• 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!

Improve my math profile.

babinu

babinu

XYZ
Joined
1/22/11
Messages
62
Points
18
Hi Guys,

I am planning to apply for MFE for FALL 2012 . My programming is good as I know C/C++/Java/Perl. Further I also have relevant work experience as I have been working in feeds team in hedge fund D.E.Shaw writing parsers for various data feeds etc. I plan to take up CFA Level 1 this december.

When it comes to math back ground, , I was selected among the top 40 in India in Math as part of the Indian National Math Olympiad (INMO) and was invited to the training camp for IMO. However when it comes to math courses taken, i have taken courses in advanced calculus (Partial differential equations, Complex Integration ,Vector Calculus, Laplace and Fourier transforms), Linear algebra (Basics of Linear algebra. Also did a course on the application of liner algebra in quantum computing), Course in Probability and statistics ( Involving markov processes), Course in Number theory, Coures in discrete math etc. But I have not taken any more advanced courses , and I also have B grades in 2 of the above mentioned ones.

I am planning to boost my math profile, by revising my calculus and appearing for math GRE . Does anyone have any other suggestion by which I can improve the same ? Note that I am currently working not a student !
 
Andy Nguyen said:
What other math courses can you take while you are working?
Click to expand...
I am n0t sure whether I can attend any courses from any university now. However I plan to do self study in real analysis, numerical analysis and stochastic calculus etc and put them in my application. Any suggestions on what I need to study here would be great

Thanks
Babinu
 
babinu said:
Hi Guys,

[...] calculus (Partial differential equations, Complex Integration ,Vector Calculus, Laplace and Fourier transforms), Linear algebra (Basics of Linear algebra. Also did a course on the application of liner algebra in quantum computing), Course in Probability and statistics ( Involving markov processes), Course in Number theory, Coures in discrete math etc. [...]!
Click to expand...

Looks good but I think more applied/numeric topics are essential. It is heavily geared to pure maths it seems. To be honest, linear algebra for quantum computing is not mainstream.
 
babinu said:
Hi Guys,

I am planning to apply for MFE for FALL 2012 . My programming is good as I know C/C++/Java/Perl. Further I also have relevant work experience as I have been working in feeds team in hedge fund D.E.Shaw writing parsers for various data feeds etc. I plan to take up CFA Level 1 this december.

When it comes to math back ground, , I was selected among the top 40 in India in Math as part of the Indian National Math Olympiad (INMO) and was invited to the training camp for IMO. However when it comes to math courses taken, i have taken courses in advanced calculus (Partial differential equations, Complex Integration ,Vector Calculus, Laplace and Fourier transforms), Linear algebra (Basics of Linear algebra. Also did a course on the application of liner algebra in quantum computing), Course in Probability and statistics ( Involving markov processes), Course in Number theory, Coures in discrete math etc. But I have not taken any more advanced courses , and I also have B grades in 2 of the above mentioned ones.

I am planning to boost my math profile, by revising my calculus and appearing for math GRE . Does anyone have any other suggestion by which I can improve the same ? Note that I am currently working not a student !
Click to expand...
>>
I would not bother with GRE math. You seem to show off a bit in saying that you took all these courses so why do you want to brush up math. I don't understand if you took all these math courses why would you need to boost your profile it should be good already.
You seem to already have the math and cs background. Though in my eyes very few people have solid math. Most quants are engineers masquerading as quanty math types.

I tell you a joke. I met someone the other day who was a math olympiad winner from China. The dude couldn't even price differentiate never mind black-scholes. So saying you are a winner in this and that national competition won't make a difference to PhD quants doing the hiring. They will test you.

The GRE math subject test is for people who have studied mathematics. And lastly, sorry for the negative email. But MFEs are a waste. There are simply too many indians and chinese in the game - i heard that stanford is 80-90% chinese. The industry is shrinking. if I were you, I would consider other areas. Untill India and China's financial markets open up. The hope of being a star quant is over.
 
Back
Top