- Joined
- 3/25/25
- Messages
- 4
- Points
- 1
Hi, as mentioned in the title, I'm 31 years old, currently living in Milan. I have an MSc in Finance and 8 years of work experience. I started as a portfolio analyst at a Swiss asset manager in Milan, then for personal reasons moved into wealth management, and I'm currently working in the Capital Markets industry at a Big4.
When I started my degree, I dreamed of landing a trading/quant role, but being really naive, I wasn't fully aware of the path I needed to follow. As I mentioned, my career took a different direction. Now, 8 years after graduation, I want to correct course. I'm more mature and self-aware, and I want to take the first step by getting into a good MFE program in the EU/UK.
Can you help me determine the best path forward? I know I'll need to take courses even before applying for an MFE, but I would appreciate a sort of todo list. During my MSc, I completed math and probability courses (also econometrics). Below is a brief summary of the topics. Needless to say, I'm a bit (if not a lot) rusty on these topics, AND my grades weren't top-notch (as I said, young and stupid).
MATH:
When I started my degree, I dreamed of landing a trading/quant role, but being really naive, I wasn't fully aware of the path I needed to follow. As I mentioned, my career took a different direction. Now, 8 years after graduation, I want to correct course. I'm more mature and self-aware, and I want to take the first step by getting into a good MFE program in the EU/UK.
Can you help me determine the best path forward? I know I'll need to take courses even before applying for an MFE, but I would appreciate a sort of todo list. During my MSc, I completed math and probability courses (also econometrics). Below is a brief summary of the topics. Needless to say, I'm a bit (if not a lot) rusty on these topics, AND my grades weren't top-notch (as I said, young and stupid).
MATH:
- Calculus of Several Variables: Functions, Limits, Continuity, Differentiability
- Implicit Function Theorem and Applications
- Static Optimization: Constrained and Unconstrained Problems
- Linear Algebra: Matrices, Linear Operators, Change of Basis
- Spectral Theory: Eigenvalues, Eigenvectors, Matrix Diagonalization
- Linear and Nonlinear Dynamical Systems
- Applications in Economics: Solow Growth Model, Utility Maximization
- Applications in Finance: Portfolio Optimization, Asset Pricing Models
- Mathematical Modeling: Population Dynamics, Market Evolution, Conflict Models
- Measure Theory Foundations: Events, Sigma-Fields, Probability Axioms
- Conditional Probability and Independence
- Random Variables and Distribution Functions
- Integration with Respect to Probability Measures
- Generating Functions and Characteristic Functions
- Sums of Independent Random Variables
- Multivariate Distributions and Gaussian Random Vectors
- Convergence Types of Random Variables and Weak Convergence
- Limit Theorems: Laws of Large Numbers, Central Limit Theorem
- Conditional Expectation
- Martingale Theory and Stopping Times