Hi Everyone,
I have been thinking of applying to various MFE programs (UCB, NYU, CMU, Cornell, Princeton, Baruch and Columbia).
My profile is as below:
GRE score - 330 (Quant - 170, Verbal - 160)
TOEFL - 112
CGPA - 7.92/10. (Above average scores in math and programming subjects)
I have graduated in Mechanical Engineering from NIT Kurukshetra in India
In terms of work experience, I have 2.5 years of experience working in a data scientist role using Quantitative techniques like regression modeling and time series models (ARIMAX) for different business problems. I also worked on Credit Risk Model Validation (PD, LGD, EAD) for 6 months during this stint. Extensively used R and SAS in these years.
For the last 1.5 years, I have been working as a Quantitative Risk Researcher supporting the investment risk team of a large global AMC. I have worked on implementation of unconditional and conditional coverage VaR back-tests in MATLAB. Also worked on factor creation for risk modeling of Credit Risk Transfer deals.
Thus, I have a total of 4 years of work ex spanning from Data analytics to Finance.
Can you tell me based on my academic and professional profile, which schools should I aim for?
Are my choices too ambitious?
Any sort of advice will be greatly appreciated.
I have been thinking of applying to various MFE programs (UCB, NYU, CMU, Cornell, Princeton, Baruch and Columbia).
My profile is as below:
GRE score - 330 (Quant - 170, Verbal - 160)
TOEFL - 112
CGPA - 7.92/10. (Above average scores in math and programming subjects)
I have graduated in Mechanical Engineering from NIT Kurukshetra in India
In terms of work experience, I have 2.5 years of experience working in a data scientist role using Quantitative techniques like regression modeling and time series models (ARIMAX) for different business problems. I also worked on Credit Risk Model Validation (PD, LGD, EAD) for 6 months during this stint. Extensively used R and SAS in these years.
For the last 1.5 years, I have been working as a Quantitative Risk Researcher supporting the investment risk team of a large global AMC. I have worked on implementation of unconditional and conditional coverage VaR back-tests in MATLAB. Also worked on factor creation for risk modeling of Credit Risk Transfer deals.
Thus, I have a total of 4 years of work ex spanning from Data analytics to Finance.
Can you tell me based on my academic and professional profile, which schools should I aim for?
Are my choices too ambitious?
Any sort of advice will be greatly appreciated.
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