transition from pure mathematics to quantitative finance

[amrquant]

Hello all. I apologize in advance if the question is too specific. I am about to finish my PhD in pure mathematics( differential geometry, GPA 3.88/4.0, central European university, Hungary), and I am considering making a career shift towards quantitative finance (Which I also find to be a very interesting field). My preparation plan (in the next 7 or 8 months) is to self study Shreve's book stochastic calculus for finance, a first graduate course in statistics, a book on monte Carlo methods in financial engineering, and sharpen my programming skills (leetcode, topcoder, etc..). I also happen to know some control theory, some operations research, some numerical methods from my earlier engineering background. My goal is to get a quant job in London. Do I have a chance as a non-EU citizen who completed his PhD in Budapest and not in UK ? It seems to me that most quants in UK graduated from UK. Please feel free to modify my preparation plan mentioned above so as to maximize my chance of landing a quant job in London. Also, feel free to say if my preparation plan is unrealistic.

Thank you a lot.

 

[Daniel Duffy]

Can you pogram stuff? e.g. C++, Python.
Differntial geometry is a bit out on a limb.

 

[amrquant]

Can you pogram stuff? e.g. C++, Python.
Differntial geometry is a bit out on a limb.

Thank you very much for your reply. Yes I know that differential geometry is not very useful for quantitative finance , that's why I look to learn as much as I can to make up for my missing skills. I have some programming experience in python and matlab from my mechatronics engineering background, but it needs to be sharpened. I am ready to self study this course during my preparation plan:financial computing with c++

 

[SD_]

You can pursue the QuantNet CPP course to understand the principles of programming from the ground up, and the last level will touch upon the math part as well. Additionally, you can take it from there by developing your own options pricing engines etc.

 

[amrquant]

You can pursue the QuantNet CPP course to understand the principles of programming from the ground up, and the last level will touch upon the math part as well. Additionally, you can take it from there by developing your own options pricing engines etc.

It looks a great course, but I can't afford it at the moment. I have to rely on self studying these days.

 

[SD_]

I'm in the same boat,
as that's exactly the reason I didn't start the Advanced CPP
Self-studying will take a bit longer but it is definitely the way to go get your dream quant role. Good luck!

 

[Daniel Duffy]

You might like to have a look at

Datasim Education BV

Training and courses for software developers and architects.

www.datasim.nl

 

[Quasar Chunawala]

Thank you very much for your reply. Yes I know that differential geometry is not very useful for quantitative finance , that's why I look to learn as much as I can to make up for my missing skills. I have some programming experience in python and matlab from my mechatronics engineering background, but it needs to be sharpened. I am ready to self study this course during my preparation plan:financial computing with c++

@amrquant, just to add, there's Clewlow and Strickland's book, although bit dated, you can pair it up with Schreve and program right off the get-go. And there's Daniel Duffy's books, that are solid as rock.