n**l
发帖数: 9 | 1 版上的各位同行，小弟我收到了WorldQuant portfolio manager的面试，第一轮是电话
面试，中介说是Igor直接面试，大家有收到他家的面试吗，能不能提供面经啊。
前几天有个帖子关于他家的PM的，可是楼主没提供面经，也消失了，了解情况的朋友能
不能提供点信息，多谢多谢！ |
s*********6
发帖数: 261 | |
s******r
发帖数: 324 | 3 真是PM就没啥面试,就是聊天而已,否则就是quant. |
c*******e
发帖数: 150 | 4 大牛，很欣赏您的很多发言，站的高度和行业阅历都是明显摆在那里的，从来是非常敬
佩的。相信您也一定是quantitative-style的investor, 不过这句话略有点自轻
quant 的身段了 :)
quant and PMs are not mutually exclusive. many quants as in the namesake
novel "The Quants" are PMs as well. Peter Muller, Cliff Asness, Simons,
Overdeck, (just to name a few), all proudly identify themselves as quants,
but I would think they are PMs as well.
当然大牛可以说 PMs 和supporting quants 没有什么交集。但是quantitative PM
和 fundamental-style PM 一样，都是投资风格而已，个人觉得并不是说变成 senior
PM 了就不能再quant了而要转型成fundamentals，或者technical
【在 s******r 的大作中提到】
: 真是PM就没啥面试,就是聊天而已,否则就是quant.
|
s******r
发帖数: 324 | 5 不好意思,我的意思可能被你误解了,我可能说的不太好,我自己也是quant,没有瞧不起
quant的意思,我只是很反对worldquant搞这套,一般真的招PM level是不会给你一大堆
题目做的,把实际上是junior quant的position名字叫做PM来interview. |
c*******e
发帖数: 150 | 6 嗯呐，同意的说，要招有能力作为领军人物的 PMs，的确不应该拘泥于技术的细节甚至
于brain teasers，更重要的绝对的是对队伍建设的理念和管理水平，如何 guide/
mentor junior quants/researchers 进行研究，发现或者改良 strategies。这些除了
看 track records，的确聊天也是比做brain teasers更有效
【在 s******r 的大作中提到】
: 不好意思,我的意思可能被你误解了,我可能说的不太好,我自己也是quant,没有瞧不起
: quant的意思,我只是很反对worldquant搞这套,一般真的招PM level是不会给你一大堆
: 题目做的,把实际上是junior quant的position名字叫做PM来interview.
|
C*A
发帖数: 63 | 7 如是PM的话，和Igor就是简单介绍自己，聊一下你的交易策略，介绍原理和表现。你管过多少
钱？赚过多少钱？你想管理多少？最大管理多少？资金规模对你模型的影响。你对风险
控制的理解，你自己如何进行风险控制。你如何看待目前的市场，你如何进行交易模型
的研究和改进，将来你准备如何发展。
和Igor聊就是聊大方向。和其他人就聊具体。类似和MD聊及其他人聊。
Good luck. |
p****u
发帖数: 2596 | 8 需要做题目的PM纯粹是搞笑。直接挂电话就好拉。
【在 s******r 的大作中提到】
: 不好意思,我的意思可能被你误解了,我可能说的不太好,我自己也是quant,没有瞧不起
: quant的意思,我只是很反对worldquant搞这套,一般真的招PM level是不会给你一大堆
: 题目做的,把实际上是junior quant的position名字叫做PM来interview.
