Clint / Ignited
jjjstc:
We’ve not spoken, so my name won’t be familiar. I visited your mitbbs Web
page, however, so I know you’re a physics Ph.D. student there. I’m a
headhunter with 12 years of experience recruiting technologists, technology/
project managers, business analysts, and quantitative professionals for
financial firms and technology companies here in metro NYC.
I noticed that you started the program in 2005, which means you should be
getting close to completing your degree. Do you expect to graduate in 2011,
and if so, when? Also, have you given any thought to working in quantitative
finance? I’ve pasted below five job descriptions for full-time openings I
have with Goldman Sachs in New York City that are appropriate for someone
with your credentials. Please review the information and reply with your
thoughts either way. Thanks.
1) Goldman Sachs: Swaps Strategist
FICC (team and job description)
Goldman Sachs Interest Rate Products is looking for a junior strategist to
join the Swaps trading desk. Strategists are at the intersection of finance
, markets, math, computer science, and programming. We are looking for a
strategist to work with the swaps traders to model, understand, and analyze
the products, markets, and risks of the desk. The position will also work
with our Information Technology group to design and develop trading, risk,
and relative valuation applications. In general, we are looking for a smart
, quantitative, commercial, problem-solving-oriented, “get-things-done”,
strategist for the trading desk.
Experience and Skills
• Excellent quantitative skills (typically evidenced by an
advanced degree in math, physics, computer science, engineering, economics,
etc.)
• Strong communication skills
• Strong programming ability
• Judgment -- ability to work on the trading desk under
significant time pressure & make trade-critical decisions
• Commercial awareness
• Enthusiasm, “go-getter-ness”, and drive
2) Goldman Sachs: Market Risk/MRMA Quantitative Analyst
"We are currently seeking an Associate candidate who will be a member of the
Derivatives Analysis (DA ) group within the Market Risk Management and
Analysis (MRMA) Department. The position is based in New York.
DA is a multidisciplinary group of quantitative experts focusing on
derivatives valuation and risk across all production areas. The group is
responsible for model risk, model validation and model control. Within DA,
we are expanding the team that is responsible for models of empirical risks,
such as potential credit exposures (PE), market risk (VaR, Value at Risk)
and operational risk.
Responsibilities
The responsibilities of the Associate can include:
Admissibility of Risk Models – Analyze if a given model solves the problem
for which it is intended, and if it is consistent with financial theory and
empirical facts. Which additional analyses would we like to see to convince
us of the admissibility of the model?
Evaluate Model Documentation – Compare model documentation produced by the
model developers against our standards. E.g.: Has the product been described
carefully? Is the content of the documentation sufficient for a competent
quantitative developer to implement the same model and to reproduce
numerical results within some numerical tolerance?
Analyze Tests – The developers of the model have to implement tests which
provide evidence that the functionalities as described in the model
documentation have been faithfully implemented. Evaluate the existing tests
for adequacy and completeness. Where appropriate, request additional tests
or modifications to the existing tests.
Model Risk – Assess and quantify the risk associated with the choice of
models that are used to measure risk. Identify alternative reasonable models
, implement them, and analyze the impact. Best judgment is to be relied upon
in identifying suitable methods for this analysis.
Range of Products – Coverage will range across all product areas, from
interest rate products, credit derivatives, equity derivatives, FX products
to commodities derivatives. The candidate will need to build expertise on
each of these areas.
Opportunities
In performing his/her job function the Associate will have the following
opportunities:
• Opportunities to learn - Broad exposure to risk modeling issues for
different products
• Value added not done elsewhere in the firm – Independent validation
of our risk models gives senior management confidence in our models and an
understanding for their relative strengths and weaknesses.
• Challenging problems - Exposures to challenging problems such as
large scale Monte-Carlo simulations of complete portfolios across the firm,
fast and accurate approximate pricing of derivatives, and aggregation,
netting, and application of collateral in portfolio credit risk.
• Utilize finance/quant knowledge - Opportunities to utilize
quantitative and programming skills as well as products and markets
knowledge
• Interaction with other groups - Opportunities to work with risk
managers in various areas of the firm (e.g. Credit Department and Market
Risk group)
• Team work environment - Dynamic team work environment, clear
department goals, and access to senior department managers
Qualifications
(1) PhD in a quantitative field such as mathematics, physics, statistics or
engineering.
(2) Excellent command of mathematics, modeling and numerical algorithms.
Good knowledge of statistics and time series analysis a definite plus.
(3) Strong programming skills and experience with an object oriented
programming language (Java ok, C++ preferred).
(4) Strong written and verbal communication skills.
