Going from undergraduate Computer Science to Quantitative trading

[ragnarula]

I am currently an undergraduate computer science student, and would like to aim for a career in developing models and algorithms for mathematical finance/trading.

I understand these roles tend to go towards highly numerate maters/PhD students, which I intend to pursue after my undergraduate course.

In the mean time, I would like to try to benefit from doing a placement year or summer internship. Considering I am a computer science undergraduate student in my second year, should I be applying for positions in the technology/development departments of banks or looking for experience in capital markets or investment banking departments. Or is it largely irrelevant?

Also, I am attempting to self study the higher level maths required along side my computer science degree. Eventually I will also need to prove my higher maths ability and am wondering how I might go about doing that, without doing a second degree...

 

[mhy]

What level of mathematics do you need to take for your CS degree? Most decent programs have a fair amount.

As per what internship -- it really depends on what you want to do. If you want to work in financial technology then do a tech internship at a bank. If you want to do quantitative trading then look for relevant internships in that area. Note -- large portions of bank technology departments have no interaction with mathematics / trading. If you do a tech internship at a bank make sure it is a desk-facing role or at least somewhat 'quanty' (such as algo, electronic trading)