f****e
发帖数: 590 | 1 貌似大部分职位master就可以做了
有哪些部门会真正需要数学物理的PhD呢？
很多人跟我说，工作之后用到SDE的地方很少
想请这里工作过的大牛确认一下 | Q*********r
发帖数: 93 | 2 Fixed income derivatives.
-brett
【在 f****e 的大作中提到】
: 貌似大部分职位master就可以做了
: 有哪些部门会真正需要数学物理的PhD呢？
: 很多人跟我说，工作之后用到SDE的地方很少
: 想请这里工作过的大牛确认一下
| f****e
发帖数: 590 | 3 谢谢，那请问一下quant research是一个什么职位呢？
还是每个部门都会有
【在 Q*********r 的大作中提到】
: Fixed income derivatives.
: -brett
| Q*********r
发帖数: 93 | 4 "Quant research" is a general term. You find quant researchers (also known
as "quantitative analysts" or "financial engineers") in all areas of finance
, but mostly in areas related to trading/investing -- equities, fixed income
, derivatives, currencies, real estate, portfolio management, risk
management, etc.
-brett
【在 f****e 的大作中提到】
: 谢谢，那请问一下quant research是一个什么职位呢？
: 还是每个部门都会有
| h***z
发帖数: 233 | 5
In terms of math required, a good math/physics/engineering undergraduate
education is enough for most positions. The stuff you don't know can be
picked up quickly on the job.
Finance firms like to hire physics/math PhDs because it demonstrates that
you have a quantitative and analytical mindset along with research and
problem solving skills. It's not really the subject matters that you studied
in your PhD that people are interested in.
It probably depends on the area that you work in. At leas
【在 f****e 的大作中提到】
: 貌似大部分职位master就可以做了
: 有哪些部门会真正需要数学物理的PhD呢？
: 很多人跟我说，工作之后用到SDE的地方很少
: 想请这里工作过的大牛确认一下
| f****e
发帖数: 590 | 6 多谢brett~
known
finance
income
【在 Q*********r 的大作中提到】
: "Quant research" is a general term. You find quant researchers (also known
: as "quantitative analysts" or "financial engineers") in all areas of finance
: , but mostly in areas related to trading/investing -- equities, fixed income
: , derivatives, currencies, real estate, portfolio management, risk
: management, etc.
: -brett
| e*******e
发帖数: 1144 | 7
studied
what do buy-side quants use?
【在 h***z 的大作中提到】
:
: In terms of math required, a good math/physics/engineering undergraduate
: education is enough for most positions. The stuff you don't know can be
: picked up quickly on the job.
: Finance firms like to hire physics/math PhDs because it demonstrates that
: you have a quantitative and analytical mindset along with research and
: problem solving skills. It's not really the subject matters that you studied
: in your PhD that people are interested in.
: It probably depends on the area that you work in. At leas
| h***z
发帖数: 233 | 8 Mostly statistical and data analysis tools, things like regression analysis,
statistical modeling and hypothesis testing, factor analysis, PCA, time
series, etc. Optimization techniques are also used heavily.
【在 e*******e 的大作中提到】
:
: studied
: what do buy-side quants use?
| Q*********r
发帖数: 93 | 9 说得好。
-brett
studied
【在 h***z 的大作中提到】
: Mostly statistical and data analysis tools, things like regression analysis,
: statistical modeling and hypothesis testing, factor analysis, PCA, time
: series, etc. Optimization techniques are also used heavily.
| b***k
发帖数: 2673 | 10 Notes on PCA
主成分分析
在统计学中，主成分分析（principal components analysis (PCA)） 是一种简化数据
集的技术。它是一个线性变换。这个变换把数据变换到一个新的坐标系统中，使得任何
数据投影的第一大方差在第一个坐标(称为第一主成分)上，第二大方差在第二个坐标(
第二主成分)上，依次类推。主成分分析经常用减少数据集的维数，同时保持数据集的
对方差贡献最大的特征.这是通过保留低阶主成分，忽略高阶主成分做到的。这样低阶
成分往往能够保留住数据的最重要方面.但是，这也不是一定的，要视具体应用而定.
analysis,
【在 h***z 的大作中提到】
: Mostly statistical and data analysis tools, things like regression analysis,
: statistical modeling and hypothesis testing, factor analysis, PCA, time
: series, etc. Optimization techniques are also used heavily.
| f***3
发帖数: 92 | 11 I heard a lot of phds work on risk |
|
