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发帖数: 53 | 1 找工作的时候看到的。 这几个职位有什么区别呢？ 那一个更有发展前景？
4 》 3 》 2 》 1？
1) Operations Strategies (this is a business and not a technology team)
The Operations Strategies team builds reporting tools and quantitative
models around back-office risks such as unconfirmed trades, settlement fails
, and collateral disputes. The team integrates data from all product
categories (securities, derivatives, loans) in order to build a gestalt view
of the firm's risks.
Requirements:
•Interest in developing a deep understanding of operations risks,
controls, and workflows
•Experience with applied statistics, machine learning, data mining,
and/or business intelligence
•Must enjoy turning qualitative/human processes into hard/quantitative
numbers.
•Must enjoy coding, though applicants need not be hard-core C++
developers.
2) Firmwide Technology- Credit Technology Quantitative Development - Analyst
Developer (1449)
The Credit Technology quantitative development team works closely with the
Credit Risk Management & Analysis business group to create quantitative
tools and analyses, which measure and explain the Firm's counterparty risk.
The team is responsible for the development of Monte-Carlo based Potential
Exposure models, which are used for credit risk management of trading
positions, client margining, management reporting, and regulatory capital
calculations. The team is involved in the complete software development
life-cycle including prototyping, requirements, design, implementation,
testing, deployment, and maintenance.
Members of the team are exposed to a broad array of financial products,
pricing, and risk models.
Principal responsibilities:
* Develop, document, and validate Potential Exposure models.
* Develop new credit risk measurement tools and extend existing ones.
* Perform quantitative risk analysis and communicate the results to the
business and technology.
* Investigate, analyze, and understand the Firm's desk pricing models across
a wide variety of instruments and products.
Skills/Experience
A successful candidate will have:
* Strong programming ability.
* Demonstrated analytic and quantitative ability. For example,
a graduate degree in science or engineering.
* Strong written and verbal communication.
* Ability to learn new things quickly and work independently.
* Desire and ability to play on a team and learn new things every day.
A candidate should also have at least one of the following:
* Experience in the full software life-cycle and a proven track record of
delivering successful software projects.
* Experience working on large code bases and systems (> 1 million lines of
code).
* Experience programming in Python, Matlab, Smalltalk, Lisp, or a similar
language.
* Knowledge of derivative pricing in one or more product areas.
* Knowledge of probability, statistics, time series analysis, or Monte-Carlo
simulations.
* Knowledge of quantitative finance and risk management.
3) 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.
4) Desk Strategist (Securities Division)
The role of Desk Strategist is fairly unique to Goldman Sachs. It requires
capabilities in modeling, software development, and quantitative marketing
and structuring. Desk Strategists sit in the front office with Trading and
Sales, exposing them to a dynamic and high-pressure environment.
Responsibilities:
* Working as part of the trading desk team to price transactions and manage
risk in the front office
* Developing new financial models
* Building and maintaining a complete trading and risk management platform
* Generating trade ideas for clients as well as for proprietary investing
activities
* Assisting in the marketing and structuring of transactions where
substantial analytics or infrastructure are required
* Assisting in Firmwide Strategies initiatives
Experience/Skills:
* Mathematical or Financial background, including a quantitative
understanding of probability
* Knowledge of stochastic calculus and financial derivatives is a plus
* Very strong programming skills (specifically C++)
* Ability to work in a high-pressure environment, and to deliver results
extremely quickly
* Ability to solve problems and to explain the ideas that underlie them to
non-technical clients and colleagues
* Excellent writing and verbal communication skills |
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