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Quant版 - Derivatives Analysis 是什么?
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1 (共1页)
c***z
发帖数: 6348
1
我承认自己很无知。但是之前的Risk Management组把我推荐到了Derivatives
Analysis组。于是想知道,DA到底是什么呢?面试会问些什么?
谢谢各位大侠!
n****e
发帖数: 629
2
Market Risk Strategies is responsible for designing and implementing market
risk measurement models as well as approving pricing models used by the
firm. The group is comprised of two teams: Risk Modeling and Derivatives
Analysis.
Risk Modeling is the core group that designs and implements all risk models
for our trading portfolio, including VaR models, stress testing and hedging
analysis. We are looking for people who have strong quantitative and
technological training.
Derivatives Analysis con

【在 c***z 的大作中提到】
: 我承认自己很无知。但是之前的Risk Management组把我推荐到了Derivatives
: Analysis组。于是想知道,DA到底是什么呢?面试会问些什么?
: 谢谢各位大侠!

c***z
发帖数: 6348
3
Thanks a lot!
n****e
发帖数: 629
4
thx版大
善用google也能吃包子啊 haha

market
models
hedging
quantifies

【在 n****e 的大作中提到】
: Market Risk Strategies is responsible for designing and implementing market
: risk measurement models as well as approving pricing models used by the
: firm. The group is comprised of two teams: Risk Modeling and Derivatives
: Analysis.
: Risk Modeling is the core group that designs and implements all risk models
: for our trading portfolio, including VaR models, stress testing and hedging
: analysis. We are looking for people who have strong quantitative and
: technological training.
: Derivatives Analysis con

c***z
发帖数: 6348
5
版大?
I am not 版大...
n****e
发帖数: 629
6
没注意 元来您也给包子了 hehe

【在 c***z 的大作中提到】
: 版大?
: I am not 版大...

c***z
发帖数: 6348
7
w*****n
发帖数: 299
8
DA就是nerdy的那些人去的,不如risk

【在 c***z 的大作中提到】
: 我承认自己很无知。但是之前的Risk Management组把我推荐到了Derivatives
: Analysis组。于是想知道,DA到底是什么呢?面试会问些什么?
: 谢谢各位大侠!

c***z
发帖数: 6348
9
Ha, maybe that is why.
I think I am nerdy...
1 (共1页)
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做credit risk modelling有前途吗?请问credit risk方面哪本书比较好?
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