Hi Guys,
I am a new member at this forum and would like to wish everyone success in whatever their trying to achieve by becoming members of this forum.
I am looking for an opportunity to switch careers from Operations Research/ Optimization to finance. I have a PhD in Operations Research, BS & MS in Applied Mathematics, and BS & MS in Computer science all from top universities. I have been working for the past 4 years in Math programming for a very reputable company and prior to that I was a postdoc.
I have a level of mathematical maturity where I can quickly learn almost any kind of mathematical concepts. However, areas where I am currently focussed in my job are in discrete optimization techniques. I have in depth knowledge in probability theory (not the measure theoretic type) and some areas of stochastic processes such as Markov decision processes, algorithms, optimization (mostly linear but some level of non-linear as well), intermediate level of experience in statistics. I am well versed in C, Matlab, and SAS. I have done some self learning in finance by covering most of John Hull's book on derivatives and some other materials related on finance available online. This is pretty much my academic preparation in a nut shell. As for my age I am in my mid 30's.
I am seriously looking for some career guidance to help me prepare myself for an interesting career transition to finance. My main motivation for this move is because:
1. I am feeling a certain level of stagnation in my current job and
2. My deep interest in the working of the financial markets and my analytic bent of mind has attracted me to consider a quantitative finance position
3. I am sincerely hoping to lead a very interesting professional life in the finance industry
My drawbacks as I perceive it : I don't have experience working in the finance industry or having taken any formal training in financial mathematics. Everything I know in finance comes from self study and some seminars. My exposure to areas like PDE's, stochastic differential equations, stochastic calculus and advanced stochastic processes such as martingales are quite limited. As I mentioned before, I can learn these things on the job if it is required, but I have very limited exposure in these areas.
I would like help by getting to know where I might fir in the finance industry and in what capacity: junior quant or in a more senior capacity? I welcome any advice to help me get a better picture of quant job requirements.
Thanks very much to all of you. God Bless
-Sitar