• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

COMPARE compare Oxford MCF with US programs

Impressive stuff man, congrats! I'm set to start the Oxf MCF this Sept and am curious about the course (job prospect, syllabus, industry-affiliated research opps), do you think you could do a brief Review of the course? The most recent review of OxfMCF dates back to 2014: Review of Oxford MScMCF, so a update would be massively helpful and I'm sure heaps of us would appreciate the insight :~) congrats again on the offers!
@aus_yessir Can you shed some light on what would make a successful applicant at Oxford MCF? I am planning to apply for Fall 2022. My background is that I have an engineering degree from an average Indian college and I have 8 years of work experience working in model validation (primarily credit risk models and market risk VaR models). I am also pursuing an online MS in Analytics from a US top 10 college and would be completing the same this summer. Moreover, I have some time before sending through the application and any guidance on how best I can prepare for the interviews and application would be a great help.
Last edited:

Daniel Duffy

C++ author, trainer
  • C++ Programming Courses - You learn the basics and then learn how to use and extend the lecturer's own library. This is inadequate preparation for quant interviews and actual quant work. You will need to study some Comp. Sci (e.g. sorting algorithms) yourself.

Baruch has resolved this problem above and beyond the call of duty. Two courses on C++11 right up to C++20 with applications to finance. That's called vision.

Extending a lecturer's library is not the way to go in my humble opinion. You build your own C++ program and make your own mistakes instead of fixing someone else's (undocumented??) C++ 98 code. Academics have expertise but most many I've met do not see programming as a discipline.

An expert is a person who has made all the mistakes that can be made in a very narrow field.”
― Niels Bohr
Last edited:

Daniel Duffy

C++ author, trainer
  • Dissertation and Miniprojects - These were very time consuming - you need to do all of these during Trinity term. That's around 60-80 pages of stuff you are required to write in 8 weeks or so. On the other hand, these projects were a good way to reinforce material learned in the first two semesters.
The ideal MSc project imho is take a hottish/nontrivial projects A-Z with C++ (not Matlab).

It's like a preparation for the next step in your career.
Last edited: