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Quant版 - GS的core strategy group?
相关主题
Equity Exotics / Vol Junior Desk Strat发包子,请教,Technology department 下的 Quant
GS 的 desk quant 和 flow quant 有什么区别啊?GSAM去年怎么样?
关于GS的Strategies Group报一个GSAM的口头offer,顺便打听一下情况
Offer选择求建议 (转载)rumor on bonuses
有人面过GS的investment strategy group么?关于Delta Hedging的疑问
比较两个offer请问有人了解morgan stanley的interest rate 和 credit这两个组吗?
Differnet positions at Goldman麻烦大家对两个offer给点建议
Highbridge Capitalquantitative developer
相关话题的讨论汇总
话题: gs话题: core话题: strat话题: strats话题: desk
进入Quant版参与讨论
1 (共1页)
n*********e
发帖数: 86
1
最近面了goldman的core strategy group。大概知道这个group是做什么的。不过好像
非常technical。不知道在这个
group里面做career前景如何?能不能在wall street上一直做下去?收入的情况和其他
的strategist比起来有什么不同?谢
谢。
c****o
发帖数: 1280
2
solve PDE.......from what I can tell, very very technical.......

【在 n*********e 的大作中提到】
: 最近面了goldman的core strategy group。大概知道这个group是做什么的。不过好像
: 非常technical。不知道在这个
: group里面做career前景如何?能不能在wall street上一直做下去?收入的情况和其他
: 的strategist比起来有什么不同?谢
: 谢。

z****g
发帖数: 1978
3
anything called core is pure math, and the first to be laid off.
n*********e
发帖数: 86
4
不是pure math,有CS 和physics background的人。就是说career前景不容乐观了?是
不是做别的strategist更好点?还
是靠front desk近点比较好?

【在 z****g 的大作中提到】
: anything called core is pure math, and the first to be laid off.
d*j
发帖数: 13780
5
自己搜搜以前的帖子
有大牛详细的讲过, 而且讲过2次以上

【在 n*********e 的大作中提到】
: 最近面了goldman的core strategy group。大概知道这个group是做什么的。不过好像
: 非常technical。不知道在这个
: group里面做career前景如何?能不能在wall street上一直做下去?收入的情况和其他
: 的strategist比起来有什么不同?谢
: 谢。

n*********e
发帖数: 86
6
请问应该怎么搜索? 试过版内搜索可惜都每结果。 请问有什么关键词?或者有没有传
送门? 谢谢谢谢。 不胜感激。

【在 d*j 的大作中提到】
: 自己搜搜以前的帖子
: 有大牛详细的讲过, 而且讲过2次以上

c******n
发帖数: 49
7
有没有面QIS的帖子?

【在 d*j 的大作中提到】
: 自己搜搜以前的帖子
: 有大牛详细的讲过, 而且讲过2次以上

S******n
发帖数: 27
8
好像只能搜到365天内的帖子。

【在 n*********e 的大作中提到】
: 请问应该怎么搜索? 试过版内搜索可惜都每结果。 请问有什么关键词?或者有没有传
: 送门? 谢谢谢谢。 不胜感激。

n******t
发帖数: 4406
9
就是GS的IT吧。

【在 n*********e 的大作中提到】
: 最近面了goldman的core strategy group。大概知道这个group是做什么的。不过好像
: 非常technical。不知道在这个
: group里面做career前景如何?能不能在wall street上一直做下去?收入的情况和其他
: 的strategist比起来有什么不同?谢
: 谢。

t********a
发帖数: 810
10

re. in general anything with "core" means "bad". GS怕IT招不到人就打着
strategist的名号招摇撞骗.

【在 n******t 的大作中提到】
: 就是GS的IT吧。
相关主题
比较两个offer发包子,请教,Technology department 下的 Quant
Differnet positions at GoldmanGSAM去年怎么样?
Highbridge Capital报一个GSAM的口头offer,顺便打听一下情况
进入Quant版参与讨论
n*********e
发帖数: 86
11
看来进这个组没什么前途也没意思了。那就不去了。做IT还不如去IT公司。

【在 t********a 的大作中提到】
:
: re. in general anything with "core" means "bad". GS怕IT招不到人就打着
: strategist的名号招摇撞骗.

t**********a
发帖数: 166
12
core strat is paid comparable to desk strat in GS. If you become a star in
core strat and MD finally, it is possible to get better paid even comparing
with MDs in desk strat. quite some ex-VP of GS core strats became MDs in MS/
JPM/BoA and get a great package.
o**o
发帖数: 3964
13
"core" stands for "center of excellence"
n******t
发帖数: 4406
14
不知道,其实IT也不见得不好。不过IT就是IT,弄个core干嘛呢.

