x***i 发帖数: 106 | 1 诚心请教两个Offer的选择。
背景:Fresh PhD, 一般学校,Machine Learning Oriented
Pay都差不多,Morgan Stanley稍微多一点。
MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank
act还不知道会把这个组怎样。
Worldquant:quant developer,偏向于内部系统的维护。
managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢?
谢谢! |
d*j 发帖数: 13780 | 2 拜一下牛人
第一个好吧?
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
R********n 发帖数: 519 | 3 你在MS的ETL的title是Quant吗,如果有选择,一般都是quant优于quant developer
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
x***i 发帖数: 106 | 4 恩,是quant类的,问的都是我的研究;第二个问的都是编程。
谢谢指教!
【在 R********n 的大作中提到】 : 你在MS的ETL的title是Quant吗,如果有选择,一般都是quant优于quant developer : : Frank : 呢?
|
B******5 发帖数: 4676 | |
J*****n 发帖数: 4859 | |
s*******s 发帖数: 1568 | 7 For ELT it was a decent prop group, but now is forced to do client based
market making stuff with limited market share.
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
n******t 发帖数: 4406 | 8 有IT公司offer没?有就去it,没有就去这个MS吧。
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
e***z 发帖数: 7126 | 9 没搞错吧
非死不可能跟etl 比?ETL奖金上米了8
如果混得好的话
★ 发自iPhone App: ChineseWeb 7.8
【在 n******t 的大作中提到】 : 有IT公司offer没?有就去it,没有就去这个MS吧。 : : Frank : 呢?
|
w*********o 发帖数: 434 | 10 好的IT公司〉MS 〉一般的IT公司〉worldquant |
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r*****d 发帖数: 346 | 11 请问第一家面试问了哪些问题?主要是关于你的PhD thesis,projects吗,还是其他的
?谢谢!
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
x***i 发帖数: 106 | 12 感谢各位的意见!我会选ETL的了:)
希望在纽约能有机会遇到大伙。 |
x***i 发帖数: 106 | 13 主要是研究,也问其他的QUANT类面试问题,但是大部分的时间放在研究和模型上。
【在 r*****d 的大作中提到】 : 请问第一家面试问了哪些问题?主要是关于你的PhD thesis,projects吗,还是其他的 : ?谢谢! : : Frank : 呢?
|
B******5 发帖数: 4676 | 14 恭喜,很不错的选择~
【在 x***i 的大作中提到】 : 感谢各位的意见!我会选ETL的了:) : 希望在纽约能有机会遇到大伙。
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J*****n 发帖数: 4859 | 15
这个小伙子算是我师弟,青年俊才,年少有为,诸位需要多提携一二。嘿嘿。
【在 B******5 的大作中提到】 : 恭喜,很不错的选择~
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B******5 发帖数: 4676 | 16 。。。
【在 J*****n 的大作中提到】 : : 这个小伙子算是我师弟,青年俊才,年少有为,诸位需要多提携一二。嘿嘿。
|
r*****d 发帖数: 346 | 17 赞!实至名归!
WS地问一下,这些研究与模型是你的thesis吗?(我猜是,所以面试官会主问这些。)
你觉得有没有可能一个normal的毕业生自学一些machine learning也能聊胜于无地sell
herself?谢谢!
【在 x***i 的大作中提到】 : 主要是研究,也问其他的QUANT类面试问题,但是大部分的时间放在研究和模型上。
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G*********o 发帖数: 2045 | 18 prop group做market making?这是delta one组吗?mm for cash equity?
【在 s*******s 的大作中提到】 : For ELT it was a decent prop group, but now is forced to do client based : market making stuff with limited market share. : : Frank : 呢?
|
m**********4 发帖数: 774 | 19 以楼主的背景,应该有大把的IT OFFER的,那几个大的IT公司的RESEARCH LAB (工资
会比一般SOFTWARE ENGINEER高一些)最起码能拿到一个。
我再崇拜一下楼主。
【在 n******t 的大作中提到】 : 有IT公司offer没?有就去it,没有就去这个MS吧。 : : Frank : 呢?
|
n******t 发帖数: 4406 | 20 我不觉得搞定Research Labs比MS/WQ简单。。。。
此外金融界如果你搞技术的,去银行没意思。
【在 m**********4 的大作中提到】 : 以楼主的背景,应该有大把的IT OFFER的,那几个大的IT公司的RESEARCH LAB (工资 : 会比一般SOFTWARE ENGINEER高一些)最起码能拿到一个。 : 我再崇拜一下楼主。
|
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s******e 发帖数: 696 | 21 I know a bit about both companies - having interviewed with them both and
talked with current/ex employees.
