Can’t help you on San Diego contacts. Don’t have any. But I can make a few suggestions. Not a lot of hedge fund activity there, but a lot of mortgage activity, with Ameriquest in Orange County being the biggest name that comes to mind. It might be worth your while to read up on some mortgage modeling (Fabozzi, articles in the Journal of Real Estate Finance and Economics, etc.) and try to offer your skills there. Another thought is that UC San Diego, Irvine, UCLA and USC all have first rate finance and or real estate departments, and almost every prof. has a consulting firm on the side. Look them up via their websites and google and see who you can approach. Or tack up ads on departmental bulletin boards “knowledge of Ito calculus, heat diffusion equations, Weiner processes. Looking for freelance work on finance or risk management applications.” Another place to look for ideas is the Risk Management Assocation. There are two breeds of quants. One builds hedge fund type models, and the other does risk management. The first pays better, but is harder to break into, and very little of that business is in San Diego. Employment in risk management is easier to come by and more diffuse geographically, but uses the same skills. And it would get your foot in the door.
