Feedback on My CMU MSCF Prep Plan (IT Undergrad → Quant Finance, Target Fall 2029 Entry)

[codethanmorecodeandmorecode]

Hi everyone,


I’ve been reading the forums for a while and wanted to get feedback on my plan to prepare for CMU MSCF. My goal is to close the proof-based math gaps from my IT undergrad and strengthen my programming/finance profile so I can be competitive for Round 1 applications in late 2028 for Fall 2029 entry.

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Background:

I’m a Year 2 undergraduate at a top Asian university, majoring in Information Technology (graduating Dec 2027, GPA on track for ~4.6/5.0).

Work experience includes:

• Major financial exchange – Built Python modules for volatility surface construction using market data feeds, modernized legacy ingestion framework, improved analytics database performance.
• Government agency – Developed Databricks ETL pipelines for CRM and chatbot data, implemented real-time data quality alerts.
• Global retail brand – Built competitor pricing ETL in Python, integrated into BI dashboards, and developed geospatial analysis tools for store location strategy.
• (Planned) Top-tier government agency – Likely to take on a one-year data engineer internship starting in 2026, focusing on cloud-based data pipelines and analytics systems.

Strengths: Strong applied Python, SQL, and data engineering experience.
Weaknesses: Light formal proof-based math background.

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Prep Plan (Aug 2026 – late 2028)


Phase 1 – Programming & Finance Foundation (Aug 2026 – end 2026)
Goal: Build programming credibility in C++ and apply finance theory to projects.

• QuantNet C++ for Financial Engineering – Complete by end-2026; build 1–2 finance-related C++ GitHub projects (e.g., Monte Carlo option pricing, binomial/trinomial trees, PDE solvers).
• Finance theory self-study (Hull – Options, Futures & Other Derivatives; Stefanica – Primer for the Mathematics of Financial Engineering).

Phase 2 – Proof-Based & Finance-Relevant Math (Aug 2026 – mid 2028)
Goal: Strengthen mathematical maturity before applications; take no more than 1–2 courses at a time to avoid overload. All courses will be taken online through the University of Illinois Urbana-Champaign’s NetMath program for an official UIUC transcript.

• Aug–Dec 2026: MATH 416 – Abstract Linear Algebra (proof-based).
• Jan–Jun 2027: MATH 444 – Elementary Real Analysis (proof-based analysis).
• Jul–Dec 2027: MATH 441 – Differential Equations.
• Jan–Jun 2028: MATH 442 – Intro to PDEs (finance relevance).
• Optional: MATH 447 – Real Variables (deeper analysis for stochastic calculus, if budget/time allows).

Phase 3 – Application Prep (mid 2028 – late 2028)

• GRE General Test – Target Q170.
• Finalize LORs: at least one from a math instructor and one from a professional supervisor.
• Polish Statement of Purpose highlighting programming + finance + recent math grades.

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Questions:

1. Are MATH 416, 444, 441, and 442 the most impactful combination for closing my proof-based math gap?
2. Would adding MATH 447 make a noticeable difference for MSCF admissions?
3. Is QuantNet C++ + a couple of quant projects enough to show programming readiness?
4. Given my extra time until Fall 2029, should I also aim for a statistics/probability course or an additional quant internship?

Thanks in advance for your feedback — I want to make sure I’m using the next two years as efficiently as possible.

 

[Andy Nguyen]

The QuantNet C++ course is a really solid choice to ready your programming skill. Many CMU MSCF students have taken them over the years.
If you want to have an option to get into Quant Developer role, I would strongly suggest taking the Advanced C++ after the QuantNet C++ course. It will give you an edge in C++ that very few MFE graduates have.

Given that your run way is long and you have time to get the most out of the preparation, I would strongly suggest taking the following courses

• Options: make you ready for interviews (MFE admission interviews as well as first round internship interviews where fundamental option theory is tested.)
• Probability pre-MFE by Baruch. It does not give credit but it's the kind of material you learn during your first semester at most MFE program. It will make it easier for you to digest the stochastic calculus materials.