Competing with MFE grads?

[Zeuge]

I'm in a similar situation as you. I would recommend self-study to try and improve on the areas you feel are lacking.

What kinds of positions are you looking at straight from undergrad? Do you have internship experience in a related field (this is something I lack and am trying to rectify this summer)? What books/materials are you using to self-study stochastic calc? Thanks!

 

[Brad Warren]

What kinds of positions are you looking at straight from undergrad? Do you have internship experience in a related field (this is something I lack and am trying to rectify this summer)? What books/materials are you using to self-study stochastic calc? Thanks!

I interned in Technology at an investment bank last summer. I'm a junior too, so I'm trying to get a quant internship this summer. I'm not sure exactly what I want to do yet, which is another reason to get experience in a quant internship. This firms list is a good starting point. I've found a number of places that recruit out of undergrad. Although mine isn't on the list of schools they visit, I'm going to apply anyway.

For stochastic calc, I got Shreve II, but I haven't had a chance to start it yet.