The program is getting worse year after year. No support from the program director or coordinator in helping to place students full-time. Academics are a joke as most courses are taught by non-UofT professors. Only Sebastian Jaimungal's pricing theory course is legitimate. The program is very expensive and is not worth it. Stay clear!
A) Prof. John Miller: Courses on Time series, Equity derivatives, Fixed income, Algorithmic and quantitative trading. He's really brilliant and has very good experience (was CRO of Credit Suisse)
B) Prof. David Audley: Courses on risk modelling, fixed income, derivatives are very well explained.
C) Prof. Maxim Bichuch: Courses on stochastic calculus, investment science are absolutely fantastic. After all, his PhD was supervised by Prof. Steve Shreve
The career center does an amazing job of placing graduands in many firms like Two sigma, Morgan Stanley, JP Morgan etc. Overall, the program is highly underrated!
I’m a current student in MSFE, and I will graduate in December 2020. From my experience in UIUC, I believe the program provides a great opportunity for students who are seeking to make contributions in financial engineering industry but don’t have comprehensive knowledge on finance or computer science background. The curriculum setting is very helpful that includes various topics that follow the popular trend in financial industry. Such as risk management, derivative pricing, machine learning, and more relevant topics that many companies in financial industry focus on. MSFE provides essential knowledge in financial engineering, and the flexibility for students to explore their interests of specific area in financial engineering. Except the require classes are set in first two classes, you can also choose the class you like in third semester. After enrolled in this program, I certainly have improvement on my academic path!