m**********e
发帖数: 220 | 1 有人了解吗？
如果面试这样的部门，一般会问些什么问题呢？
跟quant的面试差不多嘛？ |
d********t
发帖数: 9628 | 2 CDS
【在 m**********e 的大作中提到】
: 有人了解吗？
: 如果面试这样的部门，一般会问些什么问题呢？
: 跟quant的面试差不多嘛？
|
w*****n
发帖数: 299 | 3 Mortgage backed securities |
m**********e
发帖数: 220 | 4 那面试的题目呢？大致会问些什么样的问题呢？
quant的面试基本都差不多，不知道trading这种的会偏向什么问题
【在 w*****n 的大作中提到】
: Mortgage backed securities
|
h****e
发帖数: 2125 | 5 咱不懂别胡说行么？？
【在 w*****n 的大作中提到】
: Mortgage backed securities
|
w*****n
发帖数: 299 | 6 我就做这个。你最近吃什么药了？
【在 h****e 的大作中提到】
: 咱不懂别胡说行么？？
|
h****e
发帖数: 2125 | 7 structured credit trading主要是corporate bonds，如果derivatives的话就是
Credit Default Swap，简称CDS。
【在 w*****n 的大作中提到】
: 我就做这个。你最近吃什么药了？
|
s********y
发帖数: 6 | 8 this is not true
【在 h****e 的大作中提到】
: structured credit trading主要是corporate bonds，如果derivatives的话就是
: Credit Default Swap，简称CDS。
|
k**x
发帖数: 2611 | 9 这个应该是credit flow desk的内容
structured credit trading主要是corporate bonds，如果derivatives的话就是
Credit Default Swap，简称CDS。
【在 h****e 的大作中提到】
: structured credit trading主要是corporate bonds，如果derivatives的话就是
: Credit Default Swap，简称CDS。
|
g*******g
发帖数: 59 | 10 Structured credit 应该是需要Securitization 的产品
【在 h****e 的大作中提到】
: structured credit trading主要是corporate bonds，如果derivatives的话就是
: Credit Default Swap，简称CDS。
|
|
|
w**********y
发帖数: 1691 | 11 您在哪高就做什么？
convertible bond一般放在equity desk
【在 h****e 的大作中提到】
: structured credit trading主要是corporate bonds，如果derivatives的话就是
: Credit Default Swap，简称CDS。
|
r**a
发帖数: 536 | 12 can't aglee more.
【在 w**********y 的大作中提到】
: 您在哪高就做什么？
: convertible bond一般放在equity desk
|
r**a
发帖数: 536 | 13 CDO should be viewed as one of structured credit products. Check book "
Structured Credit Products: Credit Derivatives and Synthetic Securitisation"
Although I am not working on this area, based on my knowledge, structure
credit products like CDO and other correlation products should be traded by
this desk. Not quite sure if MBS is also traded by this desk.
【在 m**********e 的大作中提到】
: 有人了解吗？
: 如果面试这样的部门，一般会问些什么问题呢？
: 跟quant的面试差不多嘛？
|
r**a
发帖数: 536 | 14 aglee
【在 g*******g 的大作中提到】
: Structured credit 应该是需要Securitization 的产品
|
d*j
发帖数: 13780 | 15 我觉得您说的对， CDO 本来就是按照信用等级分组的。
但是mbs应该不是在credit desk 交易的。。。。
Securitisation"
by
【在 r**a 的大作中提到】
: CDO should be viewed as one of structured credit products. Check book "
: Structured Credit Products: Credit Derivatives and Synthetic Securitisation"
: Although I am not working on this area, based on my knowledge, structure
: credit products like CDO and other correlation products should be traded by
: this desk. Not quite sure if MBS is also traded by this desk.
|
g*******g
发帖数: 59 | 16 如果说cmbs呢？
【在 d*j 的大作中提到】
: 我觉得您说的对， CDO 本来就是按照信用等级分组的。
: 但是mbs应该不是在credit desk 交易的。。。。
:
: Securitisation"
: by
|
L********a
发帖数: 44 | 17 Depending on the firm, some refers it to Correlation Trading Desk (i.e CSO,
Corp Synthetic CDO), some also refers to Cash CDO (i.e RMBS, CMBS, ABS) |
D********n
发帖数: 978 | 18 Synthetic CDO和Cash CDO都算是structured credit trading.
但是你说的这个"Cash CDO (i.e. RMBS, CMBS, ABS)"这个就是概念混淆了。
RMBS, CMBS, ABS这些东西在市场上木有听说被叫做CDO。有ABS CDO这个东西 (或者类
似的CMBS CLO)。这些都是特殊的CDO。比如ABS CDO里面装的是ABS甚至参杂一些RMBS,
而不是像一般的CDO一样装的是corp debt). 但不要误以为RMBS, CMBS, ABS = CDO了。
水果和罐头是两个概念，虽然有水果罐头这么个东西 ^_^...
,
【在 L********a 的大作中提到】
: Depending on the firm, some refers it to Correlation Trading Desk (i.e CSO,
: Corp Synthetic CDO), some also refers to Cash CDO (i.e RMBS, CMBS, ABS)
|
a*********a
发帖数: 3656 | 19 back when I worked in structured credit, correlation trading was a part of
the structured credit trading. correlation trading did index tranches, while
other groups in the structured credit did synthetic bespokes CDOs, cash
CDOs etc.
about the most exotic a correlation desk traded back then were those
leveraged super senior index tranches, which later turned into huge
disasters to them.
All mortgage products belonged to the mortgage desk. but I heard some of
them refer to themselves as structured something something.
its been a long long time though. I thought bespoke business was dead, even
index tranches stopped rolling. have these come back to life now?
,
【在 L********a 的大作中提到】
: Depending on the firm, some refers it to Correlation Trading Desk (i.e CSO,
: Corp Synthetic CDO), some also refers to Cash CDO (i.e RMBS, CMBS, ABS)
|
h*y
发帖数: 1289 | 20 Index tranches are still rolling.
while
even
【在 a*********a 的大作中提到】
: back when I worked in structured credit, correlation trading was a part of
: the structured credit trading. correlation trading did index tranches, while
: other groups in the structured credit did synthetic bespokes CDOs, cash
: CDOs etc.
: about the most exotic a correlation desk traded back then were those
: leveraged super senior index tranches, which later turned into huge
: disasters to them.
: All mortgage products belonged to the mortgage desk. but I heard some of
: them refer to themselves as structured something something.
: its been a long long time though. I thought bespoke business was dead, even
|
a*********a
发帖数: 3656 | 21 thx, do you know how the market volume compares to say 2005 and 2006? what
is going on in the bespoke part of the market?
【在 h*y 的大作中提到】
: Index tranches are still rolling.
:
: while
: even
|
l***m
发帖数: 920 | 22 Structured credit products include CDO (dead), CLO, First to default basket,
bond option, CDS option, recovery option, recovery-locked CDS, index option
, index tranche, Credit linked note, structured bond, bond repack etc. |