Worldquant has very little politics. The culture there is like in schools.
probably will pay you better in bonus compared to MS. My friend told me half
of the people working in stats arb on wall street nowaday "graduated" from
there. but the quant developer job is not as good if u can do research in MS
.
MS is full of politics. The worse one among banks. Maybe better than Credit
Suisse. Your bonus could be zero because of Dodd-Frank (if your team make
money, get some bonus. If not, the team is gone). But if you are doing
research it's a great place to start and you can switch jobs easily later.
If you like finance, then pick MS/worldquant. If you don't think u will
study finance by yourself during weekends and after works, go to Google or
MSFT's research labs or some small companies like LinkedIn.
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
s******e 发帖数: 696 | 22 worldquant is not as bad as you are saying.
On contrary, it's probabbly at the same level with 2 sigma. of course, it
depends on what's ur job.
【在 w*********o 的大作中提到】 : 好的IT公司〉MS 〉一般的IT公司〉worldquant
|
G*********o 发帖数: 2045 | 23 heard WQ is very cut-throat, what do you think?
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
|
s***o 发帖数: 60 | 24 求credit suisse politics细节
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
|
H********d 发帖数: 67 | 25 WorldQuant在Equity StarArb上做得应该是不错,不过公司的氛围应该是有些问题,不
然不会版上一直都是不太好的评价
【在 s******e 的大作中提到】 : worldquant is not as bad as you are saying. : On contrary, it's probabbly at the same level with 2 sigma. of course, it : depends on what's ur job.
|
x***i 发帖数: 106 | 26 Thanks for the suggestion! I also heard that MS is filled with politics; but
I think ETL may be a good team from which I can learn a lot.
About finance and IT,
on the one hand, I like finance and like the fact that it is full of
opportunities. On the other hand, I just think the hiring bars of the IT
labs are pretty low for people with machine learning backgrounds. Although
life can be much easier in the IT labs, I just do not see the career path in
longer terms. I can first try the difficult ones first : )
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
|
n******t 发帖数: 4406 | 27 你在里面干过么?
还是四大牛人在里面干过?
【在 e***z 的大作中提到】 : 没搞错吧 : 非死不可能跟etl 比?ETL奖金上米了8 : 如果混得好的话 : : ★ 发自iPhone App: ChineseWeb 7.8
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m**********4 发帖数: 774 | 28 好赞!我当时也和你想的一样。虽然现在对TRADING有点失望,但我不后悔自己的选择
。就好象WSN曾经暗恋一个美女,如果不曾得到,心中一直存在遗憾。得到了以后发现
她又不爱干净脾气又大难免有所失望,但总算是不遗憾了,也从此绝了残念。
我还想加一句,楼主这样的大牛想去个好IT公司不要太容易。今天容易,过10年还是
容易,有底气根本不用担心。
but
in
【在 x***i 的大作中提到】 : Thanks for the suggestion! I also heard that MS is filled with politics; but : I think ETL may be a good team from which I can learn a lot. : About finance and IT, : on the one hand, I like finance and like the fact that it is full of : opportunities. On the other hand, I just think the hiring bars of the IT : labs are pretty low for people with machine learning backgrounds. Although : life can be much easier in the IT labs, I just do not see the career path in : longer terms. I can first try the difficult ones first : ) : : half
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x***i 发帖数: 106 | 29 哈哈,形容的真是形象!一起努力吧!
【在 m**********4 的大作中提到】 : 好赞!我当时也和你想的一样。虽然现在对TRADING有点失望,但我不后悔自己的选择 : 。就好象WSN曾经暗恋一个美女,如果不曾得到,心中一直存在遗憾。得到了以后发现 : 她又不爱干净脾气又大难免有所失望,但总算是不遗憾了,也从此绝了残念。 : 我还想加一句,楼主这样的大牛想去个好IT公司不要太容易。今天容易,过10年还是 : 容易,有底气根本不用担心。 : : but : in
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EM 发帖数: 715 | 30 mm为什么对trading有点失望啊?
