Skip to main content

搞電腦/玩數學/作交易

"華爾街搞電腦/玩數學/作交易"是啥東東





許多人都有朋友"在華爾街搞電腦/玩數學/作交易", 有更多人對"華爾街"(泛指金融業)的工作性質感到好奇. 就連許多在華爾街工作很久的人也不清楚每天跟他一起吃中飯的人在作什麼. 我嚐試著將我所知道的整理出來. 以後如有時間會更深入的針對每一項詳加闡述

Here are the jobs in broader financial quant/engineering/technology field
財物工程及科技類的工作:

Finance & Banking, Services & Support


Analysis, Strategic Planning & Corp. Development
Financial Data & Software Services
Financial Products & Services Marketing
Compliance/Regulatory Reporting
Financial Consulting & Advisory Services
Private/Consumer Banking

Corporate Credit & Commercial Lending


Corporate & Counterparty Credit Risk Management
Credit Analysis
Loans/Credit Portfolio Analytics

Quantitative Finance, Financial Engineering


Derivatives Pricing/Research & Modeling
Quantitative F.I. Modeling & Research
Quantitative Risk Management
Quantitative Equity Research & Modeling
MBS/ABS Research; Prepayment & Default Modeling
Quantitative Portfolio Mgt., Investment Analytics
Analytical Trading "Quants"
Corporate Credit Research & Modeling
FX & Commodities "Quants"

nyse

Risk Management


Market Risk Management
Corporate & Counterparty Credit Risk Management
Risk Management Consulting & Advisory
Enterprise & Operations Risk
Energy/Utilities Risk Management
Risk Management Systems & Technology

Equities


Equity Research/Industry Analysis
Equity Arbitrage, Trading & Sales
Equity Portfolio Management
Equity Systems & Technology

Fixed Income Securities


Quantitative F.I. Modeling & Research
Fixed Income Research
Fixed Income Sales & Trading
Fixed Income Portfolio Management
MBS/ABS Research; Prepayment & Default Modeling
MBS/ABS Structuring & Securitization
CBO/CLO/CDO Structuring & Securitization
Fixed Income Systems & Technologies

Derivatives/Futures/FX & Structured Transactions


Interest Rate Derivatives
Equity Derivatives
Structured Transactions, Credit & Insurance Derivatives
Foreign Exchange, Futures & Commodities
FX & Commodities "Quants"
Derivatives Systems & Technology

Corporate/Structured Finance & Securitization


CBO/CLO/CDO Structuring & Securitization
Mortgage Banking & Consumer Finance
Corporate Finance, M&A and Syndication

Portfolio Management


Equity Portfolio Management (Value Investing, Long/Short, Index, Vol, etc)
Fixed Income Portfolio Management
Loans/Credit Portfolio Analytics
Alternative Investments, Hedge Funds
Fund Of Fund, Endowment Funds
Administration, Operations, Trust & Safekeeping
Portfolio Management Systems & Technology

Financial Industry Applications & Systems


Quantitative Systems Development
Derivatives Systems & Technology
Fixed Income Systems & Technology
Equity Systems & Technology
Portfolio Management Systems & Technology
Risk Management Systems & Technology
Accounting Systems
Security Lending/Repo Systems

Computer Systems & Technology


System Integration
Financial Protocols (FIX, SWIFT, etc)
Quantitative Systems Development
Project Management
Systems Analysis, Design & Architecture
Business Analysis, Knowledge Engineering, User Liaison
Statistical Programming
Database Technologies (VLDB, High Throughput)
Messaging Technologies (TIBCO, Bus, etc)
Web Development & Technology
Object Oriented Programming
Systems/Network Administration
Security Technologies
Application Support
Systems Support (desktop, server)
Quality Assurance
Help Desk

Statistics/Econometrics


MBS/ABS Structuring & Securitization
CBO/CLO/CDO Structuring & Securitization
Mortgage Banking & Consumer Finance

Comments

Post a Comment

Popular posts from this blog

Look Mom, No Application Servers, Look...MOM!

