Seeking Feedback on My Self-Designed MFE Syllabus as a BBA Student

Shlok.Patel

Shlok.Patel

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Hi everyone,

I am a BBA student with a strong interest in quantitative finance, and I have put together a structured syllabus to self-learn topics covered in top Master’s in Financial Engineering (MFE) programs. My goal is to develop a solid foundation in mathematical finance, derivatives pricing, risk management, algorithmic trading, and DeFi applications while integrating programming tools like Python, C++, and SQL.

The syllabus is divided into six modules, here's a brief overview:
Phase 1 (Months 1-6): Core Foundations
  • Mathematics (calculus, linear algebra, probability, stochastic processes)
  • Programming (Python, C++, SQL)
  • Financial Theory (portfolio optimization, derivatives basics)
  • Projects: Brownian motion simulation, momentum back tester

Phase 2 (Months 7-9): Derivatives & Numerical Methods​

  • Stochastic calculus, Black-Scholes, exotic options
  • Monte Carlo simulations, finite difference methods
  • Projects: Asian option pricing, Heston model calibration

Phase 3 (Months 10-12): Fixed Income & Risk Management​

  • Interest rate modeling, VaR, credit risk, XVA
  • Projects: VaR calculator, credit spread modeling

Phase 4 (Months 13-15): Machine Learning & Alternative Data​

  • Supervised learning, reinforcement learning, NLP for finance
  • Projects: Earnings surprise prediction, multi-factor backtest

Phase 5 (Months 16-18): Algorithmic Trading & HFT​

  • Market microstructure, statistical arbitrage, execution strategies
  • Projects: Limit order book simulator, crypto market-making bot

Phase 6 (Months 19-24): Blockchain, DeFi & Capstone​

  • Smart contracts, DeFi strategies, crypto derivatives
  • Projects: DeFi lending optimizer, cross-DEX arbitrage bot

I have also included a list of preparatory and advanced readings, as well as hands-on projects like backtesting strategies, option pricing engines, and trading bots.

I would love to hear feedback from experienced professionals and students in this field.
  1. Does this syllabus provide a well-rounded learning experience for someone without an engineering or CS background?
  2. Are there any key topics or resources that I should add to make my learning more practical and industry-aligned?
  3. How can I improve the structure or sequence of learning to maximize understanding and skill application?
Any insights or suggestions would be greatly appreciated!

Thanks in advance.
 

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This is a 2 year plan right for Fall 2027, correct?
You may want to take a look at this to see where you can complement your plan.
grxthy

Baruch MFE Thread 'Feedback on plan for building profile for Baruch MFE Fall 2026?'

Hi everyone,

I posted here around a month ago, and have since put together a plan for the next year in order to bolster my application, as well as fill most of the quantitative holes from my undergrad degree. Any feedback/suggestions would be much appreciated!

A little background:
I graduated in 2021 with a BBA in Economics/Finance from Baruch College. My GPA was not good (~3.00), but I’ve since gained 3.5 years of experience in industry. My career so far has been in data engineering, software project management, and data science. I consider myself very proficient in Python, SQL...
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Andy Nguyen said:
This is a 2 year plan right for Fall 2027, correct?
You may want to take a look at this to see where you can complement your plan.
grxthy

Baruch MFE Thread 'Feedback on plan for building profile for Baruch MFE Fall 2026?'

Hi everyone,

I posted here around a month ago, and have since put together a plan for the next year in order to bolster my application, as well as fill most of the quantitative holes from my undergrad degree. Any feedback/suggestions would be much appreciated!

A little background:
I graduated in 2021 with a BBA in Economics/Finance from Baruch College. My GPA was not good (~3.00), but I’ve since gained 3.5 years of experience in industry. My career so far has been in data engineering, software project management, and data science. I consider myself very proficient in Python, SQL...
  • Like
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Hi Andy,
Thanks for sharing your insights on my MFE syllabus! Your feedback was incredibly helpful, and I appreciate your time and guidance.

Best,
Shlok
 
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