我对trading绝望
【在 m**********4 的大作中提到】 : 好赞!我当时也和你想的一样。虽然现在对TRADING有点失望,但我不后悔自己的选择 : 。就好象WSN曾经暗恋一个美女,如果不曾得到,心中一直存在遗憾。得到了以后发现 : 她又不爱干净脾气又大难免有所失望,但总算是不遗憾了,也从此绝了残念。 : 我还想加一句,楼主这样的大牛想去个好IT公司不要太容易。今天容易,过10年还是 : 容易,有底气根本不用担心。 : : but : in
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a*****k 发帖数: 704 | 31 请mm zkss
【在 EM 的大作中提到】 : mm为什么对trading有点失望啊? : 我对trading绝望
|
s*********y 发帖数: 284 | 32 前辈们都展开来说说啊
正准备入行,不知道水有多深。。。
【在 EM 的大作中提到】 : mm为什么对trading有点失望啊? : 我对trading绝望
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c*****r 发帖数: 176 | 33
but
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
too naive, you will be a screw in a big machine. a mature prop desk will not
let a new graduate expose too much and the upper potential will be limited.
If you are lucky to get the same position in world quant. it will be much
better.
good luck
【在 x***i 的大作中提到】 : Thanks for the suggestion! I also heard that MS is filled with politics; but : I think ETL may be a good team from which I can learn a lot. : About finance and IT, : on the one hand, I like finance and like the fact that it is full of : opportunities. On the other hand, I just think the hiring bars of the IT : labs are pretty low for people with machine learning backgrounds. Although : life can be much easier in the IT labs, I just do not see the career path in : longer terms. I can first try the difficult ones first : ) : : half
|
l***4 发帖数: 1788 | |
h****e 发帖数: 2125 | 35 谁这么惨啊。。。
【在 l***4 的大作中提到】 : 人家不一定是剩女吧。。。
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J*****n 发帖数: 4859 | 36
not
limited.
我怎么听说这种大组里面策略都是公开的?还有worldquant有啥比MS要好的?
【在 c*****r 的大作中提到】 : : but : ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ : too naive, you will be a screw in a big machine. a mature prop desk will not : let a new graduate expose too much and the upper potential will be limited. : If you are lucky to get the same position in world quant. it will be much : better. : good luck
|
z********e 发帖数: 8818 | |
P*****s 发帖数: 758 | 38 这不一定吧,PDT可是只有Peter Mueller那么几个头头管着总的strategy
【在 J*****n 的大作中提到】 : : not : limited. : 我怎么听说这种大组里面策略都是公开的?还有worldquant有啥比MS要好的?
|
c*****r 发帖数: 176 | 39
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Day dreaming
【在 J*****n 的大作中提到】 : : not : limited. : 我怎么听说这种大组里面策略都是公开的?还有worldquant有啥比MS要好的?
|
r***s 发帖数: 59 | 40
Conclusion:
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
|
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d*******c 发帖数: 181 | 41
Frank
呢?
trading lab基本就是d1 team,记得在14楼吧,跟front desk基本没啥关系。。。
btw去年ms大部分strats 波拉斯是0,要慎重啊。。。
Worldquant。。。基本就是垃圾公司,更要慎重啊。。。
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
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r***s 发帖数: 59 | 42 Why and why?
【在 d*******c 的大作中提到】 : : Frank : 呢? : trading lab基本就是d1 team,记得在14楼吧,跟front desk基本没啥关系。。。 : btw去年ms大部分strats 波拉斯是0,要慎重啊。。。 : Worldquant。。。基本就是垃圾公司,更要慎重啊。。。
|
r*******m 发帖数: 109 | 43 You are serious comparing WQ with 2 sigma. You probably know nothing about
prop trading.
【在 s******e 的大作中提到】 : worldquant is not as bad as you are saying. : On contrary, it's probabbly at the same level with 2 sigma. of course, it : depends on what's ur job.
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s*******n 发帖数: 631 | 44 原来街上的quant都是这种背景啊
我等master就这样被鄙视 |
r***s 发帖数: 59 | 45 Uh?
【在 r*******m 的大作中提到】 : You are serious comparing WQ with 2 sigma. You probably know nothing about : prop trading.
|
c*******y 发帖数: 1630 | 46 以前是MLP的外包吧,显然2SIGMA高起码一个bar
【在 r*******m 的大作中提到】 : You are serious comparing WQ with 2 sigma. You probably know nothing about : prop trading.
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G*****7 发帖数: 1759 | 47 即使现在他们office外面公司名也是写的
MLP,换行缩进,WQ。同时缩进的还有另外一家,catapult之类的。
不过MLP和DE Shaw怎么比我就不知道了。
【在 c*******y 的大作中提到】 : 以前是MLP的外包吧,显然2SIGMA高起码一个bar
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r***s 发帖数: 59 | 48 那是低调,闷声发大财哩。
【在 G*****7 的大作中提到】 : 即使现在他们office外面公司名也是写的 : MLP,换行缩进,WQ。同时缩进的还有另外一家,catapult之类的。 : 不过MLP和DE Shaw怎么比我就不知道了。
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w********r 发帖数: 727 | 49 WQ is shit compare to 2sigma.
