I am beginning MAFN in the Fall as well... I've been working for the last four years (in Chicago, though, not NYC), so I'll be doing this full-time, then hopefully some kind of full-time job after.
Looks like the program is 6 mandatory courses (three per semester) + 4 electives... I've heard the mandatory MAFN courses are pretty solid but the electives aren't too special, so I figure I'll try to do as many in CBS and IEOR as possible... I don't know what the policy is, though, in terms of "maximum # of electives allowed in each school"... I've heard pretty conflicting info on that. I'll probably email Nielsen at some point, but it doesn't seem like there's much of a rush at the moment... still have 3+ months to go here.
From what I've heard, Implied Vol Smiles with Derman in IEOR in the Spring is a "must," though, and aside from that, some kind of programming course probably wouldn't be a bad idea (I'm already pretty good with programming, but only with VBA, SQL, and Matlab, not
C++, which I figure is likely a problem, but not a particularly difficult one to fix). There also seems to be a question on a different thread about optimization, which would seem like a pretty good idea for an elective too (if the course even exists, and is available for us to take).
At this point, though, my concerns are mainly:
1) How to prepare for the program (I'm 4 years out of undergrad and can't say that I completely remember all of my undergraduate math material)
2) What kind of job to pursue after the program (and what's even available right now).
If you're doing part-time, are you currently working in NY? What kind of job?
