QuoteOriginally posted by: roundandround@quartz Thanks for chipping in. Yes, I think I want to start off with an ML Quant role and take it from there. I did not apply online to any specific positions - I just forwarded my CV to recruiters in those companies and told them what open positions I was interested in (almost all in Quant Research, not Dev, and a lot of them listed "Pattern Recognition", "Machine Learning", "Data Analytics" etc. as important skills to have). You do make an important point though - some shops could get turned off if they end up having to hire a guy who has no finance background in addition to not having written production quality code for a while. And regarding "finance exposure" - that's a good point too. I am slowly ramping up on that front. I have read some "pop articles" and several not-so-pop ones (mostly to get a sense of the Math that is being used). FWIW, I have also skimmed through some relevant titles (Hull, Wilmott, and Joshi). I do mention all this on my Resume. I am hoping that will count for something. I did think about hooking up with a Prof in the MBA dept who does this kind of of work, but I don't really have any bandwidth to start a full-fledged research project, given that graduation is near. @abc3 Thanks for writing. I think you are a bit off with the numbers though. Even with a terminal degree, you would be hard-pressed to cross 125k, unless you have multiple offers and negotiate hard - in which case you might be able to get to 135k, absolute max. Based on real data points. Of course there are outliers
@neuroguy Thanks. What kind of Math should I be worried about (other than Stochastic Calculus)? Mark Joshi's Quant Interviews book seems quite accessible...Sorry my choice of words was not very good. I don't think you should be 'worried'. What I meant was if you get an interview for a quant research rather than a quant development role then you are going to get a higher weight on the maths questions than the programming ones.So if you are putting yourself forward as an ML specialist then you better get your stats down well. Sometimes interviewers like to ask basic stats questions (for example concerning the Guassian, the multidimensional Guassian, OLS regression, convex optimisation, moments) because they can be worked out in situ and because it sorts out the people who put fancy stuff on their CVs but dont know basic maths from those who have a decent foundation.Programming wise, if you dont proffess to be a C++ wizard, you wont get those questions. But you will get questions about algorithms (for which I recommend Cormen) and possibly about system design/architecture. Again, that is sort those out who know high level languages as 'scripting languages' from those who actually know something about software development and programming. However I agree with the sentiment here that your CV probably sucks or mis-markets you if you have not had any interviews. If you want me to take a look at it, send me a PM.