- Joined
- 12/9/13
- Messages
- 6
- Points
- 11
My profile : Chemical Engineering Graduate, from IIT (Indian Institute of Technology), decent GPA not too good though .
Currently doing MBA, cleared a few actuarial papers too. In B.TECH, I had courses on Real Analysis, ODE and PDE Calculus. Scientific Computing such as LU Decomposition, Runge Kutta and stuff in C++ ,also thermodynamics , fluid mechanics in regular course work .Though I have no heavy math degree, I am not bad at solving problems, e.g. in the same level as Putnam problems etc. for say.
I don't quite like the MBA program and this is almost B.S. in terms of teaching any career skill, specially in finance. So I gradually started following MFE courses through self-study. By now, I have, [1]. Finished Shreve vol i & ii ( solved each and every exercise on my own, i liked it too... ). [2]. Learnt all optimization algorithms and implemented in MATLAB from the book suggested by CMU CF program . [3]. Have implemented PDEs, numerous scientific algos in C++ . [4]. Done with Monte Carlo, each technique from P. Glasserman and U.Seydel books.
[5]. Have a good knowledge of C++ with STL library [6]. Good knowledge of Hull material. [7]. Good time series modelling experience( ARFIMA,GARCH etc) in project.
Because of my arrogance, for some reason I thought I could teach myself the same things as in MFE.!!! Why put money into it ? But without a formal degree in maths, if for say, I master the contents of MFE course , is it a way to convince people that I could do the job ! Or something more is needed ?
Wise guys. please suggest me what could be my chance in job market ?. In India, they look for candidates with knowledge in options pricing, PDE, MCs etc , though many of them are either in model validation or in some sort of risk management(Var, stress testing etc). Possible in India ?
WELL WHAT THE HELL,I SHOULD DO NOW ?. MBA friends know no-shit and ARE GETTING HANDSOMELY PAID OFFERS !!! DO SUGGEST WHAT I SHOULD DO AFTER I GET MY MBA ? QUIT THIS PLAN ?
Currently doing MBA, cleared a few actuarial papers too. In B.TECH, I had courses on Real Analysis, ODE and PDE Calculus. Scientific Computing such as LU Decomposition, Runge Kutta and stuff in C++ ,also thermodynamics , fluid mechanics in regular course work .Though I have no heavy math degree, I am not bad at solving problems, e.g. in the same level as Putnam problems etc. for say.
I don't quite like the MBA program and this is almost B.S. in terms of teaching any career skill, specially in finance. So I gradually started following MFE courses through self-study. By now, I have, [1]. Finished Shreve vol i & ii ( solved each and every exercise on my own, i liked it too... ). [2]. Learnt all optimization algorithms and implemented in MATLAB from the book suggested by CMU CF program . [3]. Have implemented PDEs, numerous scientific algos in C++ . [4]. Done with Monte Carlo, each technique from P. Glasserman and U.Seydel books.
[5]. Have a good knowledge of C++ with STL library [6]. Good knowledge of Hull material. [7]. Good time series modelling experience( ARFIMA,GARCH etc) in project.
Because of my arrogance, for some reason I thought I could teach myself the same things as in MFE.!!! Why put money into it ? But without a formal degree in maths, if for say, I master the contents of MFE course , is it a way to convince people that I could do the job ! Or something more is needed ?
Wise guys. please suggest me what could be my chance in job market ?. In India, they look for candidates with knowledge in options pricing, PDE, MCs etc , though many of them are either in model validation or in some sort of risk management(Var, stress testing etc). Possible in India ?
WELL WHAT THE HELL,I SHOULD DO NOW ?. MBA friends know no-shit and ARE GETTING HANDSOMELY PAID OFFERS !!! DO SUGGEST WHAT I SHOULD DO AFTER I GET MY MBA ? QUIT THIS PLAN ?