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Canadian Quants?

Joined
8/21/08
Messages
3
Points
11
Hello everyone, registered here a while ago, forgot about the site.

Completing pre-req. math courses for Quantitative economics undergrad offered at Carleton University here in Canada.

wondering what exactly I can expect through the duration of the program?

in general, does Quantitative undergrad dip into pricing at all? or will you only learn the math behind it?

the main stream I want to get into is FX Forward arbitrage, and would like to have my first pricer built before I finish the undergrad (I have many books on the subject), as well as risk management. Hopfully will continue onto University of Toronto's MFE program (I believe Hull still teaches there?).
 
I just wanted to mention that you should consider U of T's MMF program as well. I think it would suit you given your interest in pricing and risk management. I started the program in August and I've been learning a lot, though it is a ton of work! About 1/4 of our class (including myself) have already been placed for internships this winter, and it seems most everyone has been to a few interviews.

I am not too familiar with the Financial Economics program although I am pretty sure John Hull teaches an options course there. We generally don't compete for the same jobs, although there is some overlap (I have noticed MFE guys at a couple of company info sessions).
 
MMF is a very decent program for getting into quant in Canada I think. I didn't do it myself, but I can safely say in my group and nearby area (a quant group at CIBC) has lots of MMF graduates or intern. Although most Canadian quants tend to work in risk management side though, not the exciting prop trading, job is also a lot more stable.
 
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