Yeah, half of the quant on the street are from WQ,
Why? Cause they were all raped there,lol. |
r***s 发帖数: 59 | 50 In which areas can't WQ compare to 2sigma? And from what you said, one can
conclude that half of the quant on the street were raped. Are you
suggesting there is 50% chance you were raped?
【在 w********r 的大作中提到】 : WQ is shit compare to 2sigma. : Yeah, half of the quant on the street are from WQ, : Why? Cause they were all raped there,lol.
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a*****k 发帖数: 704 | 51 I believe what he said. We are all raped by life anyways.
【在 r***s 的大作中提到】 : In which areas can't WQ compare to 2sigma? And from what you said, one can : conclude that half of the quant on the street were raped. Are you : suggesting there is 50% chance you were raped?
|
r*******m 发帖数: 109 | 52 The culture make it suck, one is team oriented and one people never talk to
each other about strategies. You can be at WQ for 4 years without learning
ANYTHING useful. You probably know nothing about prop trading.
I think both companies are relatively successful, but that has NOTHING to do
with your growth.
I have been in Wall street for more than 10 years and spend most of time at
prop trading.
【在 r***s 的大作中提到】 : In which areas can't WQ compare to 2sigma? And from what you said, one can : conclude that half of the quant on the street were raped. Are you : suggesting there is 50% chance you were raped?
|
w********r 发帖数: 727 | 53 If you want to go to WQ, just go, no one is stopping you, particularly when
you have no other choices. Life sucks anyway.However, I am just stating the
truth from many ex-WQ WSNs.
I am not doing quant stuff.
【在 r***s 的大作中提到】 : In which areas can't WQ compare to 2sigma? And from what you said, one can : conclude that half of the quant on the street were raped. Are you : suggesting there is 50% chance you were raped?
|
r***s 发帖数: 59 | 54 Many ex-WQ WSNs? How many? I would say sometimes life sucks anyway, but not
always. Your ex-WQ WSNs are welcome to join _2_sigma as long as they can
make money.
when
the
【在 w********r 的大作中提到】 : If you want to go to WQ, just go, no one is stopping you, particularly when : you have no other choices. Life sucks anyway.However, I am just stating the : truth from many ex-WQ WSNs. : I am not doing quant stuff.
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G*****7 发帖数: 1759 | 55 why do you always stylize it as _2_sigma?
not
【在 r***s 的大作中提到】 : Many ex-WQ WSNs? How many? I would say sometimes life sucks anyway, but not : always. Your ex-WQ WSNs are welcome to join _2_sigma as long as they can : make money. : : when : the
|
w********r 发帖数: 727 | 56 2 sigma is a decent firm and not like WQ who hires & fires same type of
people all the time.Obviously its entry bar is much higher than WQ.
On the other hand, the fact is most people are losers anyway. I think most
people who qualifies for WQ won't get 2 sigma.
BTW, in term of turn over, BWater is 50% annual turn over, and then they
will brain wash you there, LOl
again, if you have no other choices, you have to do it.
But if you have any other choices, think twice!
not
【在 r***s 的大作中提到】 : Many ex-WQ WSNs? How many? I would say sometimes life sucks anyway, but not : always. Your ex-WQ WSNs are welcome to join _2_sigma as long as they can : make money. : : when : the
|
l***o 发帖数: 208 | 57 Congs ~ zhan zhan xi qi ~ |
t*****e 发帖数: 2228 | 58 看了半天也没看到任何有用信息,全市废话,既然你在这行工作了10年,为啥不正面讲
讲哪些公司有助career growth,entry to prop trading. 外行人看来,hedgefund都在
拼命赚钱,没看出来哪个公司有更好的文化。
to
do
at
【在 r*******m 的大作中提到】 : The culture make it suck, one is team oriented and one people never talk to : each other about strategies. You can be at WQ for 4 years without learning : ANYTHING useful. You probably know nothing about prop trading. : I think both companies are relatively successful, but that has NOTHING to do : with your growth. : I have been in Wall street for more than 10 years and spend most of time at : prop trading.
|
r***s 发帖数: 59 | 59 Does anyone have any comment? I just cannot believe it.