|
p****u
发帖数: 2596 | 9 brain teasers是一点用都没有的东西。
PM主要就是看你有啥现成的能赚钱的东西。
【在 c*******e 的大作中提到】
: 嗯呐，同意的说，要招有能力作为领军人物的 PMs，的确不应该拘泥于技术的细节甚至
: 于brain teasers，更重要的绝对的是对队伍建设的理念和管理水平，如何 guide/
: mentor junior quants/researchers 进行研究，发现或者改良 strategies。这些除了
: 看 track records，的确聊天也是比做brain teasers更有效
|
n**l
发帖数: 9 | 10 多谢大家的回复，猎头给的specs说的是PM，明确说了有自己的book，但是又说之前的
PM经验不需要。。。 |
|
|
n**l
发帖数: 9 | 11 多谢指点！
管过多少
【在 C*A 的大作中提到】
: 如是PM的话，和Igor就是简单介绍自己，聊一下你的交易策略，介绍原理和表现。你管过多少
: 钱？赚过多少钱？你想管理多少？最大管理多少？资金规模对你模型的影响。你对风险
: 控制的理解，你自己如何进行风险控制。你如何看待目前的市场，你如何进行交易模型
: 的研究和改进，将来你准备如何发展。
: 和Igor聊就是聊大方向。和其他人就聊具体。类似和MD聊及其他人聊。
: Good luck.
|
s*******s
发帖数: 1568 | 12 I believe worldquant are now trying to recruit some quantitative PMs with
little capital requirements. Each PM will be able to run his own HighFreq/
StatArb book with strict capital restriction. Since each book has little
market impact, in an another word, little risk, they can afford to
recruiting multiple newbies without any hands on experiences at one time ...
.Some of those newbies will be able to ramp up their book next year due to
their exceptional performance, but most of them will get laid off. It is
brutal Market competition.
【在 p****u 的大作中提到】
: brain teasers是一点用都没有的东西。
: PM主要就是看你有啥现成的能赚钱的东西。
|
s******r
发帖数: 324 | 13 it's crazy to think worldquant want to do that. Quant trading is such a
brutal business now, even very hard for seasoned professionals to make money
, success rate of hire inexperienced trader is very very low. My personal
opinion is they are hired probably just to work on signals, not running a
book by themselves. For people have no experience running a book, it's much
better to go work for place like Two Sigma,D.E.Shaw, even AQR is better is
this regard. |
s*******s
发帖数: 1568 | 14 猎头给的specs说的是PM，明确说了有自己的book
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
这个应该不会骗人
money
much
【在 s******r 的大作中提到】
: it's crazy to think worldquant want to do that. Quant trading is such a
: brutal business now, even very hard for seasoned professionals to make money
: , success rate of hire inexperienced trader is very very low. My personal
: opinion is they are hired probably just to work on signals, not running a
: book by themselves. For people have no experience running a book, it's much
: better to go work for place like Two Sigma,D.E.Shaw, even AQR is better is
: this regard.
|
s******r
发帖数: 324 | 15 It will only work for people who worked for a successful PM or group and
knows enough alphas. |
n**l
发帖数: 9 | 16 听大家说的比较悬啊，我现在的工作是做reserach的，有一些strategy，但是从来没管
理过book。
晚上上来发面经，我在英国 |
p****u
发帖数: 2596 | 17 newbies can develop strategy and earn money? lol, this business model must
be a joke.
..
【在 s*******s 的大作中提到】
: I believe worldquant are now trying to recruit some quantitative PMs with
: little capital requirements. Each PM will be able to run his own HighFreq/
: StatArb book with strict capital restriction. Since each book has little
: market impact, in an another word, little risk, they can afford to
: recruiting multiple newbies without any hands on experiences at one time ...