3) Goldman Sachs: Quantitative Analyst – Core Strategies (not product
aligned; lots of derivatives pricing)
Core Quant
Develop models and infrastructure used in pricing and risk management of
derivatives, and design algorithms used in automated trading. Work with a
wide range of structuring and trading teams globally including equities,
credit, interest rate product, foreign exchange and investment banking.
Requirements:
A successful candidate will have a deep mathematical background in areas
such as numerical analysis, partial differential equations, stochastic
processes, probability theory or numerical optimization. Ideally, the
candidate will also have programming experience in C++. Although a prior
background in mathematical finance is not required, candidates should have a
strong interest in finance and be capable of working in a commercial, fast-
paced environment.
4) Goldman Sachs: Quantitative Analyst – Interest Rates
It’s a full-time, salaried interest rates quant analyst position. One of
the primary differences between this position and the Core Strategies role
above is that this one is aligned with a specific product. Unfortunately,
the hiring manager hasn’t written a job description, but the requirements
are basically identical to the core strats and market risk roles:
(1) PhD in a quantitative field such as mathematics, physics, statistics or
engineering.
(2) Excellent command of mathematics, modeling and numerical algorithms.
Good knowledge of statistics and time series analysis a definite plus.
(3) Strong programming skills and experience with an object oriented
programming language (Java ok, C++ preferred).
(4) Strong written and verbal communication skills.
The team would start with a phone interview, so you’d have an opportunity
to learn more about the group and work before potentially interviewing on-
site.
5) Goldman Sachs: Investment Banking Strategies Quantitative Analyst
IBD Strats collaborate with capital markets professionals and investment
bankers to create sales analytics and structured solutions for our clients.
We perform a number of functions, including: (a) helping corporations and
financial institutions optimize their capital structures across a range of
products, and assess various M&A alternatives in a quantitative framework; (
b) designing equity, interest rate, foreign exchange, and credit derivatives
to help entities meet tactical and strategic risk-management objectives; (c
) pricing and risk-managing the funding commitments made by the firm to
corporate clients; (d) expanding the development of the firm’s proprietary
codebase from which all the above analytics are deployed.
We are looking to hire at the associate level in New York for the following
sub-groups:
· Financial Institutions Group (FIG) Strats: (balance sheet risk
analyses of financial institutions including banks and insurance companies;
structuring, pricing and hedging of exotic equity derivatives and FX/rate
derivatives for both asset and liability side risks; asset portfolio
optimizations and restructurings)
· Structured Equity Strats (structuring, pricing, and hedging of
equity issuance and repurchase derivatives and hybrid securities)
· Debt Capital Markets Strats (structuring, pricing, and hedging of
loans and other credit products)
Screening Criteria:
The successful candidate must meet all of the following criteria:
1. Ph.D. in a quantitative discipline
2. Superior quantitative / analytic reasoning and problem-solving
abilities (indications of aptitude may include a high GPA in math, physics,
engineering, or mathematical finance degrees from top universities as well
as near-perfect scores in standardized exams)
3. Exceptionally strong oral and written communication skills,
including high level of fluency in English (indications of aptitude may
include excellence in extra-curricular activities such as writing, dramatic
arts, teaching, etc.)
4. Exceptionally strong interpersonal skills
5. Computer programming experience
6. Strong interest in investment banking, corporate finance, and M&A
7. Results-oriented work ethic based upon responsibility, enthusiasm,
and pride in work
8. Desire and ability to play on a team
Clint Tankersley
Principal
Ignited
124 Raymond Avenue
Nutley, NJ 07110
Phone: 973-320-9122 Ext. 1001
Fax: 973-860-1185
E-Mail: c***[email protected]
Web: www.findignited.com | w******a
发帖数: 2592 | 2 可惜不会编程，唉
【在 j****c 的大作中提到】
: 【 以下文字转载自 Quant 讨论区 】
: 发信人: jjjstc (买买提就是一个垃圾处理站), 信区: Quant
: 标 题: 猎头公司发给我的关于高盛五个quant职位的email
: 发信站: BBS 未名空间站 (Tue Feb 15 14:09:32 2011, 美东)
: 两星期前发的，估计这人喜欢没事在各大学校物理系网站瞎逛，看到要毕业的就发
: email，我第一次直接拖到垃圾箱里了，过了五天又发了一次。我对这个行业没兴趣，
: 今天刚知道这个版，转贴到这里，不知道这些信息是否有用
: From: Clint Tankersley [mailto:c***[email protected]]
: Sent: Monday, January 31, 2011 9:16 AM
: To: 'j****[email protected]'
| N***m
发帖数: 4460 | 3 这年头不会编程的绝对是另类阿
【在 w******a 的大作中提到】
: 可惜不会编程，唉
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