Competitive MFE Application?

[groy]

Hello,
I was wondering what kind of financial engineering schools I could get into for 2012-2013 if I build up my resume. Is Columbia or NYU a reach? I'd prefer to be in NY (close to home) over anywhere else. California would be my second choice of location.

Currently:
I just graduated from the UCONN Honors Program with a 3.643 GPA with a BA in Economics. My senior thesis was thought of as beyond my years by one of my advisors and involved mathematically modeling the health care industry for consumer and firm optimization. I only have 3 higher level math courses, but I got A's in all 3: Multivariable Calc, Linear Algebra, and Financial Mathematics. I hold a real estate salesperson license in CT, but have not yet had any internships/employments with a firm.

Plan:
To go back and take Differential Equations and Probability over the summer. I expect A's. I also expect an 800 Quant on my GRE. I will also look for internships/part-time employment to full time employment when done with my courses in July.

Is more math needed? If so what would you suggest I take?

 

[Andy Nguyen]

What about programming, (C++ to be specific)?

 

[groy]

I currently have no programming experience. Columbia seems to not even mention it on their prereqs...unless I'm missing something. I've only worked with Mathematica and Excel for mathematical software.

 

[Andy Nguyen]

That's a big hole to fill.
http://www.quantnet.com/forum/threads/c-online-certificate.6297/page-3

 

[groy]

Alright, I'll definately add that in the plans list. Is my math/ other education background solid enough?

 

[Andy Nguyen]

I currently have no programming experience. Columbia seems to not even mention it on their prereqs...unless I'm missing something. I've only worked with Mathematica and Excel for mathematical software.

Probably they do not mention C++ requirement any more on purpose after they introduce several tracks/concentrations to get a wider pool of applicants. For example, the Finance and Economics concentration has little to no programming
http://www.ieor.columbia.edu/pages/graduate/ms_financial_eng/fe_tracks.html

 

[coolharvard]

better take some programming classes (C++/C#/Java)

Simulation class will require some basic programming skill (in matlab or C++ or other high level language)

 

[groy]

Are there any C++/C#/Java courses I can take online that the top universities will find legit? C++ is offered at my local college, Westconn, but it's at an inconvient time for me. I can't find any other C++ courses from colleges in the area. There's a 5-day $2500 training program in C++ that comes through Stamford/NewHaven/Hartford once in a while, but it's expensive and it's hard to take an entire week off.