Econometrics/stats vs Quant Finance

[Quavid]

What would you recommend: a master's degree in econometrics or statistics with a specialization in financial markets or a master's degree in QF?

 

[Qui-Gon]

What is your background and what are your objectives? What does a masters in econometrics/stats provide you that a QF masters doesn’t, and vice-versa?

 

[Quavid]

What is your background and what are your objectives? What does a masters in econometrics/stats provide you that a QF masters doesn’t, and vice-versa?

I am studying economics right now (obtaining my bachelor's degree next year). But I am interested in a career in QF and therefore, I need a master's program which would make that possible. A econometrics/stats program would provide in depth knowledge regarding theoretical and methodological aspects. The QF program may be sufficient but I am concerned that even if it is labeled with QF it doesn't enable a career in QF.

 

[Michsund]

Post a curriculum of the econometrics masters. I would say one main difference is stochastic calculus. Pricing of options is something which is the foundation of mfe degrees. Some classes will be similar such as time series, stats/data science, possibly ML now. With more info I guess I could give you a better answer.