【在 w********r 的大作中提到】 : 2 sigma is a decent firm and not like WQ who hires & fires same type of : people all the time.Obviously its entry bar is much higher than WQ. : On the other hand, the fact is most people are losers anyway. I think most : people who qualifies for WQ won't get 2 sigma. : BTW, in term of turn over, BWater is 50% annual turn over, and then they : will brain wash you there, LOl : again, if you have no other choices, you have to do it. : But if you have any other choices, think twice! : : not
|
r***s 发帖数: 59 | 60 Can you tell in which aspects 2 sigma is better than WQ? Better pay or
better pnl cut? Better work hours? Better terms of benefit and vacation?
Better training and more collaborative colleagues? Or you know nothing at
all?
【在 w********r 的大作中提到】 : 2 sigma is a decent firm and not like WQ who hires & fires same type of : people all the time.Obviously its entry bar is much higher than WQ. : On the other hand, the fact is most people are losers anyway. I think most : people who qualifies for WQ won't get 2 sigma. : BTW, in term of turn over, BWater is 50% annual turn over, and then they : will brain wash you there, LOl : again, if you have no other choices, you have to do it. : But if you have any other choices, think twice! : : not
|
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w********r 发帖数: 727 | 61 LOL, I don't owe you anything, why do I have to tell you all the sources and
details? You believe or not, I don't care. |
r***s 发帖数: 59 | 62 典型大牛。。。
大牛皮筒。
LOL
and
【在 w********r 的大作中提到】 : LOL, I don't owe you anything, why do I have to tell you all the sources and : details? You believe or not, I don't care.
|
x***i 发帖数: 106 | 63 诚心请教两个Offer的选择。
背景:Fresh PhD, 一般学校,Machine Learning Oriented
Pay都差不多,Morgan Stanley稍微多一点。
MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank
act还不知道会把这个组怎样。
Worldquant:quant developer,偏向于内部系统的维护。
managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢?
谢谢! |
d*j 发帖数: 13780 | 64 拜一下牛人
第一个好吧?
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
R********n 发帖数: 519 | 65 你在MS的ETL的title是Quant吗,如果有选择,一般都是quant优于quant developer
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
x***i 发帖数: 106 | 66 恩,是quant类的,问的都是我的研究;第二个问的都是编程。
谢谢指教!
【在 R********n 的大作中提到】 : 你在MS的ETL的title是Quant吗,如果有选择,一般都是quant优于quant developer : : Frank : 呢?
|
B******5 发帖数: 4676 | |
J*****n 发帖数: 4859 | |
s*******s 发帖数: 1568 | 69 For ELT it was a decent prop group, but now is forced to do client based
market making stuff with limited market share.
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
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n******t 发帖数: 4406 | 70 有IT公司offer没?有就去it,没有就去这个MS吧。
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
|
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e***z 发帖数: 7126 | 71 没搞错吧
非死不可能跟etl 比?ETL奖金上米了8
如果混得好的话
★ 发自iPhone App: ChineseWeb 7.8
【在 n******t 的大作中提到】 : 有IT公司offer没?有就去it,没有就去这个MS吧。 : : Frank : 呢?
|
w*********o 发帖数: 434 | 72 好的IT公司〉MS 〉一般的IT公司〉worldquant |
r*****d 发帖数: 346 | 73 请问第一家面试问了哪些问题?主要是关于你的PhD thesis,projects吗,还是其他的
?谢谢!
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
|
x***i 发帖数: 106 | 74 感谢各位的意见!我会选ETL的了:)
希望在纽约能有机会遇到大伙。 |
x***i 发帖数: 106 | 75 主要是研究,也问其他的QUANT类面试问题,但是大部分的时间放在研究和模型上。
【在 r*****d 的大作中提到】 : 请问第一家面试问了哪些问题?主要是关于你的PhD thesis,projects吗,还是其他的 : ?谢谢! : : Frank : 呢?
|
B******5 发帖数: 4676 | 76 恭喜,很不错的选择~
【在 x***i 的大作中提到】 : 感谢各位的意见!我会选ETL的了:) : 希望在纽约能有机会遇到大伙。
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J*****n 发帖数: 4859 | 77
这个小伙子算是我师弟,青年俊才,年少有为,诸位需要多提携一二。嘿嘿。
【在 B******5 的大作中提到】 : 恭喜,很不错的选择~
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B******5 发帖数: 4676 | 78 。。。
【在 J*****n 的大作中提到】 : : 这个小伙子算是我师弟,青年俊才,年少有为,诸位需要多提携一二。嘿嘿。
|
r*****d 发帖数: 346 | 79 赞!实至名归!
