Brandon is in the house!
Hello everyone,
First off, nice job Andy...this is a great forum, especially considering how small the program at Baruch is. It really demonstrates how involved and passionate all the future quants at Baruch are.
Anyways, I'm a 22 year old who graduated last June from the University of California, San Diego with a BS in Computer Science with a minor in Management Science. I developed an interest finance from three things: 1) My dad runs his small own CTA and brokerage firm 2) I participated in the Interactive Brokers Olympiad and came in 4th, winning $10,000 (a Baruch student came in 2nd, by the way) and 3) I took an undergraduate course in mathematical finance and became very interested in financial mathematics and derivatives pricing.
Since I graduated I've been working at Genesis Financial Technologies, a company that makes charting/trading software similar to TradeStation and J-Trader. I am responsible for the creation of an option pricing in
C++ that will be the core of a retail option analytics and trading program they will release in a year or so. I've really been enjoying my job and the R & D, which has thus far included programming Black-Scholes, the binomial method, finite differences schemes, portfolio analytics and interpolation of volatility smiles and surfaces. Very interesting stuff!
I was thinking about applying to Baruch, but it seems like those who are accepted have much more experience either in the work place or in academia than I have. My gpa was 3.78 and I have good GRE scores (800Q, 620V), but still I just don't think I'd make it (that's not to say I don't think I could be successful in the program, though). Please let me know if you think otherwise...
So I guess I'm a potential candidate for 2008 or 2009, after I've gained some more experience, preferably working for some kind of bank after I finish up at Genesis.
I am interested in financial engineering because I want to learn all there is about finance, trading, financial modeling and such. I hope to one day work at a hedge fund or as a trader.
-Brandon