Profile Evaluation

[gkshre]

Hey everyone,

I came across the MFE path recently and it definitely seems quite interesting for me based on my prior experience and quantitative background. However, I don't really have an idea of how competive my profile is considering I don't really have any formal finance coursework (though I have had a personal interest for years).

Education:
BS Mathematics and Computer Science and minor in Data Science; Top 30 Undergrad School in the US; top 10 Computer Science
3.8 GPA
Relevant Coursework:

• Math: Linear Algebra, Convex Optimization, Proof-based Probability Courses, Statistical Methods, Combinatorics, Abstract Algebra
• CS: Deep Learning, ML Algorithms (graduate-level) , Deep Reinforcement Learning, Theory of Computation, Algorithms, Advanced Data Structures, Recommender Systems

Work Experience:
data science intern (full time summer; 9 months part-time): Built LLM-based internal tools and agent workflows (GPT-4, function calling, etc.)
software engineer intern (3 months)

Research Experience
1 year at current lab; one mid-author publication at ACL (most prestigious conference for Natural Language Processing); current project full-time this summer (will end up as first-author publication)
1 year at previous lab; mid-author publication at another top general AI conference

Technical Skills:
Python, C++, Java, SQL, PyTorch, TensorFlow, Scikit-learn, HuggingFace, OpenAI API, Git, Docker

Questions:

• I haven’t taken any finance coursework yet. Will that hurt me significantly for top MFE programs?
  • If so, what’s the best way to fill that gap this summer (any recommended online courses or certs)?
• What MFE programs might I be competitive for given this background?
• How can I position my AI/ML research and work experience effectively in the context of quant finance?

 

[gkshre]

US Citizen if that is a factor

 

[arohan]

Why do you want to pursue an MFE and what roles are you looking for? Have you tried applying for quant roles straight out of undergrad?

 

[Andy Nguyen]

I think you can be competitive for many programs if you properly present your application with research to show your understanding of how your profile fits into the type of roles a program prepares for.
Taking the Options course is a great idea for people with your background to gain understanding in quant finance. Option theory is the bedrock of many MFE curriculum.
Your main objective now is to spend more time doing deep research on many MFE programs to see if they are a good fit for you and your career goal. Talk to the programs, current students and alumni.

 

[gkshre]

Why do you want to pursue an MFE and what roles are you looking for? Have you tried applying for quant roles straight out of undergrad?

I have tried applying to quant research/trading internships out of undergrad, but never really heard back (I don't think my school is particularly known as a target). My main reason to pursue an MFE is to apply my quantitative background to some difficult, real-world financial problems. Most people in my major funnel into big-tech software engineer type roles, but those roles never really interested me.

I want to pursue quant research roles, but I know they’re very competitive and tough to break into. I’m also open to quant strat or quant developer roles where I can use my coding and modeling skills.

 

[gkshre]

I think you can be competitive for many programs if you properly present your application with research to show your understanding of how your profile fits into the type of roles a program prepares for.
Taking the Options course is a great idea for people with your background to gain understanding in quant finance. Option theory is the bedrock of many MFE curriculum.
Your main objective now is to spend more time doing deep research on many MFE programs to see if they are a good fit for you and your career goal. Talk to the programs, current students and alumni.

Thanks for the advice, I will definitely take the time to effectively present my application from the frame of reference of a future career in quantitative finance. I will check out the options course as well.

One more question: In your experience, what personal qualities or skill-sets do you find are common among people who excel in the quant finance industry?