Chances at Oxford MSc in Mathematical and Computational Finance

[Riverstone_Atlas]

Hi Everyone,

I'm from Canada and graduated from a top business school in my country with strong grades but lacked the quantitative background to apply to financial engineering programs. Over the past two years, I’ve completed math courses (Calc I & II, Linear Algebra, Stats I & II) and programming certificate courses. I currently work in investment banking at a Big 5 Canadian bank. By the time I apply, I’ll have one final course (Numerical Analysis) in progress, which the program indicated they would consider.

For context, I work in infrastructure and power investment banking, but after working alongside power traders, I realized that's the path I want to pursue. I’ve visited Oxford and have dreamed of attending ever since.

Given my unique background, I’m curious if anyone with experience can share whether my profile — finance work experience but limited quant exposure (some simple VBA scripting) — would be considered competitive. I also plan to write the GRE, even though it's optional, to strengthen my quantitative profile.

Any advice on my chances or further steps before this application cycle would be greatly appreciated.

 

[shrdlu]

Talk to your academic referee to vouch for your aptitude in handling proof-oriented mathematics, that being said, proven record of real/function analysis is a potential gap in your profile. Give them a strong reason to believe that you are comfortable with or capable of handling ideas from Rudin/Folland's books. I'd start by syncing back with one of your past professors to say hi, give them an update, and ask for a reference. Then share the general requirements of the program you are applying to. Just make sure you mention this point as you discuss details, and hope that they'll cover your back on it.

 

[Daniel Duffy]

Regarding languages, Python and C++ are vital in general IMO. VBA Is useful but limited to Excel.
And PDEs are important AFAIR.