I have a background in mathematics (Functional Analysis and Probability Theory) and am looking to acquaint myself with research in quantitative finance, particularly with a programming component.
Background: Quant desks at banks and buy-side shops told me that I need to be able to demonstrate strong python programming skills. As I am fluent in c++, I assume this should not be a problem. I am just struggling with a particular subject/project to choose. What would be a good project based on quant finance to demonstrate proficiency in research and programming?
I realize the question is extremely broad, and thus I am not looking for specific answers, rather just a broad set of ideas I can further pursue.