【在 t********a 的大作中提到】
:
: re. in general anything with "core" means "bad". GS怕IT招不到人就打着
: strategist的名号招摇撞骗.

d*****r
发帖数: 2583
15
agree,
core strats is just GS IT.

【在 t********a 的大作中提到】
:
: re. in general anything with "core" means "bad". GS怕IT招不到人就打着
: strategist的名号招摇撞骗.

t********a
发帖数: 810
16
core strat is paid comparable to desk strat but in general lower. I would
say the median total is at least 20% lower than desk strat at sub-VP level.
Still, its wall street job, you may argue it is still well paid by many
measures.
The less attractive part of core strat is the lack of up side. How do you
justified your value when you are building infrastructure? Even a team of
monkey can build excel from scratch, and its hard to say which is the super
star monkey. So oftentimes it comes to other things like politics. It is
true that there are "superstars" in the core team, because every team needs
some role model. Are they necessarily better human beings? Or will they be
more successful if they are given more PNL exposures? You can always find
out by joining this "exciting" team.

comparing
MS/

【在 t**********a 的大作中提到】
: core strat is paid comparable to desk strat in GS. If you become a star in
: core strat and MD finally, it is possible to get better paid even comparing
: with MDs in desk strat. quite some ex-VP of GS core strats became MDs in MS/
: JPM/BoA and get a great package.

m***a
发帖数: 4
17
这个职位是纽约的还是伦敦的?

【在 n*********e 的大作中提到】
: 最近面了goldman的core strategy group。大概知道这个group是做什么的。不过好像
: 非常technical。不知道在这个
: group里面做career前景如何?能不能在wall street上一直做下去?收入的情况和其他
: 的strategist比起来有什么不同?谢
: 谢。

w*****e
发帖数: 197
18
Nicely put. I would say good positions are definitely much
rarer than good talents. So the truth is a big bulk of us
need to learn trade-off.
If you think you can shine at this kind of position, ask
yourself following questions:
1) Are you good at PMP?
2) Are you good at PPT?
3) Are you good at creating crisis and then later pretend
to salvage everyone? I'd say for most Chinese, creating
crisis is the harder part.
I start to feel even the so-called desk quants are subjected
to this. After all, if you do not bring in money, you need
to prove yourself one way or the other. And traders are starting
to realize their slice of pie is smaller and smaller.

.
super
needs

【在 t********a 的大作中提到】
: core strat is paid comparable to desk strat but in general lower. I would
: say the median total is at least 20% lower than desk strat at sub-VP level.
: Still, its wall street job, you may argue it is still well paid by many
: measures.
: The less attractive part of core strat is the lack of up side. How do you
: justified your value when you are building infrastructure? Even a team of
: monkey can build excel from scratch, and its hard to say which is the super
: star monkey. So oftentimes it comes to other things like politics. It is
: true that there are "superstars" in the core team, because every team needs
: some role model. Are they necessarily better human beings? Or will they be

a*****y
发帖数: 311
19
What is PMP? and PPT?

【在 w*****e 的大作中提到】
: Nicely put. I would say good positions are definitely much
: rarer than good talents. So the truth is a big bulk of us
: need to learn trade-off.
: If you think you can shine at this kind of position, ask
: yourself following questions:
: 1) Are you good at PMP?
: 2) Are you good at PPT?
: 3) Are you good at creating crisis and then later pretend
: to salvage everyone? I'd say for most Chinese, creating
: crisis is the harder part.

f*******y
发帖数: 988
20
something much important than c++ and java

【在 a*****y 的大作中提到】
: What is PMP? and PPT?
相关主题
rumor on bonuses麻烦大家对两个offer给点建议
关于Delta Hedging的疑问quantitative developer
请问有人了解morgan stanley的interest rate 和 credit这两个组吗?GS Quant/Strat 分类
进入Quant版参与讨论
g***a
发帖数: 23
21
GS Core != IT.
Only the IT losers hope they are the same. :)
It is one of the best places for CS majors who want to stay technical and
make a lot of money. For a while it was THE place, but recently a few
other
banks tried to set up something similar.
Also, until you are ready to go for a shot at MD, you don't really need to
worry about politics - it's well understood that the best developers often
do worst in that department.
t********a
发帖数: 810
22
Of course GS Core is not IT, its GS IT.

