My background (bachelor + part of my master degree) was as mathematics. Then I complete my PhD in developing statistical models. My study does not apply to a specific area (for example, finance, sport, health, etc). That is I am a model developer. Because I did not focus on a specific area, I found it is hard for me to find a job at university as they require a specific field of study. Now, I am thinking to improve myself in a specific area such as finance. However, I really do not know how to start or even stay in my way (developing statistical models) is better for me? any advice or help, please?
It seems to me that you have all the tools needed to either stay is your area or develop models in any of the sub-areas mentioned above. You just need to learn the "state of the art" in each of them (or finance, as you've specified). My advice for you is to build a portfolio with some personal projects, as this counts a lot more than just having a diploma on the specific area. Access some databases and create some financial models by your own and host your work on GitHub or something like this, then you can bring this up on any upcoming interview and show the company/university you know what you're doing.
Something you might find out is that, whether the position is academic or not, there are many people coming from a scientific or financial or engineering, etc., background who learn how to create mathematical or statistical or simulation models for their own field. Their advantage is that they typically understand the principles of their fields, understand core concepts and considerations, and can formulate problems. I suppose places hire general purpose modelers, but in my experience, relatively speaking they seem to be pretty rare.
To get started, find a field of interest to you, learn its terminology and basics. If possible, see if you can land an internship in it somewhere.
By the way, how did things turn out for you in the last few years?