o********e
发帖数: 474 | 1 最近试图找物理phd相关job description, 你们觉得这样的要求高不高？我是觉得除非
搞双学位它那些要求我很难达到。你们看呢？
http://www.earthnetworks.com/AboutUs/Jobs/tabid/109/newsid540/2 |
C********n
发帖数: 6682 | 2 这个表面上很高，其实就是一坨
【在 o********e 的大作中提到】
: 最近试图找物理phd相关job description, 你们觉得这样的要求高不高？我是觉得除非
: 搞双学位它那些要求我很难达到。你们看呢？
: http://www.earthnetworks.com/AboutUs/Jobs/tabid/109/newsid540/2
|
o****d
发帖数: 5454 | 3 不高，写点软件，还需要些工作经验
主要是薪水咋样啊?
【在 o********e 的大作中提到】
: 最近试图找物理phd相关job description, 你们觉得这样的要求高不高？我是觉得除非
: 搞双学位它那些要求我很难达到。你们看呢？
: http://www.earthnetworks.com/AboutUs/Jobs/tabid/109/newsid540/2
|
o********e
发帖数: 474 | |
o********e
发帖数: 474 | |
w***3
发帖数: 1469 | 6 据说量子金融神马的基本就是做regression， 进去比较难，但工作中学生经过培训都
能做 |
N***m
发帖数: 4460 | 7 这种不经大脑的流言竟然有人相信
【在 w***3 的大作中提到】
: 据说量子金融神马的基本就是做regression， 进去比较难，但工作中学生经过培训都
: 能做
|
w***3
发帖数: 1469 | 8 听做这种东西的人说的
【在 N***m 的大作中提到】
: 这种不经大脑的流言竟然有人相信
|
s*******e
发帖数: 60 | 9 赚钱多的人都是这么谦虚的：
“做起来很简单，我都是运气”
“还是兄弟你有出息啊，以后学术上肯定能出人头地，我有老婆孩子拖累着，只好去工业界赚钱了”
【在 w***3 的大作中提到】
: 听做这种东西的人说的
|
h****a
发帖数: 70 | |
h***s
发帖数: 1716 | 11 这些工作和你们学的物理知识毫无关系，别费那劲啦。。。当然如果你涉足这些工作
领域早，有多年经验，是可以的。
机器学习，工程信号处理，统计分析方法，都是相关但是很专业的一块。那些搞金融
模型的头两年还老招物理的是因为：
其一，最早很多理论物理的到墙街；
其二，金融工程本身还在边实践，边形成理论，所以那些随机过程一直作为理论界的工
具被拿来实践。有些学理论物理的在这些方面的背景可以沾边；
这几年，金融工程作为新的专业领域，发现其实CS/EE/Statistics方面的相关技术更有
实践意义和用途。所以明显更需要有软件工程背景，加上机器学习／工程信号处理／统
计分析的人。什么用各种编程语言的skill set，就和做物理的要了解基本四大力学一
样是基本功。某些学物理的，别以为轻松学点屁编程就可以闯荡江湖了。
除非你自己知道自己在做什么，否则以后你只有被牵着鼻子走“混”的份，没有职业发
展的份。良药苦口，你自己要先想清楚。
【在 o********e 的大作中提到】
: 还有
: http://www.linkedin.com/jobs?viewJob=&jobId=1760719&srchIndex=3
: http://www.linkedin.com/jobs?viewJob=&jobId=1796787&srchIndex=1
: http://www.linkedin.com/jobs?viewJob=&jobId=1544371&srchIndex=1
|
o********e
发帖数: 474 | 12 哈哈，你说的我都赞同，所以我撤了。。
【在 h***s 的大作中提到】
: 这些工作和你们学的物理知识毫无关系，别费那劲啦。。。当然如果你涉足这些工作
: 领域早，有多年经验，是可以的。
: 机器学习，工程信号处理，统计分析方法，都是相关但是很专业的一块。那些搞金融
: 模型的头两年还老招物理的是因为：
: 其一，最早很多理论物理的到墙街；
: 其二，金融工程本身还在边实践，边形成理论，所以那些随机过程一直作为理论界的工
: 具被拿来实践。有些学理论物理的在这些方面的背景可以沾边；
: 这几年，金融工程作为新的专业领域，发现其实CS/EE/Statistics方面的相关技术更有
: 实践意义和用途。所以明显更需要有软件工程背景，加上机器学习／工程信号处理／统
: 计分析的人。什么用各种编程语言的skill set，就和做物理的要了解基本四大力学一
|
a***r
发帖数: 594 | 13 from what you said, you have no understanding in the big picture of quant
finance. you do not appear to have studied physics in any depth AT ALL either.
