帮忙选offer

http://www.mitbbs.com/article_t/Quant/31373283.html

发信人: kgwr21 (quantlife), 信区: Quant
标  题: 帮忙选offer
发信站: BBS 未名空间站 (Fri Dec 19 11:11:46 2014, 美东)

Offer 1: NYC 银行, 做model validation 主要wealth management/portfolio
management模型, 比如Covariance, Portfolio Optimization/asset allocation,
factor model and etc.

Offer 2: North Carolina银行, IB部门 做Market Risk, Support trading desk, 主
要VaR model, 产品包括: Interest rate, structured, FX, equity and commodity.

Same title, Offer2 比 Offer1 total compensation(base+bonus) 多近7w.

Offer 1
优点: validate的model类似buyside model: Black Litterman, Risk Attribution.
在NYC,机会多, 以后挺想做quant strategy, portfolio manager.

缺点: Model validation没有前途么?？(No idea), 钱少.无法深入学习某个asset.


Offer 1
优点: 接近front office. 学到更多产品以及市场 知识. 钱多.

缺点: location大农村 而且once risk guy, aways risk guy?


帮忙说说
哪个发展好把.