Hi, I'm looking to apply for MFE programs for autumn 2025. I'm currently in model validation and want to transition into a large bank in London. Stochastic calc/derivatives has peaked my interest recently however I'm open to anything provided its highly quantitative. I'm looking to improve my profile before applying.
Target Programs (in order of preference): Imperial MathFin, Oxford Math & Computational Finance, Warwick MathFin, LSE Financial Mathematics.
Education: Theoretical Physics, UCD. (GPA 4.05/4.20)
Relevant Coursework:
- Math: Calc 1, 2, 3 (avg: A), ODEs (A+), Real Analysis (A-), Linear Algebra (A), PDES (A+), Mathematical Fluid Dynamics 1, 2, 3 (avg: A), Complex Analysis (A).
- Stats/Coding: Practical Statistics (A), Statistical Modelling (A+), Probability (A+), Programming 1 (A+), Numerical Methods with Python (A).
- Physics: Advanced Statistical Physics (A-), General Relativity 1, 2 (avg: A+), QM 1, 2, 3 (avg: A), Classical Mechanics (A+), Oscillations & Waves (A+).
Work Experience:
- 3-month risk internship at big4.
- 1.5 years (when I apply) of model validation at another big4 (IRB, IFRS9, stress testing, quant valuations) using a lot of Python and R.
Research Experience:
- Summer research project in computational fluid dynamics (OpenFOAM).
- Final year thesis involving applying algorithms to ocean wave data.
- Potential publication in a journal based on extension of thesis work (still being worked on).
I plan on adding some courses/projects mainly on C++ and ML as I feel I'm lacking that. Main questions are:
1) How competitive is this profile?
2) What can I add to improve my profile?
Target Programs (in order of preference): Imperial MathFin, Oxford Math & Computational Finance, Warwick MathFin, LSE Financial Mathematics.
Education: Theoretical Physics, UCD. (GPA 4.05/4.20)
Relevant Coursework:
- Math: Calc 1, 2, 3 (avg: A), ODEs (A+), Real Analysis (A-), Linear Algebra (A), PDES (A+), Mathematical Fluid Dynamics 1, 2, 3 (avg: A), Complex Analysis (A).
- Stats/Coding: Practical Statistics (A), Statistical Modelling (A+), Probability (A+), Programming 1 (A+), Numerical Methods with Python (A).
- Physics: Advanced Statistical Physics (A-), General Relativity 1, 2 (avg: A+), QM 1, 2, 3 (avg: A), Classical Mechanics (A+), Oscillations & Waves (A+).
Work Experience:
- 3-month risk internship at big4.
- 1.5 years (when I apply) of model validation at another big4 (IRB, IFRS9, stress testing, quant valuations) using a lot of Python and R.
Research Experience:
- Summer research project in computational fluid dynamics (OpenFOAM).
- Final year thesis involving applying algorithms to ocean wave data.
- Potential publication in a journal based on extension of thesis work (still being worked on).
I plan on adding some courses/projects mainly on C++ and ML as I feel I'm lacking that. Main questions are:
1) How competitive is this profile?
2) What can I add to improve my profile?
