PhD-student seeks quant course

[fauxjohn]

Hi to all.

In the last couple of years, I have realised that a quant role in Finance is ideal for me as it combines my two passions in life -the financial markets and mathematics.

I am currently writing up my PhD thesis (Civil Engineering, Structural dynamics) and I have a quant interview lined up.

I have been studying interview type problems and I have been struck by a couple of things:

1) I absolutely love solving these types of questions
2) I was in a far better position to answer them some years ago. In my PhD, I have not being working in theoretical mathematics, but rather extrapolating known structural dynamic models and experiments to form cutting edge research. In the process, I realise that the type of mathematics needed here is quite rusty with me. No doubt I would get it back easily and excel if I studied it for a while.
Thus, I would love to know if there is some kind of 3 month lone or so program in the world that teaches the fundamentals of a quant role (C++, black-scholes etc) so I can say with utter confidence that I am ready.

All help will be greatly appreciated.

Many thanks,

John

 

[Andy Nguyen]

I would suggest that you take a look at the CQF program which you can take online and view materials as many times as desired.

http://www.7city.com/cqf.php?area=quants&outline=cqf&course=cqf

They have C++/math/finance modules. Paul Wilmott and Dominic Cornor are on the CQF faculty. Dominic is a member on our forum. He specializes in C++ and is a quite famous quant headhunter.