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Profile Evaluation for MFE

Joined
5/21/16
Messages
8
Points
11
Hi all,

I plan to pursue an MFE either in Fall 2017 or Spring 2018. Really appreciate if you guys can give me some guidance on the program and job prospects after MFE in the states.

Education:

Bachelor of Business Administration (Quantitative Finance) - Singapore Management University

GPA:3.18
QF modules GPA: 3.44

QF modules:

upload_2016-5-21_17-19-19.png


Master of Statistics (part-time) - National University of Singapore

GPA: 4.0/5.0

All modules:

upload_2016-5-21_17-28-34.png


GRE: 163 V 164 Q 3.5 AWA

Financial Risk Manager (FRM) holder

Work Experience (All in Singapore):

2011 (6 months): Intern at a US bank at their Middle Office Tech team. Built FIX order routing software and 3D real-time graph of index composition.
Technology used: C++,Linux, OpenGL, FIX Protocol.

2012 (1 year): Intern but more like working full time for a guy starting his stat-arbitrage hedge fund. Build a full trading system using time series analysis of intraday data to do pair trading.
Technology used: MATLAB, C (CUDA), MySQL.

2012-2015 (3 years): Work for a family office fund (AUM about 500 m), building their order management and data analysis to trade HK stocks and FX using simple algo such as TWAP,VWAP over DMA.
Technology used: C++, FIX Protocol, MySQL

2015-current(1 year): Work for a multi-asset trading firm (AUM about 2B). Building their multi-asset trading system to trade global futures/FX and risk management system using VaR. Team lead of a small dev team including myself.
Technology used: C++, MATLAB, FIX Protocol, PostgresSQL, Cassandra, Apache Mesos, Linux

Planning till able to apply

I will take the Energy Risk Professional (ERP) exam from GARP and RHCE (work related). I will also try to retake the GRE to bump the AWA and Q up, while still keep the V part (the old score will expire soon anyway).

Future goal:

I am not really a math guy but very good with applied statistics/econometrics and computing, so I would like to find a job in a fund that requires those skills. I believe I can automate/speed-up most quant strategies directly to exchanges and banks, so would like to leverage those advantages in future roles.

Thank you for your attention; It's a long post. Please let me know if you need any additional info.
 

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:( Nobody can give me some advises? I have gone through quite a few MFE programs in ranking list, and feel like I may have a chance with the bottom half of schools. I especially like the NYU Tandon MFE program, since it the only one so far has modules teaching FIX and algo trading. However, since my grades are quite abysmal, I am trying to find a way to cover it with other skills...
 
Your undergrad GPA seems a bit low. Why go for an MFE if you already have a Masters and years of experience?
 
I wouldn't worry about ERP and RHCE... maybe I'm not in the know, but I don't think anyone will care about these for your application. Resit the GRE and get a better Q score. Try and take MFE courses that universities offer online. For example, UW and Baruch have some courses. I think UCLA might too? Haven't checked in a while. Anyway, do well in these. It will show you're dedicated to an MFE program and can succeed in one.

Your experience is good, and I wouldn't be so down about the grades... after all, NUS is a great school and you have taken relevant courses.

FYI, Chicago teaches FIX in Computing for Finance III.
 
FIX in Computing for Finance III.

Is it offered via coursera ?

I wouldn't worry about ERP and RHCE... maybe I'm not in the know, but I don't think anyone will care about these for your application. Resit the GRE and get a better Q score. Try and take MFE courses that universities offer online. For example, UW and Baruch have some courses. I think UCLA might too? Haven't checked in a while. Anyway, do well in these. It will show you're dedicated to an MFE program and can succeed in one.

Your experience is good, and I wouldn't be so down about the grades... after all, NUS is a great school and you have taken relevant courses.

FYI, Chicago teaches FIX in Computing for Finance III.
 
Hi mhy. Thanks for the reply. It's because I want to move to USA to work. After working in Singapore for quite sometimes, I am looking for a change of scenary. I also want to keep updating my knowdge in quant finance after a few years working.

Hi JLevin. The RHCE is more like job training, since I am working with Linux daily. The ERP is quite impulsive though. Anyway, thanks a lot for your suggestions. I will take some pre-MFE courses to improve my profile, possibly at UCLA due to timing.
 
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