I graduated from the program in August 2010. My background prior to starting the program consisted of a finance degree from the University of Florida and a year spent studying mostly mathematics and physics at Bowling Green State University to increase my mathematical background.
All students take the same courses in lock-step. The first semester consisted of a general financial theory class with some economics thrown in to the mix, a numerical methods class, a highly rigorous course on probablity theory and stochastic calculus, and the first of a series of two classes on general derivatives theory. The second semester consisted of a class on stochastic calculus (picks up where the first semester stochastic class left off), a fixed income class, a Monte Carlo workshop, a time series class, and the second derivatives class (focuses largely on exotics).
The main programming language is Matlab, though we had a lecture on using R. I also wrote my final Monte Carlo workshop project in C (avoided
C++ because I was required to explain how all the code worked and the professor did not seem familiar with C or
C++, and I didn't want to have to explain the intricacies of object-oriented code).
During the summer, I did have a paid internship in Chicago at HTG Capital Partners. I worked for a small group of traders reviewing the feasibility of any trading idea they felt like throwing at me. Overall, I would rate the program as worth the money. My only issue is that a lot of people I have spoken with are not familiar with the program unless they have had direct contact with the program.
Finding a job right out of the program was incredibly easy given the state of the economy at the time I graduated. With that said, I did have a little bit of help because I went back to a former employer, although it was in an entirely different capacity.
