Further/Additional Education

[KrisKris]

Hallo All,
I have been reading posts on this forum for quite sometime and I have always found them to be very useful. Now I would like to ask for your advice on what to do in my next couple of years.
A little background about my self: I have a degree in Pure Mathematics from a top 5 EU University and a Master in Applied Statistics. Now, I'm here in the US doing a phd in Finance and Statistics (I'm in my 3rd year). My research interests are Limit Order Books and I have been working on a joint research project with a large US financial institution developing stochastic models for them. Once I'm done, I don't yet know whether I want to work in the Academia or go to the Industry hence I'm trying to keep both my options opened. Unfortunately, the Business School I'm in is more geared towards Behavioral Finance and the math and engineering schools at my University don't have much overlap with Finance. Given my non-Finance background I really only learn what I need for my research, by reading papers and going to conferences. However, I would like to learn more rigorously the broader picture of market-micro structure and also algo trading and I have been looking around for degrees/certificates that I could get in the next 2 years to fill such gap. Ideally, I would like something that would allow me to:

• improve my coding skills (I use R and perl) and learn Finance specific functions/libraries
• take classes either on-line or during the summer
• finish it in 2 years at most
• focus on how things work in the "real" world
• not too focused on math but I'm ok with fairly advanced mathematical concepts

Given that it will be my research that will get me a job, I probably don't need to enroll in a full fledge degree (like a master in Financial Engineering or similar) because I don't think that it would be very useful when looking for a job (or would it?). However, given how busy my every day schedule is, I'm a little reluctant to attend something to just increase my knowledge and that I won't be able to add to my resume (basically, I don't want to simply take some classes on coursera.) I have been looking around and found several options for both online and "normal" courses and found, for example:

• Stanford offers a $10,000 certificate in Financial Mathematics (I think) that consists of 4 classes that one can take during 2 quarters. However, I have already attened those classes when I was a Visiting Researcher @ Stanford (unfortunately not for credit though, since I didn't know, at the time, about such certificate) and I have also found them to be a little bit too much focused on theory and math
• the University of Washington offers a Computational Finance Certificate for about $10,000 that can be taken both online and at the University and seems to be a little more focused on practical issues

I would like your advice on a few issues, namely, I would like your help to figure out:

• what other degrees/certificates are there out there?
• are there certificates/degrees I can get from somebody other than a University?
• what other options do I have if I want to stick to a $10,000 budget and given that I'm free during the summer (between semesters)?
• also, am I better off looking for an internship (actually, I have already done one at the end of my 1st year and it basically allowed me to join the above mentioned joint research projectI'm in)

Sorry for the length of this post and thank you in advance for your time and help!