When did you start and finish the program
09/2009-12/2010
Can you tell us a bit about your background
I have my applied physics BA from a top tier university and has good tradition for students to go study abroad for higher education. As well i get fellowship from several physics PhD programs from US universities.
Did you get admitted to other programs?
I only applied Columbia and Cornell. Cornell is quite strict in their ORIE program or i choose to come Columbia, as i know its course are more flexible.
Why did you choose this program (over others, if applicable)?
Location is first thing i am considering. After all, companies usually want intern students face to face from second round; as well, Columbia as one of IVY members is quite attractive to me. I think this is also a treasure for the future of my career.
What alternative sources of info you used to learn more about the program?
Mainly i search information online and also through school's website, as they already contains large amount of information. Of course, talking with current students and faculty are also good ideas, as they may constructive views for you.
Tell us about the application process at this program
It is normal application process like all the other US school in terms of material and procedures. The school responses in a timely manner and also they have their own online application systems to keep applicants' material updated.
Tell us about the courses selection in this program. Any special courses you like?
Basically I like their financial engineering courses and feel they are quite useful no matter in the theory or in practice.
One course i like is the statistical arbitrage course, although it is only half semester course, but it is really one challenge course and lead you into the door where you can have practical ideas about the systematic trading procedure, such as how this procedure are set up one step by one step, and what skill set students need to have to handle these.
All in all, i am thinking if got opportunities, just learn as much as you can, as this industry is really competing and challenging, and new knowledge and information come out so fast that you can not stop learning new skills.
Tell us about the quality of teaching
Professors who are teaching in my program are mostly pretty good.
They are willing to give advice to students, and mentor students if you find right ways to communicate with them.
For the courses they are teaching, they definitely have a deep understanding and as well an overview for the whole picture. So they know what is the most important topics they need to teach to students for their preparation for future career.
Also because those professors usually have extensive experience in industry, so their experience are also value as a guide to students no matter in career development or future's network contact.
All in all, I feel in a higher level, the faculty(with their teaching) are valuable to students.
Which reading materials are used in the program
Usually in class, we use professors' notes, as their notes already covered most of important topics. Normally, the course include stochastic process, computational finance, continuous time analysis, and so on, all standard courses in quantitative finance fields.
About the books, of course, having some classical books on hand are also necessary for detailed knowledge are quite important, such as Hull. Shreve, Ross' books. These books can provide you more detailed information and knowledge and assist you in case you feel confused about the materials.
Programming component of the program
Matlab, VBA, R, c/c++ are all used in the program. Programming is really important in terms of finishing homeworks and courses projects. So students who have computer science(technical) background are really have great advantage over other students.
Projects
Course projects, in a form of course works or exams, are assigned to students during the semester. As a project, students usually need to research papers to obtain idea and thoughts from them. and of course, as well students need to implement it in codings.
Projects are done often in groups as students can cooperate on it and share ideas and thoughts. Rarely projects are assigned to individual student, but it happened from what i know.
Sometime students have industry mentor to provide some advice, but not so much, depending on the course requirement and the professor.
Career service
Columbia has its own career service center for the whole university. It provide quite a lot of career events for students. And it has done its good job so far.
As well program department also has its own staff to provide suggestions and guide to students. Usually students who have specific questions and problems can go to there for help.
What do you like about the program?
I like this program, as students really can learn many theoretic and practical knowledge of their fields, and prepare for their future jobs.
Also students can know many excellent faculty and other senior students and learn from them as well.
Also as it is in new york city, so location is also quite good for students who are looking for interns and jobs.
Suggestions for the program to make it better
Columbia University, as it is located in New York city, causing its campus is quite small. So its classroom, sometime for its large amount of students, is kind of small and crowed. So school may consider to open more sections for same course for the benefits of its students, or possibly offer more online course for students who are not able or convenient to come to school.
Other comments
Figure out what is the real interest inside you, and determine what field to focus on.
Learn as much what you feel interesting as you can from right now.
Prepare earlier and don't wait to the last minute to get work done, as sometime it is too late.
