Part-time job for mathematician specialized in Stochastic Processes

Dear QuantNet,

I would like to hear your advice about my friend who want to have a part-time job. I can shortly describe him to help you understand his profile:
- He completed Moscow State University, department of Functional Calculus
- He is a really well-rounded mathematician. I have completed this University, too. The level of pure math teaching in our university is really high (Markov, Kolmogorov, Khintchin, Dynkin, Gnedenko, Girsanov, Prokhorov, Piterbarg, Shiryaev, etc all studied and were professors in this Faculty).
- He is probably the most talented student I have ever met, as he was a group mate of my friend. He was two times prize winner in All-Russian Olympiad in Math at school
- He is a PhD student currently and has a series of works on the "weak convergence of probability measures in functional spaces".
- Has a deep understanding of Stochastic Calculus and Functional Calculus in general.
- In the same vein knows Probability Theory and Statistics.
- Understand Numerical methods really well and codes in C++ for over 6 years.

Is there any part-time job where he can apply his skills? Can you give some concrete advices?
As I told he currently is a PhD student in Moscow State University and want to have a part-time job to support himself.

Would be much appreciated for your advice
 
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Hi,

0) I know functional analysis but never heard about functional calculus.

1) Don't expect that anyone will appreciate your friend's math skills (at least in case of part time job in quantitative finance). All known models that (more or less) work are already implemented, inter alia in free opensource software like QuantLib and OpenGamma.
And in order to develop custom models one needs to be not only math but also a branch expert.

2) C++ is really valuable asset. I heard about success story on Upwork, the world's largest online workplace
Why also not to try Удаленная работа. Фриланс вакансии, фрилансер, работа на дому, freelancer :: Freelance.Ru ?
 

Daniel Duffy

C++ author, trainer
OP's friend has a PhD in pure mathematics, which is not a perfect match. Most quants spend much of their working day programming.

Understand Numerical methods really well and codes in C++ for over 6 years.
This sounds more like it.
 
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Daniel Duffy

C++ author, trainer
Just an idea: try get some software development experience in some organization. It is good for CV/resume, keeps you busy and pays the bills.
 
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