- Joined
- 2/25/23
- Messages
- 6
- Points
- 1
Hi all
Please help me evaluate my profile for MFE/MSCF programs. I have specifically planned my academic career to be into quantitative finance someday. There is nothing I want more than to get into good financial engineering program.
Work Experience
Data Science Role (Senior Analyst) May 22 -Present
> Conducted data analysis and modelling on large datasets to generate insights, identify trends and patterns in customer behavior, and provide risk scores to clients.
> Designed and maintained data pipelines, SQL databases, and large Python codebases for modelling and deploying solutions across various clients
> Developed and optimized machine learning algorithms, including decision trees, random forests, and gradient boosting models, to predict risk scores
Risk and quantitative Analysis Internship (4months)
> Worked at a buy side (mutual fund) firm researching on factor investing strategies. Created long-short strategies identifying stocks using machine learning models. Used fundamental data of all the stocks comprising BSE200 index and outperformed index by 38% in three year period (out sample data).
Education
Indian Institute of Technology (Tier 1 college India) - M.sc Operations Research - GPA 7.2/10 - Relevant Courses - Probability and Stochastic Processes, Mathematical Optimization, Linear System, Markov Chains and Queuing Systems, Game Theory, Introduction to Machine Learning, Markov Decision Processes, Data Structures
Bachelor in Mathematics and Statistics - GPA 63/100 - Relevant courses- Differential Calculus, Real Analysis, Vector Calculus, Numerical Analysis, Probability, Hypothesis Testing, Estimation
Institute of Actuaries of India (Actuarial Science) - Cleared 8 actuarial exams - Relevant Topics: Financial Mathematics, Brownian Motion and Martingales, Stochastic Calculus, Binomial Models and options pricing, Interest Rate Models,
Skills
Programming Languages: Python, SQL, MATLAB,
Libraries and Packages: Pandas, NumPy, Scikit Learn, SciPy, Prophet (Time Series forecasting)
Platforms and others: Windows, Linux, GITLAB, Advance MS Excel
GRE - 164Q, 146V, 3.5AWA
Other
> Have very good understanding of ML concepts
> solid understanding of probability, stochastics processes, martingales. Have read steven shreve's stochastic calculus for finance vol2 eights chapters.
> Good understanding of financial mathematics, bond pricing, options pricing,
> Read Hull's options future and other derivatives as a part of my actuarial exam. and spent time understanding mathematics behind the pricing theory
I understand that I did not do well in my grades and GRE. However, I am highly highly interested in finance and mathematics. I have spent last 6 years of my life studying mathematics, statistics, finance and machine learning. I only lack in my grades due to some reasons I could not avoid.
Please help me evaluate my profile for MFE/MSCF programs. I have specifically planned my academic career to be into quantitative finance someday. There is nothing I want more than to get into good financial engineering program.
Work Experience
Data Science Role (Senior Analyst) May 22 -Present
> Conducted data analysis and modelling on large datasets to generate insights, identify trends and patterns in customer behavior, and provide risk scores to clients.
> Designed and maintained data pipelines, SQL databases, and large Python codebases for modelling and deploying solutions across various clients
> Developed and optimized machine learning algorithms, including decision trees, random forests, and gradient boosting models, to predict risk scores
Risk and quantitative Analysis Internship (4months)
> Worked at a buy side (mutual fund) firm researching on factor investing strategies. Created long-short strategies identifying stocks using machine learning models. Used fundamental data of all the stocks comprising BSE200 index and outperformed index by 38% in three year period (out sample data).
Education
Indian Institute of Technology (Tier 1 college India) - M.sc Operations Research - GPA 7.2/10 - Relevant Courses - Probability and Stochastic Processes, Mathematical Optimization, Linear System, Markov Chains and Queuing Systems, Game Theory, Introduction to Machine Learning, Markov Decision Processes, Data Structures
Bachelor in Mathematics and Statistics - GPA 63/100 - Relevant courses- Differential Calculus, Real Analysis, Vector Calculus, Numerical Analysis, Probability, Hypothesis Testing, Estimation
Institute of Actuaries of India (Actuarial Science) - Cleared 8 actuarial exams - Relevant Topics: Financial Mathematics, Brownian Motion and Martingales, Stochastic Calculus, Binomial Models and options pricing, Interest Rate Models,
Skills
Programming Languages: Python, SQL, MATLAB,
Libraries and Packages: Pandas, NumPy, Scikit Learn, SciPy, Prophet (Time Series forecasting)
Platforms and others: Windows, Linux, GITLAB, Advance MS Excel
GRE - 164Q, 146V, 3.5AWA
Other
> Have very good understanding of ML concepts
> solid understanding of probability, stochastics processes, martingales. Have read steven shreve's stochastic calculus for finance vol2 eights chapters.
> Good understanding of financial mathematics, bond pricing, options pricing,
> Read Hull's options future and other derivatives as a part of my actuarial exam. and spent time understanding mathematics behind the pricing theory
I understand that I did not do well in my grades and GRE. However, I am highly highly interested in finance and mathematics. I have spent last 6 years of my life studying mathematics, statistics, finance and machine learning. I only lack in my grades due to some reasons I could not avoid.
