My current background is in applied mathematics and physics. I have several top publications as the first author in some domain of theoretical physics. I have a weak programming background, don't know optimization methods, little knowledge of artificial intelligence methods (machine learning, deep learning).
In 2 years from now, I would love to join one of the funds to work as a quantitative researcher. I am here for hearing advise from more experienced people working as quants or knowing something I haven't taken into account yet about correctness of my path.
To accomplish my goal, I have joined 2 years master degree program in data science with a very flexible curriculum, see http://msc.skoltech.ru/data-science (MLAI track) and the total list of courses available to be taken https://www.skoltech.ru/en/education/course-catalog/. I have created my own curriculum as follows. (Term 1A lasts 4 weeks, each of Terms 2,3,4 lasts 8 weeks):
Term 1A (starts in October): Efficient algorithms and Data structures part 1 (3 ECTS); Introduction to Data science (3 ECTS); Mathematical methods in engineering and applied science part 1 (3 ECTS)
Term 2: Efficient algorithms and Data structures part 2 (3 ECTS); Numerical linear algebra (6 ECTS);
Mathematical methods in engineering and applied science part 2 (3 ECTS); Convex optimization and applications (3 ECTS)
Term 3: Machine learning (6 ECTS); Advanced statistical methods (3 ECTS); Numerical methods in engineering and science (6 ECTS), Optimization methods (6 ECTS)
Term 4: Deep Learning (6 ECTS); Stochastic methods in mathematical modelling (6 ECTS); Geometrical methods of machine learning (3 ECTS)
The programming in the courses will primarily be with Python, sometimes Matlab and C++.
The program lasts 2 years, so I have also Terms 5-8. The courses can also be taken/distributed during the second year of study. I will also need to write a master thesis - I have chosen to perform original research in statistical machine learning domain.
Is there any skill necessary for my success that the courses mentioned above won't cover?