WS地问一下,这些研究与模型是你的thesis吗?(我猜是,所以面试官会主问这些。)
你觉得有没有可能一个normal的毕业生自学一些machine learning也能聊胜于无地sell
herself?谢谢!
【在 x***i 的大作中提到】 : 主要是研究,也问其他的QUANT类面试问题,但是大部分的时间放在研究和模型上。
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G*********o 发帖数: 2045 | 80 prop group做market making?这是delta one组吗?mm for cash equity?
【在 s*******s 的大作中提到】 : For ELT it was a decent prop group, but now is forced to do client based : market making stuff with limited market share. : : Frank : 呢?
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m**********4 发帖数: 774 | 81 以楼主的背景,应该有大把的IT OFFER的,那几个大的IT公司的RESEARCH LAB (工资
会比一般SOFTWARE ENGINEER高一些)最起码能拿到一个。
我再崇拜一下楼主。
【在 n******t 的大作中提到】 : 有IT公司offer没?有就去it,没有就去这个MS吧。 : : Frank : 呢?
|
n******t 发帖数: 4406 | 82 我不觉得搞定Research Labs比MS/WQ简单。。。。
此外金融界如果你搞技术的,去银行没意思。
【在 m**********4 的大作中提到】 : 以楼主的背景,应该有大把的IT OFFER的,那几个大的IT公司的RESEARCH LAB (工资 : 会比一般SOFTWARE ENGINEER高一些)最起码能拿到一个。 : 我再崇拜一下楼主。
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G*********o 发帖数: 2045 | 83 heard WQ is very cut-throat, what do you think?
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
|
s***o 发帖数: 60 | 84 求credit suisse politics细节
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
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H********d 发帖数: 67 | 85 WorldQuant在Equity StarArb上做得应该是不错,不过公司的氛围应该是有些问题,不
然不会版上一直都是不太好的评价
【在 s******e 的大作中提到】 : worldquant is not as bad as you are saying. : On contrary, it's probabbly at the same level with 2 sigma. of course, it : depends on what's ur job.
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x***i 发帖数: 106 | 86 Thanks for the suggestion! I also heard that MS is filled with politics; but
I think ETL may be a good team from which I can learn a lot.
About finance and IT,
on the one hand, I like finance and like the fact that it is full of
opportunities. On the other hand, I just think the hiring bars of the IT
labs are pretty low for people with machine learning backgrounds. Although
life can be much easier in the IT labs, I just do not see the career path in
longer terms. I can first try the difficult ones first : )
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
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n******t 发帖数: 4406 | 87 你在里面干过么?
还是四大牛人在里面干过?
【在 e***z 的大作中提到】 : 没搞错吧 : 非死不可能跟etl 比?ETL奖金上米了8 : 如果混得好的话 : : ★ 发自iPhone App: ChineseWeb 7.8
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m**********4 发帖数: 774 | 88 好赞!我当时也和你想的一样。虽然现在对TRADING有点失望,但我不后悔自己的选择
。就好象WSN曾经暗恋一个美女,如果不曾得到,心中一直存在遗憾。得到了以后发现
她又不爱干净脾气又大难免有所失望,但总算是不遗憾了,也从此绝了残念。
我还想加一句,楼主这样的大牛想去个好IT公司不要太容易。今天容易,过10年还是
容易,有底气根本不用担心。
but
in
【在 x***i 的大作中提到】 : Thanks for the suggestion! I also heard that MS is filled with politics; but : I think ETL may be a good team from which I can learn a lot. : About finance and IT, : on the one hand, I like finance and like the fact that it is full of : opportunities. On the other hand, I just think the hiring bars of the IT : labs are pretty low for people with machine learning backgrounds. Although : life can be much easier in the IT labs, I just do not see the career path in : longer terms. I can first try the difficult ones first : ) : : half
|
x***i 发帖数: 106 | 89 哈哈,形容的真是形象!一起努力吧!
【在 m**********4 的大作中提到】 : 好赞!我当时也和你想的一样。虽然现在对TRADING有点失望,但我不后悔自己的选择 : 。就好象WSN曾经暗恋一个美女,如果不曾得到,心中一直存在遗憾。得到了以后发现 : 她又不爱干净脾气又大难免有所失望,但总算是不遗憾了,也从此绝了残念。 : 我还想加一句,楼主这样的大牛想去个好IT公司不要太容易。今天容易,过10年还是 : 容易,有底气根本不用担心。 : : but : in
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EM 发帖数: 715 | 90 mm为什么对trading有点失望啊?
