Tips on Finding a Quant Finance Research Topic

How do you find a quantitative finance research topic?

First off, don't think you will solve any grounding breaking problems or be published in a top journal! A masters program is too short to do meaningful research.

Find a simple problem that can be solved within a few months and has data readily available. Even just applying a model to data and writing about the results is enough to get employers excited as you will have some basic experience. Applying machine learning models to quant finance problems is an easy place to start.

Do research on the area you want to work in. For example, do not do credit scorecard model development research thinking this will land you a job in HFT. They are not related and employers will not be able to easily see what skills you have that are relevant.

Don't know what topics are in a specific job? Do informational interviews with professionals who already work in the job you want. You can ask them many questions about the work and then do some research on these topics after the interview.


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