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美国CMU金融工程硕士就读体验收藏
在排名第一的CMU MSCF项目里学习是怎样一番体验? 　　相比于金融硕士而言，金融工程是非常不水的专业，课程涉及了数学、统计、编程、金融四大类。金工项目在美国大学里多设于理学院或者商学院下，美国排名前几名的学校有：CMU、哥大、NYU、伯克利、斯坦福、巴鲁商学院，CMU常年排名第一，可以说是公认的最好的金工项目，但是就录取学生的水平来讲这几所学校都在伯仲之间，能拿到任何一个学校的offer都是非常不错的。 　　我选择CMU主要是因为职业兴趣在交易员这一块，CMU在这方面的资源最好，其他几个学校学生毕业后能到华尔街做交易员的极少。CMU的项目历史悠久，出来的很多校友现在在街上做交易员，所以我们才能有工作机会。而其他学校，比如哥大，由于每年毕业学生太多太杂了，无法建立起像CMU这样一套薪火相传的体系。 　　而且CMU有两个校区，纽约和匹兹堡，学生可以自由选择，两校区上课无缝衔接，求职季还会直接邀请各金融机构到我们位于华尔街旁的校区举行面试。我们的项目可以说覆盖了所有美国以及香港的工作机会，只要学生不是太差、对工作不挑，基本可以保证国际大投行的offer。 　　大多金工硕士都是一年半的项目，三个学期，其中第一年暑假用来做暑期实习，第二年12月毕业，之后全职工作大约在来年2月份开始。课程基本上是先复习一下本科所学的数理编程等内容，然后在此基础上加入金融工程的相关知识，例如对衍生品定价，设计套利策略，如何进行风险管理等等。 　　这些课程大都是就业导向型的，也就是说是将来的工作中要经常用到的知识，和本科的水课完全不一样，找工作时很多公司都会在面试当中问到这些知识。就我这一届学生来看，工作找的好的同学基本都是学习成绩非常好的。很多课程会有group project和presentation，也是为了提高学生的表达能力，为找工作服务。 　　我个人因为本科期间学习还算比较努力，读硕士时就比较轻松了，花了比较多的时间在旅游、体验生活上面。金融工作大多压力大枯燥乏味，在我看来能够自我调整、始终保持乐观心态的人才是真正的大神。 更多信息关注公众号：兴华留学
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Overall: 109,
Overall: 326,
本科学校档次:211 & 985
本科专业:国际关系
本科成绩和算法、排名:3.81/4.0
其他说明:传媒双学位gpa3.5，有两个国内公益策划类比赛的获奖。
台湾大学交换。
实习：银行，报社，电视台，基金会。
奖学金若干。
查看更多Offer
目前还有upenn，ggt，usc没有出结果。
报ad 拒信，攒人品 希望大家都有理想结果。
诚征选校建议，个人倾向回国，进private sector。谢谢！
Big cong！
总评分:&寄托币 + 20&
声望 + 10&
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同学方便补充一下托福小分吗？
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我个人倾向CMU，因为现在大家都特别钟情于数据处理和计算机技术，在任何领域都是这样，所以CMU的MPP会和计算机联系的比较紧密，对你也有帮助，而且他在国内的名声也不错（Cornell基本已经不行了）
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楼主打算去JHU吗？如果读健康和卫生政策，Bloomberg 还是很有优势和知名度的。
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CMU吧~棒棒哒，实用且校友圈也在迅速壮大，quant强了好在美找实习
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Jackit 发表于
同学方便补充一下托福小分吗？
终于可以回复了 小分已经补充！
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kerwinlau 发表于
我个人倾向CMU，因为现在大家都特别钟情于数据处理和计算机技术，在任何领域都是这样，所以CMU的MPP会和计算 ...