many separate the finance world into buy side and sell side. I happen to
have worked on both sides.
the training a physicist receives makes him/her a very good fit for sell
side quant roles.
In this part of the world, one does not try to forecast the future returns
on financial instruments. Instead one focuses on understanding the behavior
of the returns in complex financial instruments under various scenarios and
attempts to "hedge" away risk exposures and profit plainly by charging fees
for providing these derivative products to the clients.
In such roles, basic skill set required including ability to model the
return of financial assets in stochastic calculus, knowledge on probability,
partial differential equations, Monte carlo, variance reduction techniques,
etc, and solid programming skills to implement the models. ever heard of
the famous Black-Scholes? it is no more than a heat disipation equation that
we studied in thermodynamics as juniors in college, and we studied the solution to that equation under many boundary, initial conditions times and again.
I still remember working on one of my early projects to implement a
markov chain model for some derivatives. in the end, my boss(another
physicist) and I were talking with words like, "transition probability from
one state to another", "hamiltonian of the system".
The whole dynamic asset pricing frame work for derivative pricing they teach
and research in B-school finance phd programms is not that hard to learn
for a physicist. I spent two weeks study the material and A+ in the dynamic
asset pricing class I attended. This frame work assumes the market is
efficient and any complex cash flow can be replicated by a portfolio of
simple instruments, albeit sometimes approximately.
The buy side however, assumes there are market inefficiencies and one can
profit by exploiting them. In this field, statisticians, economists have
their advantages. The former assumes whatever inefficiencies there are
presented themselves in the past, therefore can be identified by statistical
studies of past data. The later believes there are fundamental rules
governing the return of assets (for example value of a company is the
current value of its expected future earning stream). Neither schools get it
right all the time, but all they need is to be split hair more correct than
the rest of the market.
Even on buy side, a physicist can be successful. To begin with, many
physicists know statistics, and know them well. In the industry, I have yet
to see fancy bayesian methods, machine learning stuff being applied. Most
of the time it is plain old linear regression with some tweaks to enhance
the convergence speed or stability. I doubt you can find a physics phd that
does not know how to fit a line or does not know what correlation means.
Many physicists know optimization, and know them well. The whole
portfolio optimization theory boils down to minimization of a Laglangian
that is typically defined as a function of return and volatility, with
various constraints added as Laglangian multipliers. I believe these are
languages any physics phd can relate to.
PS please do not PM me. I rarely log in, rarely check my PM
【在 h***s 的大作中提到】
: 这些工作和你们学的物理知识毫无关系，别费那劲啦。。。当然如果你涉足这些工作
: 领域早，有多年经验，是可以的。
: 机器学习，工程信号处理，统计分析方法，都是相关但是很专业的一块。那些搞金融
: 模型的头两年还老招物理的是因为：
: 其一，最早很多理论物理的到墙街；
: 其二，金融工程本身还在边实践，边形成理论，所以那些随机过程一直作为理论界的工
: 具被拿来实践。有些学理论物理的在这些方面的背景可以沾边；
: 这几年，金融工程作为新的专业领域，发现其实CS/EE/Statistics方面的相关技术更有
: 实践意义和用途。所以明显更需要有软件工程背景，加上机器学习／工程信号处理／统
: 计分析的人。什么用各种编程语言的skill set，就和做物理的要了解基本四大力学一
|
c***h
发帖数: 2092 | 14 哈哈。
工业界赚钱了”
【在 s*******e 的大作中提到】
: 赚钱多的人都是这么谦虚的：
: “做起来很简单，我都是运气”
: “还是兄弟你有出息啊，以后学术上肯定能出人头地，我有老婆孩子拖累着，只好去工业界赚钱了”
|