【在 g***a 的大作中提到】
: GS Core != IT.
: Only the IT losers hope they are the same. :)
: It is one of the best places for CS majors who want to stay technical and
: make a lot of money. For a while it was THE place, but recently a few
: other
: banks tried to set up something similar.
: Also, until you are ready to go for a shot at MD, you don't really need to
: worry about politics - it's well understood that the best developers often
: do worst in that department.

n*********e
发帖数: 86
23
well, after investigation, here is the answer I got:
GS core strat is not GS IT. GS has a huge IT department that supports all
other groups, including GS core
strats. That means GS core is supported by GS IT dept. On the other hand,
core strats do advanced (that
requires phd degree) computer science work much more than finance stuff,
except maybe the embedded core
strats. (maybe thats why I actually met some decent researchers in my field
during interviews and they publish
papers. The work in GS core strat is actually closer to my own research than
Google)
What is the difference between IT and GS IT? curious.

【在 t********a 的大作中提到】
: Of course GS Core is not IT, its GS IT.
a*****y
发帖数: 311
24
it is true that core strats at GS are paid comparably to desk strats, on
average at least.
The two upsides of core starts as compared to desk strats is that first you
are shielded from the high risks inherent to desks, and second it is much
less stressful, and the hours are considerably shorter. It's not uncommon to
work 9-7 in core.

comparing
MS/

【在 t**********a 的大作中提到】
: core strat is paid comparable to desk strat in GS. If you become a star in
: core strat and MD finally, it is possible to get better paid even comparing
: with MDs in desk strat. quite some ex-VP of GS core strats became MDs in MS/
: JPM/BoA and get a great package.

g***a
发帖数: 23
25
Curious, who did you speak to? PM me if you don't mind.

,
field
than

【在 n*********e 的大作中提到】
: well, after investigation, here is the answer I got:
: GS core strat is not GS IT. GS has a huge IT department that supports all
: other groups, including GS core
: strats. That means GS core is supported by GS IT dept. On the other hand,
: core strats do advanced (that
: requires phd degree) computer science work much more than finance stuff,
: except maybe the embedded core
: strats. (maybe thats why I actually met some decent researchers in my field
: during interviews and they publish
: papers. The work in GS core strat is actually closer to my own research than

t********a
发帖数: 810
26
If you enjoy being brainwashed, then go apply for it, become a glorified
developer, and deceive yourself you are getting paid "comparable" to desk
strats/traders for the rest of your life without the gut to know how much
those ppl are paid. It is what it is.
After all, I don't get paid for telling the truth.

,
field
than

【在 n*********e 的大作中提到】
: well, after investigation, here is the answer I got:
: GS core strat is not GS IT. GS has a huge IT department that supports all
: other groups, including GS core
: strats. That means GS core is supported by GS IT dept. On the other hand,
: core strats do advanced (that
: requires phd degree) computer science work much more than finance stuff,
: except maybe the embedded core
: strats. (maybe thats why I actually met some decent researchers in my field
: during interviews and they publish
: papers. The work in GS core strat is actually closer to my own research than

t********a
发帖数: 810
27
On a second thought, this seems to be a promotion post for goldman's core
strat group. It's one of those stupid situations where ppl pretend to ask a
question like "how is this group at his company", then pour in a lot of
positive info to promote the group.
People could be paying for it, so I wont share more info.
d*****r
发帖数: 2583
28
this board (Quant board on MITbbs) is actually a promotional
board for quant, :)
so Brett Jiu became the board master and then disappearred..

a

【在 t********a 的大作中提到】
: On a second thought, this seems to be a promotion post for goldman's core
: strat group. It's one of those stupid situations where ppl pretend to ask a
: question like "how is this group at his company", then pour in a lot of
: positive info to promote the group.
: People could be paying for it, so I wont share more info.

