Morgan Stanley 来宣讲了，招新的部门叫IDEALS，主要是博士，说去年ＮＹＵ招了好多，今年全球招２３个，主要在北美。　MD是Sams Collins, 女HR是Stephenie Wade, 男ＨＲ是Fuqua Jordan,竟然跟Duke Fuqua Business School名字一样

 

Desk Strategies:  Interest Rate ,  Equity,  Credit,  Foreign Exchange, QDS

 

                                      IDEALS

          Strategies                                               Practice Areas

Trading       Sales&                     Systems             Enterprice      Core            Model

desk            Trading                 &Technology         Data             Modeling    Control

一个例子：研究在银行的deposits , with interest rate grow, how stable their deposits?

主要解决以前没有见到的问题，要link data structure, describe historical generical diffusion equation

什么delta function 随着spread上升

最优化要用到Optimization (我想到了动态规划和控制论.....)

Desk Strategies 全球380个人， 要扩招80-100more    30个在亚洲（不知道是要招还是已有，反正上海只有2人现在,“做很安静的工作，一个project 3个月”，那人原话）

 

System and Technologies

* Market Data

* Referencial / Securities Data   比如 CDO what's really worth

* software development  Environment   Real Time passion

* Advanced Market Models

* Model Control

* Modeling ---- adaptive and innovative

 

要招PhD in Quantitative Science Engineering & Mathematics or master in Financial Engineering ,   must drive to get the bottom of it.

------- Knowledge of Quantitative Finance, Probability, Stochastic Calculus

------- Derivatives Models

------- Statistical Methods and Time Series Analysis

------- Optimization and Control

** Superial Programming skills and interests

---- Complier  C++/C# Java

---- Scrip  Perl Python Ruby Excel/VBA  (我只认识最后一个，Perl究竟是什么阿？每个招聘启事上都有，听说是很古老的东西)

 ** Financial Expertise --- Background in Mathematics Derivative Pricing, Economics, Econometrics or Statistics is desirable

**  Time-critical collaborative environment

** Strategists develop production code and work in production environment

 

Email to : Phd.Recruiting@morganstanley.com  (邮箱地址都不区分大小写的有人还问)

 

desk strategy干的活主要是build these models 在各个部门

Interest Rate Strategy

FX

Commodities

Credit Strategy

Securitized Products ( 这两种金融危机损失很大，但没有消亡)
Equity Derivatives & Equity Delta-1  （Delta-1我一直不知道什么东西）

Equity Quantitatives & Derivative Sales Strategy ()

Investment Banking

 

 男ＨＲ说没有准备好就不要发邮件，否则第一轮brain tisser电话面试很快的。不会Ｃ＋＋就不要写，会问的

MD  Sams Collins　听我说到我研究Accumulator定价，在亚洲造成很大的损失，突然提高声调严肃的说，They(Asians) are gamblers, they don't know the risks, 明明写的有风险很大的字，他们竟然会赔了钱然后说没注意到，金融市场有赔有赚的.......