: .Some of those newbies will be able to ramp up their book next year due to
: their exceptional performance, but most of them will get laid off. It is
: brutal Market competition.
|
s******r
发帖数: 324 | 18 some newbies can work out if they happen to work for a successful PM or
group and can learn fast. I know people become succcessul PM with one year
industry experience and developed models made billions dollars, although
that's exception more than rule. |
i**********5
发帖数: 467 | 19 my former company did the same thing. hire tons of newbie,then fire 90% of
them. it works when you pay newbie low. |
n**l
发帖数: 9 | 20 版上的各位同行，小弟我收到了WorldQuant portfolio manager的面试，第一轮是电话
面试，中介说是Igor直接面试，大家有收到他家的面试吗，能不能提供面经啊。
前几天有个帖子关于他家的PM的，可是楼主没提供面经，也消失了，了解情况的朋友能
不能提供点信息，多谢多谢！ |
|
|
s*********6
发帖数: 261 | |
s******r
发帖数: 324 | 22 真是PM就没啥面试,就是聊天而已,否则就是quant. |
c*******e
发帖数: 150 | 23 大牛，很欣赏您的很多发言，站的高度和行业阅历都是明显摆在那里的，从来是非常敬
佩的。相信您也一定是quantitative-style的investor, 不过这句话略有点自轻
quant 的身段了 :)
quant and PMs are not mutually exclusive. many quants as in the namesake
novel "The Quants" are PMs as well. Peter Muller, Cliff Asness, Simons,
Overdeck, (just to name a few), all proudly identify themselves as quants,
but I would think they are PMs as well.
当然大牛可以说 PMs 和supporting quants 没有什么交集。但是quantitative PM
和 fundamental-style PM 一样，都是投资风格而已，个人觉得并不是说变成 senior
PM 了就不能再quant了而要转型成fundamentals，或者technical
【在 s******r 的大作中提到】
: 真是PM就没啥面试,就是聊天而已,否则就是quant.
|
s******r
发帖数: 324 | 24 不好意思,我的意思可能被你误解了,我可能说的不太好,我自己也是quant,没有瞧不起
quant的意思,我只是很反对worldquant搞这套,一般真的招PM level是不会给你一大堆
题目做的,把实际上是junior quant的position名字叫做PM来interview. |
c*******e
发帖数: 150 | 25 嗯呐，同意的说，要招有能力作为领军人物的 PMs，的确不应该拘泥于技术的细节甚至
于brain teasers，更重要的绝对的是对队伍建设的理念和管理水平，如何 guide/
mentor junior quants/researchers 进行研究，发现或者改良 strategies。这些除了
看 track records，的确聊天也是比做brain teasers更有效
【在 s******r 的大作中提到】
: 不好意思,我的意思可能被你误解了,我可能说的不太好,我自己也是quant,没有瞧不起
: quant的意思,我只是很反对worldquant搞这套,一般真的招PM level是不会给你一大堆
: 题目做的,把实际上是junior quant的position名字叫做PM来interview.
|
C*A
发帖数: 63 | 26 如是PM的话，和Igor就是简单介绍自己，聊一下你的交易策略，介绍原理和表现。你管过多少
钱？赚过多少钱？你想管理多少？最大管理多少？资金规模对你模型的影响。你对风险
控制的理解，你自己如何进行风险控制。你如何看待目前的市场，你如何进行交易模型
的研究和改进，将来你准备如何发展。
和Igor聊就是聊大方向。和其他人就聊具体。类似和MD聊及其他人聊。
Good luck. |
p****u
发帖数: 2596 | 27 需要做题目的PM纯粹是搞笑。直接挂电话就好拉。
【在 s******r 的大作中提到】
: 不好意思,我的意思可能被你误解了,我可能说的不太好,我自己也是quant,没有瞧不起
: quant的意思,我只是很反对worldquant搞这套,一般真的招PM level是不会给你一大堆
: 题目做的,把实际上是junior quant的position名字叫做PM来interview.
