Road to MFE without Math Undergad

[kakimochi]

Hey guys, I posted this a while back

Feedback on Plan for MFE 2027 attendance

Just wanted to give an update on my journey and help add some value to people like me on QUANTNET so here are some updates on my journey.

Background:

• BSc in International Business, Temple University (GPA: 3.92/4.00)
• Internship Citi Quant Research for Coffee Futures (Through Raptor Fintech CEO connection)
• Internship C++ Engineer at Raptor Fintech (building systems for HFT)
• Currently working at FPT Software, NVIDIA Team (AI/ML-focused role)
• Semi-Professional Soccer JFL (Japan)
• US citizen

Quantitative Business Courses (All Completed):

• Business Statistics and Probability: A
• Macroeconomics: B
• Microeconomics: A
• Global Finance: A
• Managerial Economics: A

Computer Science Courses:

• Intro to Programming: A
• Data Structures and Algorithms: A
• Operating Systems A
• Networking A

Coursework in my Journey

Year 2025:
April 1 - June 14 Baruch Pre-MFE C++ for Financial Engineering (COMPLETED)
June 15 - July 3 TESTED OUT OF Calculus 1 and 2 (self studied math for fun a few months back and thought I should do this to save time and money)
July 4 - September 1 Calculus 3 (IN PROGRESS)
September 2 - December 1 Linear Algebra

Year 2026:
December 2, 2025 - March 1 ODE/ PDE Datasim
March 2 - June 1 - Number Theory
June 2 - September 30 - Real Analysis and Prob Stats
October 1 - January 2027 Baruch PREMFE calculus and Probability (Applications as well)

Feel free to ask questions or give suggestions! Hope that people can look at this and take some sort of value.

 

[fabiantum]

Hi,
Why did you decide to take number theory? I think courses like numerical linear algebra/calculus or optimisation would be more efficient.

Otherwise, it seems like a strong plan, great work!

 

[Daniel Duffy]

Maybe Applied Numerics instead of Number Theory, the latter being a bit too far from quant work.
my 2 cents.

 

[Andy Nguyen]

Confirm @kakimochi completed the C++ course with distinction.
Instead of number theory, I would suggest taking the Options course or the Python course.
The Options course will give you a strong foundation on the fundamentals of quant finance and how options theory works. It will come in very handy in many interviews that will come your way very quickly.
The Python course will give another critical tool in arsenal to standout during application process. You may use more Python vs C++ depends on where you end up working. I mention this because I don't see Python on your post and it's suggested to have both skills these days. Python should come much easier for you after the C++ course. You also get a discount taking either course.

 

[kakimochi]

Maybe Applied Numerics instead of Number Theory, the latter being a bit too far from quant work.
my 2 cents.

Appreciate the input!

 

[kakimochi]

Confirm @kakimochi completed the C++ course with distinction.
Instead of number theory, I would suggest taking the Options course or the Python course.
The Options course will give you a strong foundation on the fundamentals of quant finance and how options theory works. It will come in very handy in many interviews that will come your way very quickly.
The Python course will give another critical tool in arsenal to standout during application process. You may use more Python vs C++ depends on where you end up working. I mention this because I don't see Python on your post and it's suggested to have both skills these days. Python should come much easier for you after the C++ course. You also get a discount taking either course.

I actually work with Python for my current work and I’m assuming my work experience as an AI/ML engineer will fill in that Python requirement.

It seems that I lack the mathematical background so I’m trying to build that up right now.

I think if time persists I’ll definitely checkout the Options Primer to fill in some gaps in my knowledge!

I really appreciate the input as well.

 

[kakimochi]

Maybe Applied Numerics instead of Number Theory, the latter being a bit too far from quant work.
my 2 cents.

Would this be equivalent with Numerical Analysis in the US curriculum?

 

[Daniel Duffy]

Would this be equivalent with Numerical Analysis in the US curriculum?

I am pretty sure there are overlaps.
I reckon my courses are more detailed and industry-focused. I've been around longer.

 

[Daniel Duffy]

I am sure Numericals are a core step in the computational finance pipeline.

Problem (e.g. Black Scholes, HW, XVA,...} -> {PDE, ODE, SDE} -> Numerics -> Software Design -> {C++, Python, C#}.

 

[ashwinkdbz]

Hi,

Thanks for sharing your journey. It is of great value. I'm just curious to know what courses and resources are you referring to for your math coursework. Do these courses have an exam?

I've a master's degree in Economics and have been working for a few years, and while I had courses on linear algebra, calculus and differential equations for my coursework, there was very little focus on the math theory and I feel I've a big gap to fill. I did check out the pre-MFE courses/seminars but they are out of budget for me.

The MIT-Open Courseware math courses (specifically the pre-requisites for the course Topics in Mathematics for Applications in Finance) seem to be pretty comprehensive. But again, they don't have an exam that would essentially help me to demonstrate my understanding/mastery and I feel it won't help me get into a top MFE program anywhere, though it surely would be of immense help once I get into a program.

 

[kakimochi]

Hi,

Thanks for sharing your journey. It is of great value. I'm just curious to know what courses and resources are you referring to for your math coursework. Do these courses have an exam?

I've a master's degree in Economics and have been working for a few years, and while I had courses on linear algebra, calculus and differential equations for my coursework, there was very little focus on the math theory and I feel I've a big gap to fill. I did check out the pre-MFE courses/seminars but they are out of budget for me.

The MIT-Open Courseware math courses (specifically the pre-requisites for the course Topics in Mathematics for Applications in Finance) seem to be pretty comprehensive. But again, they don't have an exam that would essentially help me to demonstrate my understanding/mastery and I feel it won't help me get into a top MFE program anywhere, though it surely would be of immense help once I get into a program.

There are many courses given by college institutions for credit and exams. I’m doing them from UND.