倾向回国的 请问cornell基本不行是什么意思呢 国内名声么
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cfaufrederic 发表于
楼主打算去JHU吗？如果读健康和卫生政策，Bloomberg 还是很有优势和知名度的。
将来不倾向公卫 所以已经放弃jhu了
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夜猫儿 发表于
CMU吧~棒棒哒，实用且校友圈也在迅速壮大，quant强了好在美找实习
谢谢建议 你也是mpp么
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夜猫儿 发表于
CMU吧~棒棒哒，实用且校友圈也在迅速壮大，quant强了好在美找实习
谢谢建议 你也是mpp么
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recalcitrant11 发表于
倾向回国的 请问cornell基本不行是什么意思呢 国内名声么
首先它的地理位置给不了它太多的资源，其次它的学生质量和教学水平事实上与同等学校相比在日趋下降
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recalcitrant11 发表于
谢谢建议 你也是mpp么
是哒~你可以加我微信说喵，xiewenli376539 备注下Gter。我们有个CMU msppm群
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夜猫儿 发表于
是哒~你可以加我微信说喵，xiewenli376539 备注下Gter。我们有个CMU msppm群
我是经济本科，打算转mpa，不知道有没有相似情况呀？
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Powered by- NYUCMU和Baruch的MFE在读生daily schedule 有点意思（转自）
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NYUCMU和Baruch的MFE在读生daily schedule 有点意思（转自）
NYU8:30am& Ring...Snooze...Ring...Snooze...Ring...Alright, alright am up!8:30-10:00am& Check mail, messages and get ready for the day ahead.10-10:30am& On the subway ride to school, I read the Wall Street Journal, have to know what>s happening in the world...10:30-1:30pm& I have my teaching assistant hours to answer questions students might have for the courses in Advanced Financial Econometrics and Risk Management & Asset Pricing.1:30-1:55pm& Squeeze a quick lunch in between.1:55-4:00pm& Head to the library to complete assignments and projects. It never ends!!4:00-4:30pm& Ba am part of the student club (Financial Engineering Association). Meet-up with fellow members to discuss our agenda for the next week, including an upcoming social for the department and a lecture by a trader from the industry.4:30-5:30pm& Meeting with the members of the trading club. We discuss trading strategies and implications of the present macro-economic environment.5:30-7:00pm& Back to the library to finish up the assignment for the class later on. Its crunch time... Bring it on!!7:00-9:00pm& Phew!! Complete just in time. Off to attend the class in Derivative Securities. Come out realizing I still don>t know squat!9:00-9:45pm& On the way back home, continue reading the Wall Street Journal. Although this time, it>s reading for leisure.9:45-10:00pm& Quickly review the material covered in class and make a mental note of what I didn>t understand, which ends up being most of it.10:00-10:45pm& Eat dinner and chill out with flat-mates.10:45-1:30am& Read up on today>s class and hunt for jobs online. Damn! The economy sucks!1:30am& Ahhh!! My bed...ZzzzzzI definitely need to fit in some sort of physical activity to my day. The key to learning from any degree is to be consistent. Have to follow some kind of routine, just keep at it and ask for help if you need it.
