Profile evaluation for UK quant programs

[chituan]

Hi all,

Can anyone tell me my chances of accepting into Imperial, Warwick, LSE financial maths MSc with my profile:

Degree:
BSc (Hons) in Computer Science from a reputable Russell Group university: 1st class honours, ranked 2nd in graduating class with best final year dissertation award on machine learning for robotics.

Postgraduate Certificate in Mathematical Finance (89% average)

Maths course:
Course (grade out of 100)

2 courses in Discrete Mathematics (80,85)
1 course in Optimization Theory (73)
2 courses in Engineering Mathematics with all contents covered in Advanced Modern Engineering Mathematics book by Glyn James (Vector calculus, Linear Systems and Partial Differential Equations, Numerical Analysis, Applied Statistics) (85, 77)
3 courses in Machine Learning (66, 70, 76)
1 course in Stochastic Process and Probability Theory for Finance. (85)

Finance course:
1 course in Derivatives (95)
1 course in Risk Management and Portfolio Theory (89)
Passed FRM level 1, CFA level 1 candidate.

Programming: C, Java, VBA.

No C++
No GRE, GMAT

Experience:
2 years as a VBA/Excel trading spreadsheets developer for an IB in London.

Thanks
chituan

 

[chituan]

Anyone has any suggestions ?
I may also need to have a backup program. It would also be very helpful if someone can suggest me a decent UK program apart from those mentioned.

Thanks
chituan

 

[Daniel Duffy]

One option is Birmingham (contact Dr. Colin Rowat). I was external supervisor and reviewer of 10 MSc finance theses in PDE/FDM, MC, MLMC, UVM, ADE option pricing etc. and using C++!! (Nick Webber gave a year course before the theses began). These were the best MSc theses I've seen for a long time, at any university. And that is not just my opinion only.

The C++ and math level was excellent.

 

[chituan]

One option is Birmingham (contact Dr. Colin Rowat). I was external supervisor and reviewer of 10 MSc finance theses in PDE/FDM, MC, MLMC, UVM, ADE option pricing etc. and using C++!! (Nick Webber gave a year course before the theses began). These were the best MSc theses I've seen for a long time, at any university. And that is not just my opinion only.

The C++ and math level was excellent.

Thanks Daniel. I had a quick look at the curriculum at Birmingham. There is certainly a focus on numerical method and also C++ programming. However, I don't see any formal stochastic calculus course. I will contact Dr. Colin Rowat for more info.

What do you think about the MSc Financial Mathematics at King's College London ?

 

[Daniel Duffy]

Thanks Daniel. I had a quick look at the curriculum at Birmingham. There is certainly a focus on numerical method and also C++ programming. However, I don't see any formal stochastic calculus course. I will contact Dr. Colin Rowat for more info.

What do you think about the MSc Financial Mathematics at King's College London ?

You're welcome. In the theses the students seemed to have a good grasp of stochastic. Maybe Nick did it in conjunction with C++?

I am not familiar with the courses at KCL.

 

[Andy Nguyen]

One option is Birmingham (contact Dr. Colin Rowat). I was external supervisor and reviewer of 10 MSc finance theses in PDE/FDM, MC, MLMC, UVM, ADE option pricing etc. and using C++!! (Nick Webber gave a year course before the theses began). These were the best MSc theses I've seen for a long time, at any university. And that is not just my opinion only.

The C++ and math level was excellent.

I heard good things about the Mathematical Finance program at University of Birmingham. Prof. Colin Rowat who runs the program is a good director from what I heard.

 

[Giran]

I heard good things about the Mathematical Finance program at University of Birmingham. Prof. Colin Rowat who runs the program is a good director from what I heard.

+1

I studied M.Sci Applied Mathematics at Birmingham with a heavy focus on the mathematical finance based modules.
The C++ Programming course was great, particularly if you've never coded before. The Computational Methods and Frontiers course offers computer labs in the second semester, headed up by Dr Daniel Loghin, with a strong focus on MATLAB.

Generally speaking, support from the University was excellent and the campus life was pretty great too.

 

[chituan]

+1

I studied M.Sci Applied Mathematics at Birmingham with a heavy focus on the mathematical finance based modules.
The C++ Programming course was great, particularly if you've never coded before. The Computational Methods and Frontiers course offers computer labs in the second semester, headed up by Dr Daniel Loghin, with a strong focus on MATLAB.

Generally speaking, support from the University was excellent and the campus life was pretty great too.

I cant seem to find MSci Applied Maths at Birmingham curriculum. Can you point me to the correct link ? I could only find MRes Applied Maths at Birmingham where the thesis counts for 2/3rd of the whole course.

 

[Giran]

I cant seem to find MSci Applied Maths at Birmingham curriculum. Can you point me to the correct link ? I could only find MRes Applied Maths at Birmingham where the thesis counts for 2/3rd of the whole course.

It's an undergraduate course for those straight out of college/sixth form. My thesis was an applied project (finite elements) hence the named title.

http://www.birmingham.ac.uk/undergraduate/courses/maths/mathematics-MSci.aspx

If you're a graduate, I'd highly recommend taking MSc Financial Engineering / Mathematical Finance course. MRes course is more focused on research/academia, a good stepping stone if you would like to do a PhD.

 

[Daniel Duffy]

And Birmingham is the birthplace of metal music, Black Sabbath, Band of Joy, Judas Priest!

 

[Daniel Duffy]

+1

I studied M.Sci Applied Mathematics at Birmingham with a heavy focus on the mathematical finance based modules.
The C++ Programming course was great, particularly if you've never coded before. The Computational Methods and Frontiers course offers computer labs in the second semester, headed up by Dr Daniel Loghin, with a strong focus on MATLAB.

Generally speaking, support from the University was excellent and the campus life was pretty great too.

And let's not forget UB40!

 

[Giran]

And let's not forget UB40!

Stay close to me!

 

[Daniel Duffy]

And DMR

 

[Daniel Duffy]

and Duran^2, the biggest band of the 80s.