Studying fin. engg at Singapore Uni's versus a good MFE programme in the US

[Quasar Chunawala]

Hi friends,

I currently work as a market risk analyst with Credit Suisse. I am interested to take up a more quantitative role - the likes of risk quant/quants trader/C++ quants developer.

I am considering applying to the MFE programs run by uni's at Singapore and some decent schools in the US.

I had a couple of questions, as I begin to shortlist schools.

1. Are the MFE programs that run at Singapore sufficiently quantitative and rigorous? Do quant recruiters/head-hunters hire MFE candidates from these schools?
2. Alongside an average MFE program, what would be some nice-to-have skills that I could acquire?

Here's my current, modest profile:

Pre-MFE Prep

• Solved and worked through Differential & Integral Calculus, N. Piskunov
• Solved and worked through Introduction to Real Analysis, Bartle
• Reading Bartle's elements of integration and Lebesgue Measure
  
• Reading ODEs by Tannenbaum

Skill-set

• Ardent reader, my favorite reads are Options volatility and pricing by Sheldon Natenburg, Black Scholes and beyond by Neil Chriss
• Built an excel VBA based FX options trading and P&L simulator (using GK model), which allows you to enter trades in the portfolio, generates time-bucketed risk reports – delta, gamma, vega, theta, rho and phi. Allows you to simulate various volatility spreads.
  
  
• Built a simple excel tool to enter FX spot, Buy/Sell or Sell/Buy Spot over 6m FX swaps, calculate MTM values, drawing daily P&L, market risk reports.
  
  
• Built a simple mathematica module to accept a list of input securities and generate the MVF, optimal portfolio using Lagrange’s multipliers.
  
  
• Passed CFA Level 2
  
  
• Working knowledge of market risk and credit risk metrics (EE, EPE, PFE, CVA).
  
  
• CS engineer with 6 years work-ex, decent C++, Python programming skills.

Thanks,

Quasar.