Best Way to Improve Econometrics/ML/Data Science Skillset for Fundamental Analyst?


 I am a fundamental credit analyst that is becoming more involved in the strategy side so would like to employ some more quantitative techniques. Examples

- fair value spread for credit sub asset class based on macro variables

- fair value spread (on systematic basis) for individual issuers based on macro and credit specific variables 

- maybe some kind of liquidity/risk on vs off indicator

Already have the job I want so purely about learning the skills. In terms of background I have the math/stats/econometrics one would get from an MA Econ (though rusty) and some basic r programming skills from DataCamp/fpp3 etc.

What would you recommend as the most efficient path to getting to where I want? Unfeasible? MS data science? Boot camp? Self study as I have done 

thank you!

3 Comments
 

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