CS Freshman - Study and Career Path

[MattiRemes]

At the moment, I'm studying Economics my first year (minoring in math and stats) in a decent non-target university in the Northern Europe, but as I've taken some CS courses during this semester and I've had a good feeling about what I'm doing, I've decided to change my major to Computer Science as it would help me learn advanced programming concepts thoroughly. I'm probably going to keep my math minor and also take some extra math courses in analysis and probability.

During my studies and after finishing my undergraduate I've thought about accumulating some programming experience before applying for a masters program abroad. Imperial MSc RMFE looks the most interesting program to me but I'm a bit worried about my CS background here. LSE Fin Math, Oxford Fin Econ / Fin Math are pretty interesting as well.

As I'm at early stages of my studies and it's pretty easy to switch between majors in my university, what would you suggest me to concentrate as a CS freshman to some day hit the quant finance industry (trading and development seems most interesting to me)? I could also pursue an undergrad in Math but I think it's more easy to learn probability and stochastic calculus than to learn how to program efficiently.

 

[mathemagician]

I know a guy from Ukraine who studied Physics for his undergrad. Apparently, your guys' undergrad is equivalent to our Master's. He was solving my PDE homework problems (2 proofs and an application) and finished all of it in under 30 minutes. The same problems took me a few hours.

That whole argument about programming efficiently vs learning probability is a case-by-case thing. I excelled at programming but my university was big on optimizing run times and memory in the grade scheme, and I felt that my success I owed to mathematics because of the thinking skills required. I was often the highest grade in my CS classes. On the other hand, I had a hard time with calculus-based statistics. Eventually you'll get into proofs in CS in CT&A which deals with languages and Turing machines. With mathematics, you'll get into proofs much sooner and more in-depth (at least in my experience) which I found VERY helpful for programming, especially for mathematical programming.

Either way, take as much math as you can, double major if you think you can do it. Both are fun and great fields and will contribute much to a MFE application.