k****g
发帖数: 36 | 1 各位大神，
朋友最近有一个hedge fund的工作机会，在康州， 职位是developer， 我觉得挺好的
， buy side， 虽然可能比it工作要更长时间。。。
想和大家讨论一下， 是应该做hedge fund 的developer， 还是争取纯it做data
science ／ big data。。。
请各位不吝赐教
从面试过程看， 默认是quant developer （拿到offer的申请者是applied math，
stat， machine
learning 背景） 面试时一个math phd的quant researcher， 几个quant developer，
问的问题面很广， 从数学，统计到计算机的基础知识都问到了， 但是都不深入。
下面是recruiter发给的job description， 也许从中可见端倪。
1. Strong programming background
a. Real production code development in a commercial environment
b. Knowledge of C#/.NET a strong plus
c. Background in Python, R, Ruby useful
d. Understanding of testing methodologies and strong interest in
developing well-tested code
e. Knowledge of multiple development environments, build environments,
a plus
f. Linear programming a plus
g. Experience in Excel VBA and development of plugins very useful
h. Web development skills
i. Experience in using issue tracking, version control, and release
technology and associated processes
j. Some exposure to Atlassian tools: Jira, Git, Bamboo, Stash
k. Performance tuning a plus
2. Strong interest in learning the derivatives trading business
a. Strong interest in learning the mathematics and dynamics of
derivatives and markets
b. Strong interest in understanding the mechanics of financial
operations, workflow, accounting
c. Strong interest in learning the terminology of options trading
d. Strong interest in learning to use the tools that traders use
3. Strong background in mathematics is very useful in understanding
derivatives
a. Calculus, differential equations, partial derivatives, Taylor
Series
b. Probability and stochastic processes
c. Applications of mathematics in Physics or other sciences useful
d. Statistics
5. Strong team player
a. Work as part of a multi-national team
b. Willing to take on work and change tasks when the business
requirements change
c. Interest in sharing and gaining business and technical knowledge
6. Business focused/Delivery oriented
a. Appreciation of business goals of the trading desk – make money
b. Understand the need to provide functionality in a timely fashion
that is usable by traders in short order
c. Understand incremental development and delivery
d. Understand the need for high-quality, predictable, well-behaved
systems | k*******d
发帖数: 1340 | 2 Probably will have emphasis on programming. C#? This is not a popular
language in quant industry... | k****g
发帖数: 36 | 3 quant包括quant developer么， 还是只是指quant researcher。。
我看有很多hedge fund的quant developer都是要 c＃
对的，应该是偏重programming吧。那个fund以前没有quant researcher， 全quant
developer和traders， 1年前招了一个quant researcher。
【在 k*******d 的大作中提到】
: Probably will have emphasis on programming. C#? This is not a popular
: language in quant industry...
| s*******n
发帖数: 631 | 4 用C#做machine learning的算法？这个不是很通用吧，好像 | o*******6
发帖数: 6113 | 5 用C#/.NET从网上下载数据的事我倒是做过。我猜这个fund也是用c#下数据，在放到其
他软件里做算法。 |
|
