I got an applied math Ph.D. with a good
course in measure theory and stochastic
processes from a star student of E. Cinlar and
a lot in optimization, wrote my dissertation
on stochastic optimal control,
had a solid background in
software, especially in scientific
computing, including a lot of applied
statistics,
sent a resume to Fisher Black at Goldman
Sachs, and still have his nice answer back
that he saw no opportunities for mathematics
in finance.
Jerked the chains of lots of headhunters
and got nowhere.
Jerked the chains of lots of headhunters and got nowhere.
I concluded f'get about it.
Maybe since then it's changed.