Hey guys
I am doing a PhD in Statistics and expect to finish it in Summer/Fall 2011. My research is application of computational Bayesian Statistics methods(e.g., monte-carlo simulations, particle filters) for inference (e.g., parameter estimation) in Stochastic Volatility models (e.g., continous-time OU processes) in finance. I like my research problem (statistical modeling) and actually prefer it to a merely finance-oriented problem. My knowledge of finance is limited (a general bit of financial derivatives (Hull book)). I program fluently in C (though not in C++).
Now, I am wondering if there is any opportunity in finance sector for me. What skills would you recommend me to gain and what job positions should I look for? Do they have position titles like "statistician"?
I apologize beforehand if my question has been raised before (I searched the forum and could not find anything similar).
Thanks a lot,
Amaan
I am doing a PhD in Statistics and expect to finish it in Summer/Fall 2011. My research is application of computational Bayesian Statistics methods(e.g., monte-carlo simulations, particle filters) for inference (e.g., parameter estimation) in Stochastic Volatility models (e.g., continous-time OU processes) in finance. I like my research problem (statistical modeling) and actually prefer it to a merely finance-oriented problem. My knowledge of finance is limited (a general bit of financial derivatives (Hull book)). I program fluently in C (though not in C++).
Now, I am wondering if there is any opportunity in finance sector for me. What skills would you recommend me to gain and what job positions should I look for? Do they have position titles like "statistician"?
I apologize beforehand if my question has been raised before (I searched the forum and could not find anything similar).
Thanks a lot,
Amaan