我对trading绝望
【在 m**********4 的大作中提到】 : 好赞!我当时也和你想的一样。虽然现在对TRADING有点失望,但我不后悔自己的选择 : 。就好象WSN曾经暗恋一个美女,如果不曾得到,心中一直存在遗憾。得到了以后发现 : 她又不爱干净脾气又大难免有所失望,但总算是不遗憾了,也从此绝了残念。 : 我还想加一句,楼主这样的大牛想去个好IT公司不要太容易。今天容易,过10年还是 : 容易,有底气根本不用担心。 : : but : in
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a*****k 发帖数: 704 | 91 请mm zkss
【在 EM 的大作中提到】 : mm为什么对trading有点失望啊? : 我对trading绝望
|
s*********y 发帖数: 284 | 92 前辈们都展开来说说啊
正准备入行,不知道水有多深。。。
【在 EM 的大作中提到】 : mm为什么对trading有点失望啊? : 我对trading绝望
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l***4 发帖数: 1788 | 93 人家不一定是剩女吧。。。
【在 h****e 的大作中提到】 : 谁这么惨啊。。。
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h****e 发帖数: 2125 | 94 谁这么惨啊。。。
【在 l***4 的大作中提到】 : 人家不一定是剩女吧。。。
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J*****n 发帖数: 4859 | 95
not
limited.
我怎么听说这种大组里面策略都是公开的?还有worldquant有啥比MS要好的?
【在 c*****r 的大作中提到】 : : ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ : Day dreaming
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z********e 发帖数: 8818 | |
P*****s 发帖数: 758 | 97 这不一定吧,PDT可是只有Peter Mueller那么几个头头管着总的strategy
【在 J*****n 的大作中提到】 : : not : limited. : 我怎么听说这种大组里面策略都是公开的?还有worldquant有啥比MS要好的?
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r***s 发帖数: 59 | 98
Conclusion:
half
from
MS
Credit
【在 s******e 的大作中提到】 : I know a bit about both companies - having interviewed with them both and : talked with current/ex employees. : Worldquant has very little politics. The culture there is like in schools. : probably will pay you better in bonus compared to MS. My friend told me half : of the people working in stats arb on wall street nowaday "graduated" from : there. but the quant developer job is not as good if u can do research in MS : . : MS is full of politics. The worse one among banks. Maybe better than Credit : Suisse. Your bonus could be zero because of Dodd-Frank (if your team make : money, get some bonus. If not, the team is gone). But if you are doing
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d*******c 发帖数: 181 | 99
Frank
呢?
trading lab基本就是d1 team,记得在14楼吧,跟front desk基本没啥关系。。。
btw去年ms大部分strats 波拉斯是0,要慎重啊。。。
Worldquant。。。基本就是垃圾公司,更要慎重啊。。。
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
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r***s 发帖数: 59 | 100 Why and why?
【在 d*******c 的大作中提到】 : : Frank : 呢? : trading lab基本就是d1 team,记得在14楼吧,跟front desk基本没啥关系。。。 : btw去年ms大部分strats 波拉斯是0,要慎重啊。。。 : Worldquant。。。基本就是垃圾公司,更要慎重啊。。。
|
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r*******m 发帖数: 109 | 101 You are serious comparing WQ with 2 sigma. You probably know nothing about
prop trading.
【在 s******e 的大作中提到】 : worldquant is not as bad as you are saying. : On contrary, it's probabbly at the same level with 2 sigma. of course, it : depends on what's ur job.
|
s*******n 发帖数: 631 | 102 原来街上的quant都是这种背景啊
我等master就这样被鄙视 |
r***s 发帖数: 59 | 103 Uh?
【在 r*******m 的大作中提到】 : You are serious comparing WQ with 2 sigma. You probably know nothing about : prop trading.
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c*******y 发帖数: 1630 | 104 以前是MLP的外包吧,显然2SIGMA高起码一个bar
【在 r*******m 的大作中提到】 : You are serious comparing WQ with 2 sigma. You probably know nothing about : prop trading.
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G*****7 发帖数: 1759 | 105 即使现在他们office外面公司名也是写的
MLP,换行缩进,WQ。同时缩进的还有另外一家,catapult之类的。
不过MLP和DE Shaw怎么比我就不知道了。
【在 c*******y 的大作中提到】 : 以前是MLP的外包吧,显然2SIGMA高起码一个bar
|
r***s 发帖数: 59 | 106 那是低调,闷声发大财哩。
【在 G*****7 的大作中提到】 : 即使现在他们office外面公司名也是写的 : MLP,换行缩进,WQ。同时缩进的还有另外一家,catapult之类的。 : 不过MLP和DE Shaw怎么比我就不知道了。
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a*****k 发帖数: 704 | 107 I believe what he said. We are all raped by life anyways.
