6 Months Before Starting My MFE—Seeking Guidance for Best Use of Time to Break Into Quant Roles

[triumpher]

Hey everyone! I’ve applied for Master’s in Financial Engineering programs (top-6 US programs per QuantNet rankings) and remain positive about receiving an offer. My classes are expected to begin around August 2025, leaving me with approximately six months to prepare before the program starts. I’m seeking guidance on how to make the most of this time to position myself for a quant researcher role in the future.

Background:​

1. Bachelors in Mathematics and Computing from a Tier-1 IIT in India (GPA: 3.35/4).
2. Strong math foundation: Took graduate-level courses in Stochastic Calculus, Econometrics, Advanced Statistics, and Finite Element Methods during undergrad.
3. Research experience: Co-authored a research paper in NLP currently under review at a Springer journal.
4. Professional experience: Research internship at a US university, Software internship at a FAANG company. Currently working as an AI Engineer (Computer Vision, LLMs, NLP) at a top-4 US bank by AUM .
5. Strong problem-solving skills: Proficient in DSA, quant interview kinda prob questions and puzzles.

Goal:​

To break into proprietary trading, HFT, or hedge funds as a quant researcher (possibly a trader but more inclined toward math-heavy research roles).

Options I’m Considering for the Next 6 Months:​

1. Research Project in Mathematical Finance: Work with a professor on a math-intensive finance topic and aim for a publication. Would appreciate suggestions for specific research areas or universities where I could reach out.
2. Self-Study Advanced Math & Finance Courses: Topics I’m considering: stochastic processes, numerical methods, PDEs, convex optimization, derivatives pricing. Should I focus on any specific area first? Are there recommended resources like MIT OpenCourseWare, paid courses, or specific textbooks?
3. Hands-On Quant Projects: Implementing pricing models for derivatives or backtesting strategies (mean reversion, statistical arbitrage, long-short strategies, etc.). Would love suggestions for the most impactful projects for quant research preparation.
4. Other Ideas for Skill Development: Math competitions, poker tournaments, or any other activities that build relevant skills for quant research.

I would greatly appreciate any insights on how to maximize this pre-MFE phase for my career goals. Thank you in advance for your suggestions and time!