Breaking into quant finance with Engineering Background

[ultimatron]

Hey Guys,

I am working at Goldman Sachs for 1.5y as a CVA infrastructure developer for FRTB ( this involves lots of programming and a Moderate amount of stochastic calculus ) along with this I am involved in some regulatory reconciliation work. I have a good understanding of Stochastic calculus with a very good GPA in engineering mathematics ( PDE, Statistics, Probability, Calculus, Numerical Analysis ) in my undergraduate from a top Indian university ( engineering ). Wanted to understand what are my chances to getting a Uni for the MFE course and any suggestions to fill the gaps to get good uni.


Thinking of pursuing Masters in winter 2022

 

[Qui-Gon]

It sounds like you have a strong profile. Focus on writing a great personal statement and you should have high chances of getting into top 5 programs. Feel free to PM me if you have more specific questions.