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Context:


I have a Bachelor's in Electrical Engineering and a Master's in Computer Science. As you would expect, my Bachelor's in EE had a strong applied mathematics component to it, but that was 3-4 years ago. My Master's in CS had little/no math.


Case:


I'm looking to pivot myself toward a quantitative developer role in the near future. Specifically with hedge funds/buy-side firms like Citadel/Two Sigma, Jump Trading etc. Note that I'm not considering quantitative researcher or quantitative trader roles, just purely quantitative developer as I enjoy and want to work with software primarily but in the financial space - i.e. Quantitative Software engineers who implement models in code from QResearchers/Traders in an efficient and optimized manner. Now I'm very well aware that QDs will have to have a decent/strong mathematics background to be able to understand and communicate effectively with QRs and QTs and implement their solutions.


So given my background, do you think a second Master's in Mathematics/Statistics would solidify me for that path or is it just a complete waste of time/money? I could do the Master's in 1 year full-time or 2 years part-time. Or should I take online courses/refreshers?


Applied Mathematics electives:


  • Applied Complex Analysis
  • Asymptotic Methods
  • Bifurcation Theory
  • Classical Dynamics
  • Computational Linear Algebra
  • Computational Partial Differential Equations
  • Dynamical Systems
  • Dynamics of Games
  • Finite Elements: Numerical Analysis and Implementation
  • Fluid Dynamics I
  • Fluid Dynamics II
  • Function Spaces and Applications
  • Introduction to Partial Differential Equations
  • Markov Processes
  • Mathematical Biology
  • Mathematical Finance
  • Methods for Data Science
  • Numerical Solution of Ordinary Differential Equations
  • Quantum Mechanics I
  • Quantum Mechanics II
  • Random dynamical systems and Ergodic Theory (Seminar Course)
  • Scientific Computation
  • Special Relativity and Electromagnetism
  • Stochastic Differential Equations
  • Tensor Calculus and General Relativity
  • Vortex Dynamics

Statistics:


  • Probability for Statistics
  • Fundamentals of Statistical Inference
  • Applied Statistics
  • Computational Statistics
  • Statistics Research Project
  • Introduction to Statistical Finance
  • Advanced Statistical Finance
  • Stochastic Processes
  • Contemporary Statistical Theory
  • Bayesian Methods
  • Multivariate Analysis
  • Machine Learning
  • Biomedical Statistics
  • Statistical Genetics and Bioinformatics
  • Big Data
  • Advanced Simulation Methods
  • Data Science
  • Deep Learning with TensorFlow
  • Nonparametric Statistics
  • Time Series Analysis
  • Survival Models


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