Hey monkeys,
Could really do with some advice on how to best position myself to make the above switch.
About me: UG and PG both in Economics with a leaning in econometrics. I currently work as quant on an execution-only desk(basically a desk strat, spend most of my time here developing tools/analytics/data pipelines for execution) at a large long-only shop. I have about a year of experience in this area and have previously worked in conlsulting as a quant and as an economist at a BB (totalling to a couple of years). In terms of programming, this means I have a few years of experience using Python and SQL.
So I already have some quant experience and I am looking to get into something that is closer to the money i.e. alpha generation, strategy construction etc. However, i'm finding a lot of recruiters seem to be very hesitant putting me in for quant dev or quant research roles and i'm wondering if this is because of my lack of traditional quant education. My question is: is it worthwhile doing another more quantitative MSc in something like maths or stats and then trying to make the switch? - hesistant about doing an MFE as it is usually about 3x more expensive. Or would I be okay with my current background?
And I guess as a follow up question - what is the best way for me to make this switch? Are recruiters still the best resource here? Or is there another way?
