Profile Evaluation (Fall 2024) for Quant Finance Programs

[matthieu_fisher]

Hello everyone, I've long valued the insights shared on this forum and am reaching out for guidance on my upcoming Quant Finance Masters applications.

Background:

• Education: Honors Economics, Minor in Mathematics at top Canadian University. GPA: 3.98/4 (All A's except 1 A-)
• GRE: NaN
• Relevant Courses:
  • Calculus 2 (A), Calculus 3 (A)
  • Linear Algebra 1 (A), Linear Algebra 2 (A)
  • Differential Equations (A), Stochastic Processes (A)
  • Honors Real Analysis 1 (A), Real Analysis 2 (A)
  • Economics: Honors Advanced Micro, Macro, Honors Econometrics Theory I-II (all A's)
  • Graduate Level courses: Game Theory (A-), Time Series Econometrics and Forecasting (A)
• Projects:
  • Machine Learning Fellow (Bootcamp teaching ML applications, with project at the end)
  • Literature Review of DSGE Forecast Models, Research Project on ML vs econometric forecasting methods
• Skills: Proficient in R; MATLAB; C++; STATA; Python
• Work Experience: Research Assistant for 2 years at the Federal Reserve after my undergraduate program. I also took courses at university that were funded by my employer, Notably, I took PhD Econometrics II at NYU (A-), C++ course by QUANTNET/Baruch (in progress), and am currently enrolled to take Stochastic Calculus & Options Pricing next Spring semester.
• Recommendation Letters: 1 from my PhD Econometrics II professor at NYU. Another is from a professor at my undergrad for which I took 3 classes, one of them being a graduate course, another being a research project (all As). The third letter is from my supervising Economist at the Fed, with whom I've helped in research projects and Fed policy work.

Target Schools:

• Imperial (Math and Finance)
• Oxford MCF
• ETH/UZH Zurich Quant Finance
• Cambridge Part III
• UCL Computational Finance
• Master en Mathematiques Vision et Apprentissage (MVA in France) in case I don't get top choices in the UK/Switzerland.

Concerns:

1. Based on my academic background and work experience, is my application competitive for the listed programs?
2. I lack quant internships. Will this be detrimental to my application?
3. What gaps exist in my profile? Do I have a lack of math coursework?

Appreciate any insights. Thanks!

 

[Andy Nguyen]

Hey Matthieu,
All European programs but no US?
Quick glance but your profile is strong and very math heavy. It looks ideal for a Math grad program than an MFE program which is very industry focused.
Finance background, knowledge, good interview skills, C++ (you are addressing it with the QuantNet course so it's perfect).
I am sure your full application package will say more about you than a few lines you post here.
As well, the US programs and UK/EU programs are somewhat different types. I can only say what I know about the US programs.

 

[matthieu_fisher]

Hi @Andy Nguyen, thanks for your response!

I chose to stay in the EU for personal & family reasons. I plan to continue my career there. I'm looking to pursue an industry oriented program (in the style of MFEs), and hopefully land interviews for macro-oriented HFs.

Inviting more people to comment on this ...

 

[matthieu_fisher]

Hi @Andy Nguyen, thanks for your response!

I chose to stay in the EU for personal & family reasons. I plan to continue my career there. I'm looking to pursue an industry oriented program (in the style of MFEs), and hopefully land interviews for macro-oriented HFs.

Inviting more people to comment on this ...

as for the math @Andy Nguyen, I feel I have ticked the pre-requisites (good grasp of analysis, calculus, linear algebra, ODEs, stochastic calculus (soon), econometrics/statistics/ML), but I didn't have enough credits during my undergraduate to declare a Math major... hoping this technicality doesn't go against me

 

[devta]

Hello everyone, I've long valued the insights shared on this forum and am reaching out for guidance on my upcoming Quant Finance Masters applications.

Background:

• Education: Honors Economics, Minor in Mathematics at top Canadian University. GPA: 3.98/4 (All A's except 1 A-)
• GRE: NaN
• Relevant Courses:
  • Calculus 2 (A), Calculus 3 (A)
  • Linear Algebra 1 (A), Linear Algebra 2 (A)
  • Differential Equations (A), Stochastic Processes (A)
  • Honors Real Analysis 1 (A), Real Analysis 2 (A)
  • Economics: Honors Advanced Micro, Macro, Honors Econometrics Theory I-II (all A's)
  • Graduate Level courses: Game Theory (A-), Time Series Econometrics and Forecasting (A)
• Projects:
  • Machine Learning Fellow (Bootcamp teaching ML applications, with project at the end)
  • Literature Review of DSGE Forecast Models, Research Project on ML vs econometric forecasting methods
• Skills: Proficient in R; MATLAB; C++; STATA; Python
• Work Experience: Research Assistant for 2 years at the Federal Reserve after my undergraduate program. I also took courses at university that were funded by my employer, Notably, I took PhD Econometrics II at NYU (A-), C++ course by QUANTNET/Baruch (in progress), and am currently enrolled to take Stochastic Calculus & Options Pricing next Spring semester.
• Recommendation Letters: 1 from my PhD Econometrics II professor at NYU. Another is from a professor at my undergrad for which I took 3 classes, one of them being a graduate course, another being a research project (all As). The third letter is from my supervising Economist at the Fed, with whom I've helped in research projects and Fed policy work.

Target Schools:

• Imperial (Math and Finance)
• Oxford MCF
• ETH/UZH Zurich Quant Finance
• Cambridge Part III
• UCL Computational Finance
• Master en Mathematiques Vision et Apprentissage (MVA in France) in case I don't get top choices in the UK/Switzerland.

Concerns:

1. Based on my academic background and work experience, is my application competitive for the listed programs?
2. I lack quant internships. Will this be detrimental to my application?
3. What gaps exist in my profile? Do I have a lack of math coursework?

Appreciate any insights. Thanks!

Hey Matthieu,
All European programs but no US?
Quick glance but your profile is strong and very math heavy. It looks ideal for a Math grad program than an MFE program which is very industry focused.
Finance background, knowledge, good interview skills, C++ (you are addressing it with the QuantNet course so it's perfect).
I am sure your full application package will say more about you than a few lines you post here.
As well, the US programs and UK/EU programs are somewhat different types. I can only say what I know about the US programs.

Hello Andy , I am junior and currently thinking of pursuing my masters in quant finance and I have looked at the colles and have most of the pre requisite courses ( as I am doing Computer science engineering and have a specialization in data science) can you recommend me books for my interviews as I have seen that top colleges requires technical interview and I have no background in finance so I would like to prepare it early