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COMPARE Columbia MSFE vs Columbia MSOR

ssbes

Joined
2/21/23
Messages
21
Points
13
Hi,

I got accepted into the Columbia MSFE. However, the program is DEFINITELY full-time, and I am about to start a job at a hedge fund that I'm not ready to give up for school. Honestly, I was ready to just sell my soul and do work and school full-time, but then I talked to a Columbia advisor, and they suggested MSOR. Through MSOR, I can take a lot of the MSFE electives while on a part-time basis, which could be great for me. I've been approved to switch to MSOR, and they're just waiting on my confirmation. Is it worth dropping the MSFE name brand for MSOR? Any advice would be greatly appreciated :)
 
Andy Zhang said:
If you think it'll be good, then go for it. Having a MSOR over a MSFE honestly won't be a hurdle at all if you know your stuff well.
Click to expand...
Thanks for the advice. Do you know anything about career placement in quant for the MSOR? I just want to make sure I'm not disadvantaged for choosing MSOR over MSFE.
 
ssbes said:
Thanks for the advice. Do you know anything about career placement in quant for the MSOR? I just want to make sure I'm not disadvantaged for choosing MSOR over MSFE.
Click to expand...
To be honest, I wish I did. I know at least 2 people from my year are at Citadel (yup, the appealing stuff first I guess lol), at least 1 at Millenium. I'm currently at AB doing FI QR stuff. There's people at Goldman and JPMC. Others I'd probably have to LinkedIn search...

From my interview experience, I'd say to know the following well:
- optimization (dynamic programming--Goldman favorite, graphs--asked by Morgan Stanley and a FinTech I don't remember)
- stochastic modeling (you'll definitely be asked probability)
- data structure and algorithms (CS department has a course on this)
- stochastic calculus if you're into desk quant stuff and some for risk too
All this stuff is in the green book (w/ the exception of graphs) and MSOR covers the first two in core courses.
 
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