各位了解金融工程的朋有，请问这个专业对计算机方面有哪些要求啊？ [推广有奖]

11楼

sdram 发表于 2005-10-24 03:48:00

C++ to Quant Developer Wanted for Exotic Products Trading Desk - London Do you have a consistent track record of success in working on the most complex of numerical based systems & seeking to transfer your ability into a more fast-paced banking environment? Are you the kind of individual who has worked for companies across advanced technology-driven frameworks and can take your expertise in C++ & work within real-time & trading-based models to not only solve but create innovative solutions for traders? Then you may be keen in talking to my client who are seeking at complimenting their existing successful team of experts committed to evolving their next generation of capital-market driven products & models with the aim of increasing product value in the market. Suitable applicants will be individuals who have worked in complex application frameworks using numerical programming from design to implementation of high-performance systems. Experience counts in a role that will see you pushing your skills. Interested? CVs to Sameer (s.shah@progressive.co.uk) to discuss this or similar roles in detail.

12楼

sdram 发表于 2005-10-24 03:49:00

Credit Risk Modeller: Structured Derivative Products: C++/VB

London, United Kingdom

Are you the kind of individual who has had 2-5 solid years experience in risk pricing/modelling (credit derivatives, CDOs, ABS etc) and seeking to further build on both your quantitative capability and product knowledge in this area? Then you may be keen in talking to my client who is seeking to bring on an experienced Quant to join a team of high-calibre modellers/analysts in both product design/modelling and quantitative approaches for novel and innovative research in structured credit products. Strong applicants will be motivated to make use of their solid MSc/DEA/PhD level of education (mathematics, physics, statistics, or quantitative finance) coupled with their 2+ years exposure to quantitative credit modelling in finance/banking. Successful applicants will also demonstrate good overview of quantitative methods across different markets to maximise opportunities in the company. Sound like an interesting role? CVs to Sameer to discuss in more detail in confidence.

13楼

sdram 发表于 2005-10-24 03:54:00

A top tier New York Investment bank require a quantitative analyst to be based on the trading floor in their New York office. The position is for an analyst who can implement traders ideas in financial models using own mathematical methods. Candidates must be familiar with multi asset equity derivative modelling and pricing methodologies (Monte Carlo, Black Scholes) and volatility analysis. Candidates will possess a Phd in Maths or Physics, from a first class institution. Candidates should have 5 years as a quant in multi asset equity derivatives in a major player in the market as a basic requirement. Experience or a strong desire to work in a key position with senior traders is essential. Implementing new ideas developing new models trades. Modelling and providing solutions in models available in the public domain. Highly IT literate C++ and Excel.

14楼

sdram 发表于 2005-10-24 04:07:00

对quant的要求，基本上是C++，再就是VBA/Excel。国内的证券公司FE部似乎没有特别强调C++，可能是业务不同吧。随着以后衍生证券业务的增加，C++会加强的。但是C++的应用到底是使用VC的编译器和C还是使用C++的核心，对象阿，类阿，我现在还不清楚，不过还过几个月就要自己编写了，基本上就清楚了。

上面这些工作在London的Junior起薪大概在50k到100k之间，Senior的薪水就吓人了。

[此贴子已经被作者于2005-10-24 4:16:47编辑过]