CMU7:30am& I am NOT a morning person but I am trying to be one. My schedule would be so much different if I wrote this few weeks ago.8:00am& Started working on my Fixed Income homework. It will be due in two days and I heard that it is super very long, so I>d better not wait until the last day. I like to wait until the very last day to do my homework because it>s when I work most productively. Also, that>s how I get time to do other stuff that I want to. I used to do my homework as soon as I can and check/discuss with classmates over the week about it. Eventually, I found that homework was controlling my time.11:00am& I got bored, so I went to WSJ, Bloomberg & SeekingAlpha to check the news. I normally do not have time to read all the articles that I want to. Also, I know that I would not remember the details anyway, so I just skimmed over the titles and read those articles that sounds very interesting.12:00pm& Lunch & some music12:30pm& Back to my homework. It normally takes me 7-8 hours to finish the homework of each class. I like this mini-semester better than the previous one since classes covers totally new materials, making me feel that I am learning a lot more. 2-3:30pm& Read an Options book that was recommended by a second year in one of our interview preparation sessions. One thing I like about CMU is the coopertation between first year and second years students. Ever since I got into the program, the second year students have been trying to be helpful. I know that they are super busy, but we (the newbies) know that whenever we need help with anything, we can go ask them easily. However, they are graduating soon, so we will be on our own from next semester. 3:30-4:15pm& Going to school4:15-5:30pm& Discussing homework and/or hanging out with classmates. The small campus makes us so close to each other. We have three classrooms, 3 study-rooms, 1 leisure room & dining area. A lot of people just leave their computers, books & notes on campus. It does not feel like a normal campus, but it is kind of cool that the whole area is dedicated to MSCF students, so we can do whatever we want with it.5:30-8:30pm& class time. It is hard to be focused in 3 hours, but I attempt to because it>s most convenient to ask questions in class and it would take a lot more time to re-watch the video online (all lectures in the program are recorded and available students any time)8:30-9:30pm& going home10:00-11:30pm& job-related things. Read the news, do some brainteasers & read finance books.11:30pm& go to bed.Since August when I started my Computational Finance program at Carnegie Mellon University>s New York campus, life has not been the same. 24 hours a day just does not seem to be enough.2AM& Went to bed.10AM& Woke up. I got to get my 8-hour sleep a day to push my body through the long day ahead. Otherwise, I would feel tired during those long evening classes.My breakfast consists entirely of fresh fruits I usually cook some simple lunch at home because there aren>t any decent eating places near my place in Jersey City, but there are many nice eating and affordable places near CMU>s downtown campus.11AM-Noon& Spent the first hour checking emails and reading Wall Street Journal. CMU subscribed hard-copy of WSJ to us, but I prefer reading the online version. As part of the subscription, we have username/password to access WSJ online.Noon-12:30PM& Spend the next half hour making some trades on CMU>s simulated trading competition (lasting about 20 days during the month of
Nov). This is an internal competition sponsored by Deutsche Bank. There will be a dinner hosted by DB in Jan to conferring the prize to winners. The prize is not much in monetary terms, but lots of students find it a compelling way to prove to future employers that they are interested in trading.12:30-2PM& Watched the remaining recorded lecture on Multi-Period Asset Pricing. Since CMU uses a tele-conference system to broadcast the lectures to the other campus, the recordings will be available online immediately. You can watch the video feed in real time as you sit in either campus. Many students watch the recorded lecture more than one time to understand the material well. It should be noted that previous year>s lectures are not accessible.So far, I love every class that is challenging because I thought the whole purpose I came to CMU to study is to learn the financial models and quantitative methods, such as those found in stochastic calculus or multi-period asset pricing.2-4PM& Reviewed and practiced the sample questions for the Fixed-Income mid-term later in the day. For most courses, the professor will post some past-year questions for review. Of course, there will be "new" questions in actual exam.4-5PM& Get ready to travel to CMU>s classroom at 55 Broad Street in downtown NYC.Door to door, it takes around 40 minutes to reach the class from Jersey City via PATH. I usually read some e-books on my iPod Touch on the train or just listen to music to relax.5:30-7PM& Took mid-term test7:30-8:30PM& Continued the lecture after the test. The classes in NYC campus are all from 5:30-8:30PM. Only a few classes have mid-term tests. All classes have weekly homework.9:00PM& Got home.10PM& Started working on homework and assignments that are due in a day or two. All HWs are posted by professors. Some HWs allow work in group, but most of the HWs are individual-based though the professors encourage collaborations among students.1AM& Checked financial news update from Asia on my iPod Touch on my bed before I go to sleep, and get my 8-hour sleep, for another day.The above is just a typical day on my life as a CMU MSCF student. While not busy studying, I attend MSCF Speaker Series and company presentation. Networking events as well as the Trek to companies in NYC have been very useful in preparing me for my internship search.
