wilmott.com

Hi Guys. I'm about to sit the last set of exams for my Mathematics Degree at Cambridge. If all goes well, I should hopefully get a 1st, and I've been accepted to do Part III of the Tripos next year. I'll either be specialising in Quantum Field Theory or Fluids (slow, viscous flow specifically). I had an internship at CSFB last summer, and I've just recently had a phone call from them to see if I'd like to go back again this summer. The job is based in Operations (I'll be working on a small I.T project).I'm planning to go through Rennie and Baxter before I finish next year and brushing up my C++ capabilities. I'd like a bit of advice on what to do next. I want to give myself the best chance of getting a Junior Quant type position in 2-3 years.Thanks for any input - it's much appreciated!

hey... i think you can basically get into any math fin program with that math background. just make sure you keep talking to your supervisors, and make sure they know who you are, and that you're a decent guy. cos you'll need them to write refs for you when you apply for school (presume you do want to apply for grad school from your 2-3 year plan), and its good for them to be able to write more about you then "johnny likes maths, and participates well in supervisions".other thing is, do you want to stay in uk or work elsewhere? if you want to study in the US, you'll need to take at least the gre, and make sure you get 800 the first time. but personally, i think unless you want to put off work because student life is just too much fun, i think you could probably get a quant job next june after you finish pt 3. esp if u have strong programming skills etc.hope thats helps a little

If you want to be a quant stay away from any job marked as Operations

Thanks for the input! I realise that Operations is nowhere near the quant/trading type role - but I figured any experience in the Bank must be a good thing.One question: when you say "strong programming skills", what kind of level do you mean? "Just about knows what a pointer is", or "could re-write Windows"?Thanks

Slow viscous fluids are almost perfect models for banks The maths is of course relevant, and the C++ will be good for you. Assuming CSFB like you, it's worth being a little pushy in seeing if you can get nearer the action.Some Ops experience is good because it helps you speak the language with more confidence, but it shouldn't be seen as your future.

take the part II course on martingales and do some stochastic calculus and numerical analysis in Part III