advice required

vol · Post by **vol** » Tue Sep 11, 2007 4:23 pm

I need some advice regarding a possible carrer move. I have an academic (research) background in time series analysis, filtering (Kalman), and data mining. I am looking to a possible move in quant finance but I am not sure which area.

I assume that institutions doing statistical arbitrage and high frequency trading are most suitable for my background but at the same time I would prefer the job stability of jobs in derivatives (investment banks). Form what i hear the revenue in stat arb can be quite volatile.

Is there any area in derivatives that demands such skills ? Which area should i focus towards, and what shall I learn next. (I am reading Hull at the moment) Any advice, commnet are appreciated.

Regards

Vol

Patrik · Post by **Patrik** » Tue Sep 11, 2007 10:28 pm

it's not so much about of what you know today as you may think - more about having solid basics, knowing some area well, ability to learn, and fitting in personality wise.

my 2 pence

vol · Post by **vol** » Wed Sep 12, 2007 9:55 am

Thanks for your reply.

I realize there is some degree of flexibility in choosing the area you work in, however, i would still prefer to make use of all the knowledge i have already aquired and i was wondering what's the best way to do so.