Hello,
I have a CS background with a PhD and sufficient Machine Learning experience. In my quest to find a niche in the quant area, I've realized that derivatives pricing requires a more rigorous maths background ( PDE, Stochastic Calculus, FDM etc.) and although I am familiar with these techniques I probably can't compete with math majors. I'm wondering what jobs are more appropriate for a person with a more Machine Learning and CS background. So far it looks like algorithmic trading and risk management are places that will require these skills.
I'm also wondering if these particular skills are more applicable on the buy side i.e. hedge-funds, prop-trading firms or do Investment Banks also have a need for these skills?
Any advice is appreciated as it will help me narrow down which jobs to look for and prepare better for those.
Thanks.
I have a CS background with a PhD and sufficient Machine Learning experience. In my quest to find a niche in the quant area, I've realized that derivatives pricing requires a more rigorous maths background ( PDE, Stochastic Calculus, FDM etc.) and although I am familiar with these techniques I probably can't compete with math majors. I'm wondering what jobs are more appropriate for a person with a more Machine Learning and CS background. So far it looks like algorithmic trading and risk management are places that will require these skills.
I'm also wondering if these particular skills are more applicable on the buy side i.e. hedge-funds, prop-trading firms or do Investment Banks also have a need for these skills?
Any advice is appreciated as it will help me narrow down which jobs to look for and prepare better for those.
Thanks.
