Profile evaluation for MFE

[Quasar Chunawala]

Hi everyone,

I am an MFE aspirant and plan to apply for June '17 course at Singapore NTU, NUS, and SMU.

• Engineering in Computer Science from a Tier II college. Have studied probability & stats, linear algebra, differential equations as part of my course.
• Worked as a programmer (but used a procedural language not OOPS) for 5 yrs.
• Passed CFA levels I,II in December '14 and June '15 with very decent financial instrument pricing skills.
• Love playing around with pricing models in C++ and excel VBA.
• Self-studying probability, real analysis, ODEs and PDEs, numerical analysis and FDM from well-known texts and working through Mark Joshi's reading list. My favorite reads are Option pricing and Volatility by Sheldon Natenburg and Black Scholes and beyond by Neils Chriss.
• My current assignment is with a european investment bank, that requires me to have working knowledge of BASEL RWA calc, market risk, counterparty risk, CVA.
• Will take GRE in October.

I would like to know, if I make a strong case for an MFE. Any tips/advice would be great.

Thanks!

Quasar.

 

[JLevin]

So many "MFE aspirants" write exactly what you just wrote, which makes it not worthwhile for people to reply anymore, and worthwhile for you to just look through old threads.

Natenburg's book is awesome. The new 2nd edition is fantastic and adds a lot to the original.

J