February 15th, 2015, 9:39 pm
QuoteOriginally posted by: deancontentsTo whom it may concern,I want to make a career change, statistician working in biotech to quantitative finance, while holding a MS, MA and PhD in pure and applied math, masters equivalent and 5 years industry experience in statistics (using SAS, Stata and R), 3 years experience in the software industry (C/C++, Java, algorithms, distributive computing, data mining with Python, computational modeling and numerical analysis using MatLab). This past 1.5 years I spent studying PhD level probability and stochastic analysis along with basic concepts in finance. My math/stats over the course of graduate training included algebraic geometry, algebra, topology, geometry (including exposure to fractals), number theory, analysis (real, complex, Fourier and functional), PDE, dynamical systems (including non-linear oscillators and chaos), regression, generalized linear models, hierarchical modeling, Bayesian statistics, meta-analysis, categorical, survival and longitudinal data analysis. Physics during my undergraduate education included quantum mechanics (graduate level), statistical mechanics, electrodynamics and relativity. Basic academic finance familiarity included Hull's text and Bjork's Arbitrage theory in continuous time supplemented with lecture notes on derivative securities and stochastic calculus from NYU, When Genius Fails, Black Swan, Shreve's stochastic calculus for finance I and Baxter's financial calculus.Do you have any suggestions on a good job hunting strategy?Thank you for your time and considerationSincerely,Dean, USASince "regression, generalized linear models, hierarchical modeling, Bayesian statistics, meta-analysis, categorical, survival and longitudinal data analysis" is something you used in your statistics work, they should possibly open the list of your mathematical skills. I hope you're aiming at hedge funds and not some dull investment bank derivatives job which would stall your development (I don't think you can count on any financial upside either). Bishop's "Pattern Recognition and Machine Learning" is a good read before a HF job interview. I can send you more reading suggestions if it's indeed for a HF.