advice required
Posted: 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
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