PhD in Statistics / Mathematical Finance

[Rodrigo Targino]

Hello everybody!

I'm start thinking about applying for PhD either in Statistics or in Financial Mathematics or even in Finance (in a program with strong quantitative background) and would like to hear from you about some topics.

I'm hold a BSc in Applied Math and a MSc in Statistics, both from a Brazilian University. My overall GPA was 2.1/3.0 during the undergrad and 2.8/3.0 at the masters. During the masters I had some teaching experience (as TA both for undergrad and masters courses) and two years of research activity in Financial Mathematics (resulting in some conference presentations). By the moment I'm working as a Risk Analyst at Credit Suisse and last year I worked as Credit Risk analyst on a brazilian bank.

This said, I would like to hear from you some suggestions of Universities to apply for a Stats/Fin Math/(quant.) Finance PhD program. My plan is to start on Fall 2012, so I have much time to list some Universities. I've been far from University for one year, and, as one may suspect, my intentions to pursue a top 10 PhD are very low... And I would not like to take a too much Math-oriented PhD... I have already taken some courses at graduate level in Math and Stochastics: two on Analysis, three on Stochastic Calculus and Financial Applications - all of then in continuous time - and several on Statistics - obviously! .

In 2009 I started some applications processes (and gave up from most of them) and took the General GRE. My scores were very unsatisfactory (Verbal 410 and Quant 730) and I'm planning to re-take the exam... Or it isn't necessary for, say, a top 20?

Thank you a lot in advance! And hope you have some interesting suggestions for me in US, Canada or UK or anywhere else!

Best,

Rodrigo