- Joined
- 8/30/14
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Hi all,
Not sure if this is the right place to post it, but here goes! I have just finished semester abroad at a target university in London, but I am from a target Australian university and will be beginning third year (out of a 4 year honours course) of a maths/financial maths/statistics degree. I'm currently looking at places to intern in the Australian summer 2015/16 period (northern hemisphere winter 2015/16).
Would anyone have an idea of what is expected of a research intern at Jane Street? I have completed units in financial mathematics (Hull was the text we used), probability, statistical inference, and by the end of next year, units on stochastic processes and time series, measure theory, PDEs and analysis (real and complex, metric spaces). I will also be doing a project based course (hopefully on extensions of the BS model) in MatLab on scientific computing (ODEs and PDEs). I plan to begin the C++ certificate in January to get on track with OOP as soon as possible. In terms of other related reading, my plan is to work through the rest of Hull, A Primer of the Mathematics of Financial Engineering, Mark Joshi's first book and Baxter and Rennie's Financial Calculus.
Will this preparation be adequate in even getting a chance to interview with JS? Or are research internships mainly for people in MFEs?
(FYI I know JS doesn't have an Australian office - there are, apparently, 3 month internships available for Australian students in Hong Kong, with a 4 week placement in NYC, which would be an incredible experience!)
Thanks!
Not sure if this is the right place to post it, but here goes! I have just finished semester abroad at a target university in London, but I am from a target Australian university and will be beginning third year (out of a 4 year honours course) of a maths/financial maths/statistics degree. I'm currently looking at places to intern in the Australian summer 2015/16 period (northern hemisphere winter 2015/16).
Would anyone have an idea of what is expected of a research intern at Jane Street? I have completed units in financial mathematics (Hull was the text we used), probability, statistical inference, and by the end of next year, units on stochastic processes and time series, measure theory, PDEs and analysis (real and complex, metric spaces). I will also be doing a project based course (hopefully on extensions of the BS model) in MatLab on scientific computing (ODEs and PDEs). I plan to begin the C++ certificate in January to get on track with OOP as soon as possible. In terms of other related reading, my plan is to work through the rest of Hull, A Primer of the Mathematics of Financial Engineering, Mark Joshi's first book and Baxter and Rennie's Financial Calculus.
Will this preparation be adequate in even getting a chance to interview with JS? Or are research internships mainly for people in MFEs?
(FYI I know JS doesn't have an Australian office - there are, apparently, 3 month internships available for Australian students in Hong Kong, with a 4 week placement in NYC, which would be an incredible experience!)
Thanks!
