COMPARE Columbia MSFE vs Columbia MSOR

[ssbes]

Hi,

I got accepted into the Columbia MSFE. However, the program is DEFINITELY full-time, and I am about to start a job at a hedge fund that I'm not ready to give up for school. Honestly, I was ready to just sell my soul and do work and school full-time, but then I talked to a Columbia advisor, and they suggested MSOR. Through MSOR, I can take a lot of the MSFE electives while on a part-time basis, which could be great for me. I've been approved to switch to MSOR, and they're just waiting on my confirmation. Is it worth dropping the MSFE name brand for MSOR? Any advice would be greatly appreciated

 

[Andy Zhang]

Assuming the hedge fund job is relevant to what you want to do in the future (which I presume so), I'd definitely say yes.

 

[ssbes]

Assuming the hedge fund job is relevant to what you want to do in the future (which I presume so), I'd definitely say yes.

The role isn't in quant but it'll be a great experience...

 

[Andy Zhang]

The role isn't in quant but it'll be a great experience...

If you think it'll be good, then go for it. Having a MSOR over a MSFE honestly won't be a hurdle at all if you know your stuff well.

 

[ssbes]

If you think it'll be good, then go for it. Having a MSOR over a MSFE honestly won't be a hurdle at all if you know your stuff well.

Thanks for the advice. Do you know anything about career placement in quant for the MSOR? I just want to make sure I'm not disadvantaged for choosing MSOR over MSFE.

 

[Andy Zhang]

Thanks for the advice. Do you know anything about career placement in quant for the MSOR? I just want to make sure I'm not disadvantaged for choosing MSOR over MSFE.

To be honest, I wish I did. I know at least 2 people from my year are at Citadel (yup, the appealing stuff first I guess lol), at least 1 at Millenium. I'm currently at AB doing FI QR stuff. There's people at Goldman and JPMC. Others I'd probably have to LinkedIn search...

From my interview experience, I'd say to know the following well:
- optimization (dynamic programming--Goldman favorite, graphs--asked by Morgan Stanley and a FinTech I don't remember)
- stochastic modeling (you'll definitely be asked probability)
- data structure and algorithms (CS department has a course on this)
- stochastic calculus if you're into desk quant stuff and some for risk too
All this stuff is in the green book (w/ the exception of graphs) and MSOR covers the first two in core courses.

 

[Andy Nguyen]

There was many discussions and applicants for the Columbia MSOR in the past. I haven't seen much mention of MSOR program last few years.