University courses/path to becoming a QUANT

GoBig's picture
Rank: Chimp | 5

Hello everyone,

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 (MLAI track) and the total list of courses available to be taken 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?

Comments (3)

Sep 15, 2019

Take some courses on probability.

Seems a bit too heavy on the machine learning. Deep learning is very unlikely to be used at a quant fund, and for the ML classes you want to take more of a statistical rather than engineering approach.

Sep 16, 2019