CS/Math Person going to quant...maybe

[Francois]

Hi all,

my name is Francois. I'm a french-aussie residing in the US (I let you figure what accent it gives ;-) ).
I have a PhD (1999) in Computer Science-Mathematics, a MS in Applied Mathematics and a BS in CS and Mathematics. After 8 years in Academia, I'm getting tired of it and am in need of a change.
I've talked to several friends and many have recommended that I look at a Quant job.

My focus in maths was in control systems and stochastic calculus, at the master's level, and then switched to decision theory, bayesian approaches and alternatives, and extensions of probabilities in decision theory, utility theory (so, very much borderline between CS, Maths and Economy).

My research focus has been on developing intelligent techniques for data analysis, dealing with uncertainty and imprecision, so mostly statistical methods (grant from the Army to work on this), machine learning approaches, and extensions. Lately, I've been focusing on biological datasets to analyse. Many of these themes are very popular in the Quant world and therefore I can definitely bring significant expertise, although my knowledge of finance is limited (but I learn fast). From a purely intellectual perspective, the problems in Quant are really fun to tackle so I know I can have a blast there.

I don't mind moving (US, Canada, Down-under, Europe)...but the question is...I don't know where to start looking, I don't have real contacts etc. but I'm very eager to get contacts, etc.

So, if anyone knows who to talk to, etc. feel free to answer, send a PM (if this is an option on this board) or email.

cheers,

Francois

 

[Andy Nguyen]

Hi Francois,
Your post reminds me so much of the same path I took. BS in Math/CS, MS in CS, PhD in Math. Luckily I met the director of the Baruch MFE program in my 2nd year of graduate school. You can call it pure luck, destinity or fate but I'm very glad I didn't waste much more time. I know academic isn't for me but I didn't know what else to do at that time.
MFE is a better way to go for people with Math/CS background. To find a quant job in academic world is a little tough. You have to know the right people.

We have several recruiters on this forum. The most famous of them is Dominic Cornor. You can search for his name here. Send him a PM.

Here are few places people go to find job listings
[SIZE=-1]http://www.quantfinancejobs.com
[/SIZE][SIZE=-1]jobs.efinancialcareers.com/quantitative_Analytics.htm
quantster.com
[/SIZE]

 

[Francois]

Which is why I came here. I know that what I have done so far applies very well to Computational Finance etc.
The typical datasets you get in biology are similar to what you get in Finance actually. But indeed, without knowing anyone, it's a bit tricky.
I hope my vitae will generate some interest, along with the motivation.