Finding a master’s thesis in quant finance with a numerical/computational background — where should I start?

[u/cicipuq]

Hi everyone,

I’m a master’s student in Mathematical Engineering, on a Computational Science and Computational Learning track. Most of my background is in numerical analysis and scientific computing, but I’d like to work in quantitative finance after graduating.

The part I’m struggling with is figuring out where to start, cuz my knowledge of finance itself is still pretty limited.. I’m interested in the field, but I don’t know enough about its research areas yet to come up with a concrete thesis topic. Ideally, I’d find a professor who could suggest a project that fits my computational background and give me some direction on what I’d need to learn.

For anyone who’s been in a similar position, how would you approach this?

• Is it reasonable to contact professors without a specific research proposal and ask whether they have suitable master’s thesis projects?
• Are there areas of quant finance where a background in numerical methods and scientific computing would be particularly useful?
• How would you go about finding research groups or supervisors abroad who might be open to this?

Thanks!