• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Part-time job for mathematician specialized in Stochastic Processes

Joined
3/26/16
Messages
2
Points
13
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
 
Last edited:
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 ?
 
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.
 
Last edited:
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.
 
Back
Top