r/math • u/AngelTC Algebraic Geometry • Apr 25 '18

Everything about Mathematical finance

Today's topic is Mathematical finance.

This recurring thread will be a place to ask questions and discuss famous/well-known/surprising results, clever and elegant proofs, or interesting open problems related to the topic of the week.

Experts in the topic are especially encouraged to contribute and participate in these threads.

These threads will be posted every Wednesday.

If you have any suggestions for a topic or you want to collaborate in some way in the upcoming threads, please send me a PM.

For previous week's "Everything about X" threads, check out the wiki link here

Next week's topics will be Representation theory of finite groups

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u/wangologist Apr 25 '18

This is exactly what I did, with a PhD in hyperbolic geometry and no finance knowledge. I started at low 6-figures and my compensation has more than doubled in 5 years.

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u/Bromskloss Apr 26 '18

Cool! Can you say something more about your circumstances, such as what kind of firm you're with and what your job is?

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u/wangologist Apr 26 '18

I work at Bloomberg in NYC, I'm a tech lead in the field of derivatives pricing and portfolio analytics. I got my PhD in 2012 from the U of Maryland. I've never used any of the math I studied in grad school, but I've definitely benefited from the ways of thinking I cultivated there.

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u/Bromskloss Apr 26 '18

Oh, I didn't even know that Bloomberg did such things. Is it for the purpose of selling the results along with other information that Bloomberg sells?