- Joined
- 11/5/14
- Messages
- 296
- Points
- 53
Hi friends,
I am Quasar, I am 31 and I hail from Bombay, India. I am a CompSci engineer with five years of IT experience and work at an investment bank as a risk analyst.
I had applied to the MFE programmes of two universities in Singapore(which are decent), this year, and I was selected at both places. For various reasons, I dropped the idea of MFE.
I do not wish to take the low-hanging fruit. In the weekdays, since I have the mornings to myself, I plan on enrolling myself for a Masters in Mathematics 2-year correspondence course in India. The course fees are INR 8000.00(USD 133) per year. The curriculum looks like this:
First year :
I have read and solved problems Introduction to Probability by Joe Blitzstein. I found that building pricing models in Python - e.g. trinomial trees to price a barrier option or constructing the smile using Vanna-Volga method are an effective way to master numerical techniques.
I realize that, ultimately it all boils down to the skills that you have. The purpose of doing this course is two-fold : it'll be rewarding and enriching, and I can give a slant to my resume and apply for a more quantitative role. I plan to study basic stochastic calculus and numerical methods alongside.
With a background like that, is it possible to actually apply to quant fin jobs internationally or in India and get noticed? Would I have the right set of skills? Any tips/suggestions would be awesome!
Thanks,
Quasar.
I am Quasar, I am 31 and I hail from Bombay, India. I am a CompSci engineer with five years of IT experience and work at an investment bank as a risk analyst.
I had applied to the MFE programmes of two universities in Singapore(which are decent), this year, and I was selected at both places. For various reasons, I dropped the idea of MFE.
I do not wish to take the low-hanging fruit. In the weekdays, since I have the mornings to myself, I plan on enrolling myself for a Masters in Mathematics 2-year correspondence course in India. The course fees are INR 8000.00(USD 133) per year. The curriculum looks like this:
First year :
- 110 - Algebra
- 120 - Real Analysis
- 130 - Differential Geometry and Differential Equations
- 140 - Analytical Mechanics and Tensor Analysis
- 210 - Complex Analysis
- 220 - Set Topology and Functional Analysis
- 230 - Graph Theory Monday
- 240 - Mathematical Statistics
I have read and solved problems Introduction to Probability by Joe Blitzstein. I found that building pricing models in Python - e.g. trinomial trees to price a barrier option or constructing the smile using Vanna-Volga method are an effective way to master numerical techniques.
I realize that, ultimately it all boils down to the skills that you have. The purpose of doing this course is two-fold : it'll be rewarding and enriching, and I can give a slant to my resume and apply for a more quantitative role. I plan to study basic stochastic calculus and numerical methods alongside.
With a background like that, is it possible to actually apply to quant fin jobs internationally or in India and get noticed? Would I have the right set of skills? Any tips/suggestions would be awesome!
Thanks,
Quasar.
