39anoverviewofquantitativeskillsusedbyfinancial：“定量技能用金融概述-wenkub
2023-01-27 07:36:15 本頁(yè)面
【正文】 rovide remendations for upgrades, downgrades, target prices and opinions to the public market. Together, the buy side and sell side make up both sides of the investment munity. ? For example, a buyside analyst typically works in a nonbrokerage firm (. hedge fund, mutual fund or pension fund) and provides research and remendations exclusively for the benefit of the pany39。An Overview of Quantitative Skills used by Financial Institutions Joanna Gill amp。s own money managers (as opposed to individual investors). Unlike sellside remendations which are meant for the public buyside remendations are not available to anyone outside the firm. In fact, if the buyside analyst stumbles upon a formula, vision or approach that works, it is kept secret. Risk Management ? Risk Management is concerned with separating risk control from the risk takers. ? To control risks, they must be disclosed, reported, measured and monitored. ? Risk Management therefore has to strike a balance between pliance with risk limiting rules and the ability to develop new business. ? On the “Buy Side” risk managers are not always “the policemen”. As global markets continue to experience a tightening of the purse strings, there is a need for Quants to not only help quantify the risk of a particular asset, be that credit, equities, fx etc but also to help with optimising the performance of a buy side portfolio. Quantitative Job Market Share Examples of Quant Risk Jobs ? Risk Reporting Manager ? Major Global MultiStrategy Hedge Fund Risk Group is seeking a Risk Reporting Manager with professional experience in risk management. The professional will have experience designing, implementing and running firm wide risk reports for senior management on a daily, monthly and quarterly basis. This person will identify and implement tools to transform large amounts of data into risk information and will ensure that a minimum of risk data quality is obtained for each risk report. Candidate will also have a quantitative background on financial instruments pricing, risk modelling and statistics. Candidate must be detail oriented, precise, meticulous and able to municate with traders, portfolio managers and senior management. Examples of Quant Risk Jobs ? Quantitative Risk Manager ? A boutique derivatives trading firm seeks a quantitative risk manager. ? Primary responsibilities include: ? * Identification and analysis of risk factors to a portfolio of hedged vanilla American and European option portfolios. * Scenario simulation and analysis of the aforementioned portfolios. * Monitoring and enforcement of risk limits through active interaction with the trading staff. ? Ideal cand
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