Hey guys,
Background:
School: Liberal Arts College (freshman year), transferred to Columbia
Major: History
GPA: 3.93
Relevant Coursework: Calc 2 (A), Mulitvariable (A), Linear Algebra (B+), Differential Equations (A), Intro Micro (A), Intermediate Micro (A), Game Theory (pass/fail)
I currently work at a bulge-bracket bank (think JP Morgan, Morgan Stanley, Credit Suisse, etc.) in convertible bonds origination within investment banking. It's definitely the most quantitative banking group my firm offers.
Questions:
So I'm planning on quitting my current job after my 1st year and am trying to plan out what to do next. My biggest frustration(s) now are that my group isn't that quantitative so I feel like my skills there aren't really being put to use. More importantly, I just don't care about the work that much. Lowering a company's cost of capital with a convertible bond can be a somewhat interesting problem but, at the end of the day, it's not that gratifying...just seems like there are so many more important problems out there. So here are my questions:
1) Given that I want to do more quantitative work that I think is valuable, what would be worth checking out? I've looked into biomath and some cryptography. Seems like the work you do in biomath supports a more important cause than crypto, but I think I'd like the day-to-day work more involved in crypto. To be fair, I'm just researching/reading about these fields now and don't know very much.
2) I'm planning on going to grad school starting in Fall 2013 but realize I need a stronger math background to make my application more competitive. What classes would make the most sense given that my interests are broadly in applied math? I was thinking I would do two or three non-degree classes in Fall 2012 to boost my profile; was thinking I'd do Probability Theory and then one or two others. What might make sense? Analysis, algebra, an optimization class?
3) What types of programs should I look into? Given that my background after the non-degree classes will be pretty broad I thought an applied math program made the most sense and I could make a more informed choice about what to specialize in later. Thoughts?
Thanks for all your help on this guys, much appreciated,
Mariogs