I*B
发帖数: 151
29
还有这么好的事?pay 差不多,risk低,还hours好。岂不是arbitrage.

you
to

【在 a*****y 的大作中提到】
: it is true that core strats at GS are paid comparably to desk strats, on
: average at least.
: The two upsides of core starts as compared to desk strats is that first you
: are shielded from the high risks inherent to desks, and second it is much
: less stressful, and the hours are considerably shorter. It's not uncommon to
: work 9-7 in core.
:
: comparing
: MS/

n*********e
发帖数: 86
30
可能有些背景没写清楚,有些误会。
首先,我不想做front desk quant。那种每天写code然后盯着屏幕看绩效的日子我自问
做不了。pay 我再高我也没兴
趣。如果是做asset management或者类似的还好些。这个position本来也就是
headhunter找上我,然后就去面了。
然后发现原来这个group做的东西还是和我research很接近的。有几个面我的人是我们
这行top prof的学生,我是看着
他paper长大的。他们非常关心也真懂我做的东西,问的问题也非常research,让我很
意外。有一个和我投了同一个
conference的paper,我们还交流了一下结果。确实不是做GS的core business,可能
pay的也不会同样。不过可能我
本来就不是立志做finance,所以还好。
其次,我的option选择是在这个group,和其他top IT firm SE positions之间选。不
是core strat and desk quant。
我比较了解IT firm SE positions,但是对这个GS group了解就没有了。所以希望这个
版上有懂的人可以帮我解惑。
money wise,GS是比IT firm要好。但是会担心你所说的career前景问题,想了解如果
有兴趣转finance,那么可能性
有多大,如果做了一段时间发现不适合自己,可不可以跳出去不做之类的。这些是我比
较担心的。手上的offer中,其实
GS core做的东西是和我的research最接近的。只是我也怕会沦落到边缘角色。
再多说一句,two sigma和renaissance 我其实都有面。但是他们给我的感觉和GS不太
一样。感觉hedge fund更想要
software developer,他们也不关心我所擅长的东西 (我做的东西很底层,基本上没
见过非科班会去做),他们更想要
一个很efficient的coder。他们面试的题目有一点点让我不太舒服,I am being
honest,有一点点不太intellectually
challenging.......
很希望能有insight thoughts like yours. 因为我实在不熟悉这行。我希望能做点有
意思的work,最后也有前景。如果
是software developer,maybe IT firm is good too。谢谢你的information。我还在
继续纠结ing.......

【在 t********a 的大作中提到】
: If you enjoy being brainwashed, then go apply for it, become a glorified
: developer, and deceive yourself you are getting paid "comparable" to desk
: strats/traders for the rest of your life without the gut to know how much
: those ppl are paid. It is what it is.
: After all, I don't get paid for telling the truth.
:
: ,
: field
: than

相关主题
贡献一些面试题(GS,BarCap,Credit Suisse,etc.)GS 的 desk quant 和 flow quant 有什么区别啊?
[合集] Desk Quant VS Systematic Trading Strategist关于GS的Strategies Group
Equity Exotics / Vol Junior Desk StratOffer选择求建议 (转载)
进入Quant版参与讨论
n*********e
发帖数: 86
31
You think too much. Stay simple and naive is good for health :)
I dont really think GS would want to promote a group like this. Thats
ridiculous. I am asking here because I
want to get some objective opinions. My headhunter fed me info, my friends
in GS also fed me info, but they
could both be biased.......

a

【在 t********a 的大作中提到】
: On a second thought, this seems to be a promotion post for goldman's core
: strat group. It's one of those stupid situations where ppl pretend to ask a
: question like "how is this group at his company", then pour in a lot of
: positive info to promote the group.
: People could be paying for it, so I wont share more info.

G********d
发帖数: 10250
32
你发到本版 只会招来鄙视
你不做trader 就是没有ball
你不泡明星 就不是男人
哈哈哈!!!

desk
much

【在 n*********e 的大作中提到】
: 可能有些背景没写清楚,有些误会。
: 首先,我不想做front desk quant。那种每天写code然后盯着屏幕看绩效的日子我自问
: 做不了。pay 我再高我也没兴
: 趣。如果是做asset management或者类似的还好些。这个position本来也就是
: headhunter找上我,然后就去面了。
: 然后发现原来这个group做的东西还是和我research很接近的。有几个面我的人是我们
: 这行top prof的学生,我是看着
: 他paper长大的。他们非常关心也真懂我做的东西,问的问题也非常research,让我很
: 意外。有一个和我投了同一个
: conference的paper,我们还交流了一下结果。确实不是做GS的core business,可能

n*********e
发帖数: 86
33
鄙视没关系。只要愿意share some info to help me to make a decision :)
我没什么志向,只想做点自己喜欢的,但也不想走进死胡同(greedy啊greedy)。被鄙
视也是应该的。

