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Course Requirements for MFE and Mfin

Joined
2/6/14
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Hello!

I am a newbie, but I have been stalking this forum for about a few months since I started having an interest in MFE and Mfin programs.

I'm currently an undergraduate sophomore (top 15) majoring in economics with intended minor in mathematics and I am currently looking into columbia, UCB, baruch's MFE and princeton, MIT's Mfin and possibly, NYU's courant.

I know that threads related to requirements for many MFE and Mfin programs have been posted numerous times, but since so many people have different views towards the requirements to get into those programs, I just decided to ask whether I am doing the right things.

I have narrowed down the math courses that I will be taking for the next two years. Please take a look at them and see if I should take more or less.

math

Cal 1, 2, 3
Multivariable Calculus
Linear Algebra
Differential equations (this is where I am)

Partial differential equations (advanced differential equations i guess?)
Matrix theory
Introduction to Real analysis
Numerical analysis and differential equations
stochastic processes

stats

intro stats
basic probability (touches upon discrete, continuous, conditional distributions and central limit theorem and law of large numbers)
statistics (parameter estimation, hypothesis testing, and linear regression)

last two stats courses are calculus based...

I feel like I should take more stats courses.

Inputs will be much appreciated! Thank you!
 
You are quite over-qualified in the math department (a good thing!). You need C++ and perhaps another language or two to give you an edge.
 
top 15? u can get a quant job without bothering mfe... and get an mfe later if u feel staying in quant.
 
But I heard you have to be extremely talented to get into Quant roles straight out of undergrd... I am a good student but not really a brilliant one. I'm confident that I will have a decent GPA by the time I graduate, but I have never been mathematically smart enough to even consider doing something like Putnam or IMO... Im getting all A's so far in all math courses but... I'm no way near the level of putnam fellow or something like that, and undergraduates who go into those roles straight out of undergrd are those kinds of people.. right?
 
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Definitely not "over-qualified" in the math department but sufficient. You definitely need an options class as well as like Ross said, programming classes. I haven't met many quants that were straight out of undergraduate but they do exist. However, top quality shops tend not to hire a quant with only an undergraduate degree when they can get a phd easily.
 
First of all, thank u all for the replies.

AndrewChang, could you please specify what option class I should take?

I'm pretty conversant in python and C++, and I'm taking the transition course to matlab next semester.

Im specifically interested in risk portfolio management and planning on taking FRM.

I will be taking both parts of the exam regardless of whether or not it would help me get into the programs, but will passing of both parts of FRM help me get admissions?
 
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