【在 r***s 的大作中提到】 : In which areas can't WQ compare to 2sigma? And from what you said, one can : conclude that half of the quant on the street were raped. Are you : suggesting there is 50% chance you were raped?
|
r*******m 发帖数: 109 | 108 The culture make it suck, one is team oriented and one people never talk to
each other about strategies. You can be at WQ for 4 years without learning
ANYTHING useful. You probably know nothing about prop trading.
I think both companies are relatively successful, but that has NOTHING to do
with your growth.
I have been in Wall street for more than 10 years and spend most of time at
prop trading.
【在 r***s 的大作中提到】 : In which areas can't WQ compare to 2sigma? And from what you said, one can : conclude that half of the quant on the street were raped. Are you : suggesting there is 50% chance you were raped?
|
G*****7 发帖数: 1759 | 109 why do you always stylize it as _2_sigma?
not
【在 r***s 的大作中提到】 : Many ex-WQ WSNs? How many? I would say sometimes life sucks anyway, but not : always. Your ex-WQ WSNs are welcome to join _2_sigma as long as they can : make money. : : when : the
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l***o 发帖数: 208 | 110 Congs ~ zhan zhan xi qi ~ |
|
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t*****e 发帖数: 2228 | 111 看了半天也没看到任何有用信息,全市废话,既然你在这行工作了10年,为啥不正面讲
讲哪些公司有助career growth,entry to prop trading. 外行人看来,hedgefund都在
拼命赚钱,没看出来哪个公司有更好的文化。
to
do
at
【在 r*******m 的大作中提到】 : The culture make it suck, one is team oriented and one people never talk to : each other about strategies. You can be at WQ for 4 years without learning : ANYTHING useful. You probably know nothing about prop trading. : I think both companies are relatively successful, but that has NOTHING to do : with your growth. : I have been in Wall street for more than 10 years and spend most of time at : prop trading.
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r***s 发帖数: 59 | 112 Does anyone have any comment? I just cannot believe it.
【在 w********r 的大作中提到】 : LOL, I don't owe you anything, why do I have to tell you all the sources and : details? You believe or not, I don't care.
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m********8 发帖数: 7463 | 113 Scarface 曾经是股票版主好像
很牛很厉害
【在 r*******m 的大作中提到】 : You are serious comparing WQ with 2 sigma. You probably know nothing about : prop trading.
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e*******e 发帖数: 1144 | 114 个人感觉,Quant researcher/trader和quant developer是两个track,职业起点就不
太一样。
你这种情况,要不就直接接MS的offer--毕竟是quant的职位,以后跳槽也方面。要不就
拿着这个offer却面别家的quant,要是能拿个buyside的quant offer就最好。
Frank
呢?
【在 x***i 的大作中提到】 : 诚心请教两个Offer的选择。 : 背景:Fresh PhD, 一般学校,Machine Learning Oriented : Pay都差不多,Morgan Stanley稍微多一点。 : MS: Equity Trading Lab,Stat arb,偏向于research和trading。缺点:Dodd-Frank : act还不知道会把这个组怎样。 : Worldquant:quant developer,偏向于内部系统的维护。 : managers & co-workers都挺不错的。打算以后往trading方向发展,请问哪个会好点呢? : 谢谢!
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e*******e 发帖数: 1144 | 115 说wq可能学不到东西算是有用的话。里面一个PM手下的人是互相竞争的关系,运气不好
的话很难学到东西。
“为啥不正面讲讲哪些公司有助career growth,entry to prop trading” -- 呵呵,
这种信息有人愿意在bbs上share是运气好,没人愿意说也无可厚非。
hedge funds都在拼命赚钱不假,但是对新人的培养不同的公司区别还是很大的。笼统
地说基于internal competition的组/公司,氛围都不会太好。
【在 t*****e 的大作中提到】 : 看了半天也没看到任何有用信息,全市废话,既然你在这行工作了10年,为啥不正面讲 : 讲哪些公司有助career growth,entry to prop trading. 外行人看来,hedgefund都在 : 拼命赚钱,没看出来哪个公司有更好的文化。 : : to : do : at
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f*********5 发帖数: 367 | |
r***s 发帖数: 59 | 117
哪家餐馆?我也想去
【在 f*********5 的大作中提到】 : 沾沾师兄的喜气!下次去纽约一起吃饭:)
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