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- 1/8/13
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Hello,
Apologies for a long post.
I am seeking some advice regarding my decision to do a financial Mathematics course.
My background:
I'm an engineering graduate working as a Senior C++ programmer for the last 10 years. I have been working in the finance industry (FX, Futures etc) for the last 5 years. Most of my programming has been spent on building tools that process the trades, price feeds etc. Now, I would like to be involved in designing the models and coding them. I wish to upgrade my skills and I wish to become a quant developer. Hence my interest in doing a MSc in Financial Mathematics.
My current situation:
Due to my background, I am adept at C++ programming and hence I'm confident about the programming knowledge required to be a quant developer. I want to do the course to improve my skills in the mathematics and finance components. It has been more than 10 years since I did Mathematics. But I'm fairly strong in my mathematics concepts (and scored well in my undergraduate Math course) and I'm very confident in picking them up again. I recently did a self-test from a sample test available at Warwicks which allows us to gauge where we stand with our Math knowledge. It did not go well as I have forgotten most of it.
So to summarise -
Math - Rusty but confident of picking it up given some time.
Finance - basics, good knowledge of FX, No knowledge of derivative pricing etc.
C++ - Very good
My question is -
a. I was planning to apply for the RMFE course at Imperial, MFM at Warwicks this year. Should I take some time, get upto speed with the Math required and then maybe apply in 2014? How much of an expert do you have to be to do well in the course?
b. Does age matter here? I'm 33 and I see many of the students taking this course to be recent graduates (presumably in their early twenties).
Looking at my background and my interest to be a quant developer, if there is anything you want to comment, please feel free. I'm all ears for any kind of advice.
Apologies for a long post.
I am seeking some advice regarding my decision to do a financial Mathematics course.
My background:
I'm an engineering graduate working as a Senior C++ programmer for the last 10 years. I have been working in the finance industry (FX, Futures etc) for the last 5 years. Most of my programming has been spent on building tools that process the trades, price feeds etc. Now, I would like to be involved in designing the models and coding them. I wish to upgrade my skills and I wish to become a quant developer. Hence my interest in doing a MSc in Financial Mathematics.
My current situation:
Due to my background, I am adept at C++ programming and hence I'm confident about the programming knowledge required to be a quant developer. I want to do the course to improve my skills in the mathematics and finance components. It has been more than 10 years since I did Mathematics. But I'm fairly strong in my mathematics concepts (and scored well in my undergraduate Math course) and I'm very confident in picking them up again. I recently did a self-test from a sample test available at Warwicks which allows us to gauge where we stand with our Math knowledge. It did not go well as I have forgotten most of it.
So to summarise -
Math - Rusty but confident of picking it up given some time.
Finance - basics, good knowledge of FX, No knowledge of derivative pricing etc.
C++ - Very good
My question is -
a. I was planning to apply for the RMFE course at Imperial, MFM at Warwicks this year. Should I take some time, get upto speed with the Math required and then maybe apply in 2014? How much of an expert do you have to be to do well in the course?
b. Does age matter here? I'm 33 and I see many of the students taking this course to be recent graduates (presumably in their early twenties).
Looking at my background and my interest to be a quant developer, if there is anything you want to comment, please feel free. I'm all ears for any kind of advice.