MFE after MS in machine learning?

[SeanLee]

Hey everybody! I am a master student in machine learning. Asking for any advices for career choice.

Here is my background
1. B.E. in CS (3.6/4.0 non-US school), M.S. in Machine Learning (4.0/4.0, top 4 CS school, will graduate in spring 2016)
2. 1-year startup. developer role. made a online game played by several million people.
3. 2-year research in computer vision, machine learning, multimedia. Published several papers on top ML, CV, HCI conference/journals.
4. Won some research competitions in the last two years.
5. Some leadership awards in college
6. GRE: old scale V680/Q800=> current scale V165/Q166

I am also preparing CFA level 1 test now (June).

Want a quant role in finance (trader or researcher). Any ideas about the chance to top MFE program? Or what I can do to increase such chance? Or is it possible to find a job with my machine learning master degree?

Really appreciate you guys' thoughts!

 

[pingu]

2. 1-year startup. developer role. made a online game played by several million people.

What went wrong?

4. Won some research competitions in the last two years.

what kind of research?

Want a quant role in finance (trader or researcher).

only trader or researcher? Why should I hire you?

 

[TehRaio]

-Get into industry with Ms in Machine learning: take a look at the curriculum of say, CMU, NYU, Columbia etc...
compare it to what you already know, what you think you can learn on your own (lots of literature available on this forum), and what course you could take by the time you graduate in order to tailor your degree for a role in quantitative finance. and APPLY APPLY APPLY for internships.

-Chances for MFE: I have no doubt that you will get in top programs if you keep it this way.

I'm interested in knowing what went 'wrong' if any, as pingu asked, because your resume looks dope lol

 

[SeanLee]

Hi pingu, thanks for your reply!

What went wrong?

That project went well, I quitted because of some non-performance issues (although many players but money flow keep being disappointing, some emergencies in my family, no much passion in game industry, got new opportunity in U.S., terrible air pollution, etc. )

what kind of research?

Mainly about action recognition and event detection for video searching. It is a competition for building the best video search system, host by NIST. We ranked 1st 2014 and 2nd 2013. And keep doing it this year.

only trader or researcher? Why should I hire you?

Not only the trader or researcher roles, those are just examples. I am interested in any position that deal with challenging quantitative problems. I am working on building some basic finance knowledge now (through CFA test). But I still lack some relevant financial experience. I think my machine learning, statistics, comp sci and programming skills are desired in finance industry? (I have a college friend who got hired by a famous prop trading firm as a junior researcher straight after college. He is extremely good at programming/algorithm without any finance background)

 

[SeanLee]

Hi TehRaio, thanks for your suggestions!

-Get into industry with Ms in Machine learning: take a look at the curriculum of say, CMU, NYU, Columbia etc...
compare it to what you already know, what you think you can learn on your own (lots of literature available on this forum), and what course you could take by the time you graduate in order to tailor your degree for a role in quantitative finance. and APPLY APPLY APPLY for internships.

The bad thing is I cannot go for intern this summer. I am currently funded by a research project so I need to work on it this summer. It is my big concern. I plan to take the differential equations course (think it is important based on my research) in the summer. Do you have any suggestions to make up for loss of intern? Does cracking some Kaggle competitions makes me look better in job market?

 

[IntoDarkness]

fuck the research project, the money u can make from a legit summer internship will pay way more

 

[C S]

fuck the research project, the money u can make from a legit summer internship will pay way more

The money's not going to replace his masters in machine learning though. Remember it's being funded by this project.

 

[SeanLee]

fuck the research project, the money u can make from a legit summer internship will pay way more

Haha yeah but I cannot change now. I originally planed to go to PhD so I took the research track. But recently changed my mind.

 

[TehRaio]

wouldn't it be possible to apply for an internship that would start after graduation? or, you' re only interested in FT positions?

 

[SeanLee]

wouldn't it be possible to apply for an internship that would start after graduation? or, you' re only interested in FT positions?

Yeah, intern after graduation is good for me. So I feel continuing to MFE seems more reasonable for many firms to hire me as an intern?

 

[TehRaio]

Yeah, intern after graduation is good for me. So I feel continuing to MFE seems more reasonable for many firms to hire me as an intern?

My advice is try to get both internship and admission to a top MFE, if the internship doesn't happen, go ahead with the MFE.
Plan A: internship+Job
Plan B: MFE'

what do you think?

 

[Zhenghao Li]

Your best bet is High Frequency Trading companies like Two Sigma, Citadel, and D.E.Shaw. They'll be excited to hire someone like you. You should try these companies first before you get another MS degree.

 

[SeanLee]

My advice is try to get both internship and admission to a top MFE, if the internship doesn't happen, go ahead with the MFE.
Plan A: internship+Job
Plan B: MFE'

what do you think?

Thanks! Really appreciate your advice!

Do you have any advice of something I can do to prepare for the job/intern hunting?
I am current doing following things.
1. Take some related courses. Some courses on my list: differential equations/convex optimisation/algorithm.
2. Preparing the CFA level 1. (not quantitative related, but for the basic financial knowledge)
3. Planing to take a baruch pre-mfe course (interested in financial calculus thing)
Any thoughts?

And, how do you think about the quant job market now? I am also thinking keep looking software engineering opportunity to hedge the risk.

Thanks for your time!