【在 G********d 的大作中提到】
: 你发到本版 只会招来鄙视
: 你不做trader 就是没有ball
: 你不泡明星 就不是男人
: 哈哈哈!!!
:
: desk
: much

o******s
发帖数: 64
34
据我了解,Core Strategy工作的很大一部分是开发和维护slang/secdb,GS的专有
database and pricing system。LZ在面试过程中应该会有人跟你提起过。
Slang/secdb是很大的系统,所以有的人解PDE,有的人做GUI。看各人。
GS的大多数sales and trading的定价都在slang/secdb这个统一的平台上完成,
这是很难得的。相比之下,很多其他IB每个desk都有自己的一套quant model,核心
代码对外要么秘而不宣,要么故意搞的晦涩难懂,desk之间互相掐架拼model,很
多情况下是恶性竞争。这也是为什么很多其他公司追求写程序速度的原因。
GS的sales and trading内部运作比较高效,和slang/secdb有非常重要的关系。
至于这工作是否被归类为是IT工作,其实并不重要。个人认为今后几年各大IB会开
始效仿GS Slang/SecDB的做法,有的已经开始做了。只是不见得能够成功:要想说
服各个desk头头放弃自己的独门神器可不容易。
没有直接赚钱业务的组总是矮人一头,有直接赚钱业务的组里活得很累,没有两全其美
的选择。感觉LZ心境平和,不会跟风轻易仰视/鄙视,知道自己想要什么。赞一个。

【在 n*********e 的大作中提到】
: 鄙视没关系。只要愿意share some info to help me to make a decision :)
: 我没什么志向,只想做点自己喜欢的,但也不想走进死胡同(greedy啊greedy)。被鄙
: 视也是应该的。

A***l
发帖数: 302
35
There is little doubt that Slang/Secdb is good for GS, but it does not mean
it's good for individuals who use it as the main programming language. It ti
es people to a specific development environment that are not used by other f
irms.

【在 o******s 的大作中提到】
: 据我了解,Core Strategy工作的很大一部分是开发和维护slang/secdb,GS的专有
: database and pricing system。LZ在面试过程中应该会有人跟你提起过。
: Slang/secdb是很大的系统,所以有的人解PDE,有的人做GUI。看各人。
: GS的大多数sales and trading的定价都在slang/secdb这个统一的平台上完成,
: 这是很难得的。相比之下,很多其他IB每个desk都有自己的一套quant model,核心
: 代码对外要么秘而不宣,要么故意搞的晦涩难懂,desk之间互相掐架拼model,很
: 多情况下是恶性竞争。这也是为什么很多其他公司追求写程序速度的原因。
: GS的sales and trading内部运作比较高效,和slang/secdb有非常重要的关系。
: 至于这工作是否被归类为是IT工作,其实并不重要。个人认为今后几年各大IB会开
: 始效仿GS Slang/SecDB的做法,有的已经开始做了。只是不见得能够成功:要想说

z****u
发帖数: 185
36
I second openarms.
good luck, nightingale!

【在 o******s 的大作中提到】
: 据我了解,Core Strategy工作的很大一部分是开发和维护slang/secdb,GS的专有
: database and pricing system。LZ在面试过程中应该会有人跟你提起过。
: Slang/secdb是很大的系统,所以有的人解PDE,有的人做GUI。看各人。
: GS的大多数sales and trading的定价都在slang/secdb这个统一的平台上完成,
: 这是很难得的。相比之下,很多其他IB每个desk都有自己的一套quant model,核心
: 代码对外要么秘而不宣,要么故意搞的晦涩难懂,desk之间互相掐架拼model,很
: 多情况下是恶性竞争。这也是为什么很多其他公司追求写程序速度的原因。
: GS的sales and trading内部运作比较高效,和slang/secdb有非常重要的关系。
: 至于这工作是否被归类为是IT工作,其实并不重要。个人认为今后几年各大IB会开
: 始效仿GS Slang/SecDB的做法,有的已经开始做了。只是不见得能够成功:要想说

t********a
发帖数: 810
37

精辟
补充一下, 很多sales也很牛的, 压在trader上面欺负的.

【在 G********d 的大作中提到】
: 你发到本版 只会招来鄙视
: 你不做trader 就是没有ball
: 你不泡明星 就不是男人
: 哈哈哈!!!
:
: desk
: much

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