Hi, guys,Thanks for the time reading this post.I am in my finally year of Ph.D in Applied Math at an Ivy school in New York City, I hold MS.and B.S both in EE, more on statistical signal processing side. I wonder if I would like to find a derivative trader position or intership at some point, will a backgroud like mine fit that path?I know there are many opportunities around since I am here in NYC, the reason that I ask this is that I need some detailed advices on how to prepare for that path ? Say credit derivative, or mortgage-backed securities related trading positions ? Also should I target on big banks like M.S, G.S or hedge funds ? sorry I industry knowledge is little.More specifically, my Ph.D work is on the Stochastics PDEs models from applied math point of view, say how to set up the funtional setting ( the solution space and solution process bases), correlation and stability, and the numerics for both the forward the problem using the SPDEs as the model and the inverse problem with these SPDEs as constrains. These whole process involves heavy functional analysis at the analytical side and optimization and monte carlo at the numerical side. But seems not so directly related to those models used in qunatitative finance area, i.e B.S model, jump-diffusion model, or recent levy driven models. Some friends advise me that some quant position might fit my backgroud better than a trader position which I understand. What I wonder is should I:1. take more finance courese 2. or seek related internships insteadif I still wanna be a less-commodity like trader ?Really puzzled since the summer is comming and I need to proceed with a decision.Thanks guys.