In the unlikely event that you're not familiar with my gas station, you can find my previous essays at http://jdj.sys-con.com/read/category/1142.htm . Recently, I've conducted a small survey among my truck drivers. I asked them just one question: "What do you think of application servers?" The most popular answer was, "I don't need no stinkin' application server." And truck drivers usually know what they're talking about! You may think that now I'll start selling one of the popular application frameworks. Wrong! The idea of these frameworks was nice: get back from complex containers to programming POJOs. But while trying to provide alternatives to container services, each of these frameworks ran into the short-blanket syndrome: something is always sticking out. XML is sticking out big time! To simplify Java programming, developers are paying the high price of adding unmanageable amounts of XML descriptors, mappings, wiring...
2 comments
Read more

The Open Source Monopoly

http://www.galatea.com/opensource.html "The Open Source Monopoly" was originally published as a single paper. It has since become the first in a series of three. The second paper, The Economics of Commercial Open Source, looks in more detail at the economic models of companies like Red Hat Inc., JBoss and MySQL AB. The third paper, Openstructure: A Call for Open Source Reform presents some solutions to the current trend in open source and offers a challenge to the open source community for reform. Last month I wrote an article on Apache Geronimo for JavaWorld called "A First Look at Apache Geronimo." In the summary, I stated that "Geronimo aims to be the first J2EE-certified open source J2EE server." As can be imagined, that statement generated a flurry of emails and responses, most of which claimed that in fact, JBoss was the first open source J2EE certified server. In my reply to some of the reader feedback I received, I clarified that ...
Post a Comment
Read more

18 Rules of Management (in Chinese)

18 則好用的管理定律 1. 活力曲線（ 10% 淘汰率法則） 奇異公司每年會針對各事業單位的主管打分數，區分出 ABC 三個不同等級的績效表現。最傑出的 A 級員工必須是事業單位中的前 20% ； B 級員工是中間的 70% ； C 級員工約 10% ，奇異以常態分配的鐘形活力曲線（ Vitality Curve ）來呈現這種概念。 A 級員工將得到 B 級員工 2 ～ 3 倍的薪資獎酬，而 C 級員工則有遭到淘汰的危機， 活力曲線是年復一年、不斷進行的動態機制，以確保企業向前邁進的動能。 2. 手錶定理 一個組織不要同時設定兩個目標。一次戴兩支手錶不但不能讓自己知道更準確的時間，還會失去準時的信心。 對同一組織採用兩種管理方法，或設置兩個不同的目標，組織就無所適從了。 3. 酒與污水定律 把一匙酒倒進一桶污水中，得到的是一桶污水；把一匙污水倒進一桶酒中，得到的還是一桶污水。 組織裡永遠都有幾個麻煩人物，他們存在的目的似乎是為了把事情搞砸。主管要及時處理，才能避免它迅速傳染。 一個正直能幹的人進入一個混亂的部門很可能被吞沒，而一個懶惰鬼很快能把高效率的部門變成一盤散沙。 4. 不值得定律 一個人會用敷衍了事的態度來從事自認為不值得做的事，因此管理者要適當的分配工作。 讓成就慾較強的員工帶頭完成具有一定風險和難度的工作，讓依附慾較強的員工融入團體中共同工作。 5. 金魚缸法則 魚缸是透明的，不論從哪個角度觀察，裡面的情況都一清二楚。增加工作流程的透明度吧！工作透明度高，領導者就被置於全體部屬的監督之下。 強化領導者的自我約束，也增強了組織的凝聚力。 6. 洛伯定理 對管理者來說，要緊的不是你在場時的情況 ，而是你不在場時發生了什麼。如果你只想讓部屬聽你的，那麼當你不在身邊時，他們就不知道應該聽誰的。 7. 鰷魚效應 鰷魚因為個體弱小而採取集體活動，以強健者為自然首領。當首領的行動發生紊亂，鰷魚仍然會盲目追隨。 部屬的悲劇總是領導者造成的，部屬覺得最沒勁的事，是跟著一位差勁的領導者。 8. 木桶定律 一隻木...
Post a Comment
Read more