To start off with some background, I recently graduated with a Master's degree and am currently a salaried employee at a fairly large (5,000-10,000 employees) company in the United States. I am a statistician and my work day consists almost entirely of sitting at my desk in my cube writing/running code or creating reports. I have been at the company for three weeks.
I have always been a goal-oriented person and therefore I like to knock out my tasks as quickly as possible when they are assigned. I also consider myself an efficient worker and I am good at managing my time. This intrinsically isn't a problem, since I'm sure my manager/coworkers appreciate that I get back to them quickly when they ask something of me. However, I've noticed that a side-effect of this is that often I have nothing to do because I've already accomplished what I've been asked to do and need to wait for progress that is out of my hands before we can continue with the project.
This is my first full-time job, so I am not very familiar with the eight-hour workday and what is expected of me. When I was in school, I would finish my homework early in the week and take time to rest or pursue my own interests with my free time. However, I wasn't being paid for my time during school, so I felt confident tailoring my schedule as I saw fit. However, now that I am being paid to be at work, I feel guilty when I am not actively working on something. Should I feel this way?
As far as I can tell, my manager has been happy with my work so far and I have asked him one time whether he would like me to work on anything else when I had nothing to do. However, I don't really want to keep asking him for more work in case it ends up being more than I can handle. Is it normal to badger your manager for more work, or is it okay to wait for him to give you assignments?