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Career in quant fin on completing a graduate course in mathematics

Joined
11/5/14
Messages
294
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 :
  • 110 - Algebra
  • 120 - Real Analysis
  • 130 - Differential Geometry and Differential Equations
  • 140 - Analytical Mechanics and Tensor Analysis
Second year:
  • 210 - Complex Analysis
  • 220 - Set Topology and Functional Analysis
  • 230 - Graph Theory Monday
  • 240 - Mathematical Statistics
Being a correspondence course, there are no classroom lectures, but I plan to supplement my learning with good books, solving lots of problems. Perhaps, the learning curve will be steep. I am disciplined and believe in working diligently.

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.
 
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