Mathematical Finance @ Logic Labs

Training for Math/CS/Physics PhD students or postdocs looking to join the Mathematical Finance industry.

No fees till you get a job. More details below.

Fill the form below to apply.

Summary

  • This initiative is aimed at helping people in academia transition to a math finance job (eg. jobs in investment banks like Goldman Sachs, Morgan Stanley, etc).
  • It is for students who are in their final year of PhD, or postdocs in the fields of math, physics, or computer science.
  • It will be an approximately 4 month program. 3 months of which will be online classes, and 1 month of in-person classes in Bangalore. Tentatively from Nov 2024 to Feb 2025.
  • At the end of the program, we will help with job hunting and referrals. But there are no job guarantees.
  • If you get a math finance job within a year of completing the training program, we will ask you to donate 15 days of your salary to a charity, once a year. You will have to do this for 3 years. We will prepare a list of effective charities, and you can choose to donate to any one of them.
  • For the in-person classes in Bangalore, we will help with finding short term accommodation, but all food, accommodation, travel costs should be borne by you.

Syllabus

We will cover the topics required to crack math finance interviews, and which will be needed for your job:

  • Probability
  • Statistics
  • Stochastic Calculus
  • Coding

Suggested Readings

Would recommend to prioritize Probability and Coding, it is essential for almost all roles. Preparation in Statistics is optional for math finance. Additionally, would be nice to develop a comprehensive understanding of market mechanics.

  • Probability --
    • A first course in probability by Sheldon Ross
    • Ch. 1-5 of An introduction to probability theory and its applications by William Feller
  • Statistics: Ch 1-3 and Appendix A of Applied Linear Statistical Models by Kutner, Nachtsheim, Neter and Li
  • Math Finance: Ch 1-3 of Financial Calculus: An Introduction to Derivative Pricing by Baxter and Rennie
  • Market Microstructure: Ch 1-3 of Options, Futures and Other Derivatives by J C Hull
  • Coding: Learn Python, Solve Problems

Apply to join the program

Please fill in the form below, and we will reach out to you within two weeks. Registrations close by 15th Oct 2024.