Baruch2:00 pm& Wake up, bright eyed and busy tailed. Check emails and text messages from my iphone in bed. Check for new course materials/discussions on Quantnet, read Drudge Report and WSJ headlines, check in with teammates, quickly check the market.2:30 pm& Find out our assignment, due tonight at 6pm, is not yet complete and our assignment, due yesterday, is not yet submitted. Codes required for tonight>s quiz are not yet working.2:32 pm& Panic.2:35 pm& Crack open my laptop and frantically start peering over thousands of lines of code.2:36 pm& Simultaneously open Hulls Futures, Options and Other Derivatives, completing last nights homework via IM2:36 pm& Curse C++, wish I had written more intelligent code and had commented more.3:30 pm& Panic.3:55 pm& Bug is located! Note to self: always put braces around if statements!!4:00 pm& Hop in the shower and get ready for class.5:30 pm& Walking to school for 6pm class. Talk to my dad on the way to let him know how yesterdays interview went.8:30 pm& Meet up with the Baruch trading team to prepare for the RITC competition in February10:00 pm& Continue working on homework in the Quant Lab.1:00 am& Cordially escorted outside of the building by Campus Security.1:15 am& The McDonald>s on 28th and Park has been renovated. Free wifi, tons of outlets, 24 hours and food & score! 4 of us relocate there and continue working3:30 am& The crowd is thinning out. Start heading home. The city is always peaceful this time of night.4:00 am& Drop by the bank, post office and the 24 hour Duane Reade. Crack open the laptop and continue coding while waiting for my prescriptions. No wifi here but an outlet works. 6:00 am& Email team mates my work & they will continue on where I>ve left off. Instant message some friends who have just popped up online.6:30 am& The sun is starting to peek through the curtains. Take 2000UI Vitamin D. Time to go to sleep.6:30 am& Alarm goes off. Time to get up for work. I am doing an internship at a private equity/hedge fund in New York. It>s around a 40-50 min train ride from New York City. Hit the snooze button.6:45 am& Alarm goes off again. Get up and freshen up and get ready for work.7:40 am& Walking to the subway and realize I don>t have enough time to get to Grand Central to get the train, so I waive over to a cab and have it drop me off at Grand Central.7:50 am& Get to Grand central and run to Track 187:56 am& Off to White plains. Reading the WSJ on the train and listening to Bloomberg podcast.9:00 am& Walk to the downtown office.9:05 am& Start my work. Check how the Asian markets did and the issues with Ireland. Check for weekly analyst research from my two subscriptions. Open up Interactive broker>s trader workstation and the Excel DDE interface. Make sure everything is running fine.9:20 am& Meeting with my boss and go over some of the work I did the night before. We discuss in the conference hall possible ways to interpret the data and charts I developed the day before and how we can set up some effective spread strategies using VIX futures.10:30am& Get assignments from my boss to work on setting up a calendar spread strategy on VIX futures. Need to pull historical data and set up several graphs for the trader.12:30& Go over to Panera for an Italian sandwich while looking over the spread graphs for Cash/Dec, and Dec/Jan.1:00 pm& Open up the Interactive Broker>s API workbook and start reading, since my next project is to develop an electronic eye on specific spreads that will aide in algorithmic trading models that will be built to go on the IB API.2:00 pm& Talk to my manager about the next week and what I would be doing since we are moving to Mid-town new York office in a week. I am told I have the week off and I would be working out of the New York office from now on. Only 10 minute walk from my apartment!4:00 pm& Head over to the train station to go to school. Start working on Numerical Methods C++ homework in the train.5:00pm& Walk over to Baruch College and go to the QuantLab to hang out with my classmates before class.6:00pm& Find out today is Object Oriented Programming in Finance instead of Stochastic Processes. SP professor has gone to a conference in San Francisco. Head over to the computer lab instead of the normal class.8:30pm& After class head back to the lab to play some trading games with my classmates.9:45 pm& Worked on Numerical Methods in Finance homework. Got assistance on it from one of my teammates. Switched over after a while to catch up on Stochastic Processes course.12:00 