|
p****u
发帖数: 2596 | 28 brain teasers是一点用都没有的东西。
PM主要就是看你有啥现成的能赚钱的东西。
【在 c*******e 的大作中提到】
: 嗯呐，同意的说，要招有能力作为领军人物的 PMs，的确不应该拘泥于技术的细节甚至
: 于brain teasers，更重要的绝对的是对队伍建设的理念和管理水平，如何 guide/
: mentor junior quants/researchers 进行研究，发现或者改良 strategies。这些除了
: 看 track records，的确聊天也是比做brain teasers更有效
|
n**l
发帖数: 9 | 29 多谢大家的回复，猎头给的specs说的是PM，明确说了有自己的book，但是又说之前的
PM经验不需要。。。 |
n**l
发帖数: 9 | 30 多谢指点！
管过多少
【在 C*A 的大作中提到】
: 如是PM的话，和Igor就是简单介绍自己，聊一下你的交易策略，介绍原理和表现。你管过多少
: 钱？赚过多少钱？你想管理多少？最大管理多少？资金规模对你模型的影响。你对风险
: 控制的理解，你自己如何进行风险控制。你如何看待目前的市场，你如何进行交易模型
: 的研究和改进，将来你准备如何发展。
: 和Igor聊就是聊大方向。和其他人就聊具体。类似和MD聊及其他人聊。
: Good luck.
|
|
|
s*******s
发帖数: 1568 | 31 I believe worldquant are now trying to recruit some quantitative PMs with
little capital requirements. Each PM will be able to run his own HighFreq/
StatArb book with strict capital restriction. Since each book has little
market impact, in an another word, little risk, they can afford to
recruiting multiple newbies without any hands on experiences at one time ...
.Some of those newbies will be able to ramp up their book next year due to
their exceptional performance, but most of them will get laid off. It is
brutal Market competition.
【在 p****u 的大作中提到】
: brain teasers是一点用都没有的东西。
: PM主要就是看你有啥现成的能赚钱的东西。
|
s******r
发帖数: 324 | 32 it's crazy to think worldquant want to do that. Quant trading is such a
brutal business now, even very hard for seasoned professionals to make money
, success rate of hire inexperienced trader is very very low. My personal
opinion is they are hired probably just to work on signals, not running a
book by themselves. For people have no experience running a book, it's much
better to go work for place like Two Sigma,D.E.Shaw, even AQR is better is
this regard. |
s*******s
发帖数: 1568 | 33 猎头给的specs说的是PM，明确说了有自己的book
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
这个应该不会骗人
money
much
【在 s******r 的大作中提到】
: it's crazy to think worldquant want to do that. Quant trading is such a
: brutal business now, even very hard for seasoned professionals to make money
: , success rate of hire inexperienced trader is very very low. My personal
: opinion is they are hired probably just to work on signals, not running a
: book by themselves. For people have no experience running a book, it's much
: better to go work for place like Two Sigma,D.E.Shaw, even AQR is better is
: this regard.
|
s******r
发帖数: 324 | 34 It will only work for people who worked for a successful PM or group and
knows enough alphas. |
n**l
发帖数: 9 | 35 听大家说的比较悬啊，我现在的工作是做reserach的，有一些strategy，但是从来没管
理过book。
晚上上来发面经，我在英国 |
p****u
发帖数: 2596 | 36 newbies can develop strategy and earn money? lol, this business model must
be a joke.
..
【在 s*******s 的大作中提到】
: I believe worldquant are now trying to recruit some quantitative PMs with
: little capital requirements. Each PM will be able to run his own HighFreq/
: StatArb book with strict capital restriction. Since each book has little
: market impact, in an another word, little risk, they can afford to
: recruiting multiple newbies without any hands on experiences at one time ...
: .Some of those newbies will be able to ramp up their book next year due to
: their exceptional performance, but most of them will get laid off. It is
: brutal Market competition.
|
s******r
发帖数: 324 | 37 some newbies can work out if they happen to work for a successful PM or
group and can learn fast. I know people become succcessul PM with one year
industry experience and developed models made billions dollars, although
that's exception more than rule. |
i**********5
发帖数: 467 | 38 my former company did the same thing. hire tons of newbie,then fire 90% of
them. it works when you pay newbie low. |
C******n
发帖数: 9204 | 39 sounds like mini-fund PM?
为什么我之前面worldquant是上网做题？ |
