Hi,
Long time reader first time writer. I currently work in physical commodities risk. My career interest lies in jobs like quant research, quant strategist, etc working on asset allocation/optimization and trading strategies. I believe for this kind of role its more important to have econometrics/statistics knowledge with strong expertise in MATLAB, R, Stats plus, VBA (maybe)etc. So courses in linear algebra, econometrics, statistics are more suited.
Please correct if I am wrong that one doesn't require really strong understanding of stochastic calculus. I think its more suited towards derivative pricing kind of roles.
My current background in BS Engineering and MBA finance. I plan on writing CFA soon. I would say I have decent Math skills including some stochastic calculus. However, I have been learning advanced topics and trying to follow course work of finengg/QF programs at NYU/Columbia/Baruch (if I can find any reference to textbooks). Ideally, I don't want to go back to school for Math finance program.
Please advise as to what plan of action should I follow to move closer to my career goals.
Thanks in advance.
Long time reader first time writer. I currently work in physical commodities risk. My career interest lies in jobs like quant research, quant strategist, etc working on asset allocation/optimization and trading strategies. I believe for this kind of role its more important to have econometrics/statistics knowledge with strong expertise in MATLAB, R, Stats plus, VBA (maybe)etc. So courses in linear algebra, econometrics, statistics are more suited.
Please correct if I am wrong that one doesn't require really strong understanding of stochastic calculus. I think its more suited towards derivative pricing kind of roles.
My current background in BS Engineering and MBA finance. I plan on writing CFA soon. I would say I have decent Math skills including some stochastic calculus. However, I have been learning advanced topics and trying to follow course work of finengg/QF programs at NYU/Columbia/Baruch (if I can find any reference to textbooks). Ideally, I don't want to go back to school for Math finance program.
Please advise as to what plan of action should I follow to move closer to my career goals.
Thanks in advance.