pm& Read about spread trading in the futures market.12:30& Log in to my remote access workplace and get onto my work computer from my laptop. Play around with the API tweaking some existing algorithms built by the firm to understand the interface and the code structures so I can start building my project.1: 30 am& Watch The Office and an old episode of Seinfeld online.Fell asleep at some point while watching TV shows.9:30am& I usually got up late.10:00-11:30am& MFE study involves finance, math and programming. In the morning, I spent time to learn programming if there>s no urgent homework. Recently I was reading two books "Effective C++" by Scoot Meyers and "Inside the C++ Object Model" by Stanley Lippman. The second book is worth reading. Author illustrates C++ features from C++ compiler implementation.11:30am& Our director helped us set up a Bloomberg onsite training at 12:30pm. Took train to Bloomberg Tower building at 731 Lexington Ave. BTW, other than training, the more often activities are campus presentation. Every week a few financial industry practioners are invited to campus. They introduce their own research topics or quant career. It>s pretty good chance for students to network with senior quants in Wall Street.12:30pm& Our classmates were gathering at the hallway of Bloomberg building when I arrived there. We>re allowed to enter building after waiting for a while.1:00- 3:00pm& The training took 2 hours. In the first hour, the instructor made a general introduction, such as how to find economic statistics and price, how to find help document. He demonstrated really fast. I can>t keep with his space. I feel comfortable in the next hour when another instructor focused on details. We learned how to export data from Bloomberg terminal to Excel or directly retrieve data from Bloomberg add-ins in Excel. Bloomberg terminal is definitely powerful. It provides option pricing of different models and hedging strategy.3:00-4:30pm& Went back to Baruch campus. Some classmates like study at Newman Library where it is more quiet. I prefer to stay in QuantLab, a room exclusively designed for the MFE students. My reason is QuantLab has a mini library containing hundreds of quantitative finance books. It>s convenient to find the book I want to read. In additions, recently three Bloomberg terminals were installed on QuantLab for the MFE students to use. Today>s training will help us take advantage of these expensive terminals.4:30 & 5:45pm& Discussed Numerical Methods for Finance I (MTH 9821) homework with my teamates. All homework are assigned into groups. Each group consists of 3-4 students with different backgrounds. Homework 11 was to price European/American options using finite different methods to solve PDE. We requires to implement different solvers including forward Euler, backward Euler with Cholesky, backward Euler with SOR, Crank-Nicolson with SOR and Crank-Nicolson with projected SOR, then apply them to different finite schemes to compute option values, greeks, approximate errors. We not only considered algorithm implementation itself but also considered how to efficiently output data to .csv file and into specified spreadsheet. Programming homework is mainly written by C++ and part of homework employs VBA. Homework always killed a lot of my time.5:45pm& Dinner.6 & 9:30pm& Classes are offered in the evening beginning at 6pm. Tonight class was Numerical Methods for Finance I. Firstly we took one hour to do a quiz to verify our homework program. Then, professor taught us how to price Barrier, double Barrier, Bermuda options using finite difference methods. Professor always teaches very quickly. I need to keep focused. Usually professor gives weekly assignment in class or post on website after class. Fortunately, our life will be easy this week. We don>t have assignment because of Thanksgiving.10:30pm& Got home from campus. I read notes and reference books to figure out stuff that I couldn>t understand in class, then started homework. Since there>s no homework, I decided to focus on Capstone project tutored by the C++ class> professor who is an experienced practitioner. It>s a good chance to learn more practical stuff. Our project just started and will analyze CDS market using PCA. Yesterday I took the whole night to setup development environment, Linux, Eclipse, Python, R, MySQL. Tonight I read carefully two 30-pages papers from the professor. CDS market looks complicated.2:00am& Went to bed.
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