Hi, I hope you've all had a merry Christmas. I have a question I hope you'd be able to offer some insight on.
I am going to do one year of graduate studies at Cornell University in 2023/2024, and am able to choose freely amongst all the courses they have (except Tech in NYC). This boils down to ~30 credits.
I am finishing my degree at Cornell. At my current university I have taken courses in:
Advanced financial- and macroeconometrics (think theory and application of GARCH, CVAR, BVAR etc.)
Advanced prob. theory (CLT for EMM, stochastic processes etc.)
Continuous time finance (Ito's Lemma, Feynman-Kac, BM, stochastic calculus etc.)
Real Analysis
Measure theory
My question is: Which courses should I take if I want to maximize my chances for a quant position? I would gladly appreciate concrete experiences with Cornell if you have any.
I am targeting a quant job at a HFT or prop trading firm in Europe, i.e. Optiver. I will finish with a MSc in Economics, so dunno if this is even possible without math / CS in the degree name. What are your thoughts? Does it make any sense to reroll and do a masters in CS or stats, and losing 1) the year of studies at Cornell, 2) circa 2-3 years of extra studies than if I finish my current degree.
I was thinking either doing a hard-core CS year or stats year.
Best regards
I am going to do one year of graduate studies at Cornell University in 2023/2024, and am able to choose freely amongst all the courses they have (except Tech in NYC). This boils down to ~30 credits.
I am finishing my degree at Cornell. At my current university I have taken courses in:
Advanced financial- and macroeconometrics (think theory and application of GARCH, CVAR, BVAR etc.)
Advanced prob. theory (CLT for EMM, stochastic processes etc.)
Continuous time finance (Ito's Lemma, Feynman-Kac, BM, stochastic calculus etc.)
Real Analysis
Measure theory
My question is: Which courses should I take if I want to maximize my chances for a quant position? I would gladly appreciate concrete experiences with Cornell if you have any.
I am targeting a quant job at a HFT or prop trading firm in Europe, i.e. Optiver. I will finish with a MSc in Economics, so dunno if this is even possible without math / CS in the degree name. What are your thoughts? Does it make any sense to reroll and do a masters in CS or stats, and losing 1) the year of studies at Cornell, 2) circa 2-3 years of extra studies than if I finish my current degree.
I was thinking either doing a hard-core CS year or stats year.
Best regards
