Rising Junior Pursuing an MFE

[WilliamM]

I am currently a rising Junior at a semi-target (think UVA, UMich, Northwestern), currently majoring in Economics and minoring in mathematics. I have always had a huge interest in trading and figuring out how the markets work, and recently after reading The Quants and a few other books on the subject I have become highly fascinated with quantitative finance. As of now I have knocked out calculus I through III and have taken a few statistics courses, and in the next two semesters I will be taking Econometrics and Time Series Analysis as well as lineage algebra and my universities C++ programing course.

In terms of work experience I had a finance based internship last summer at a BB (not in NY) doing the standard post-freshman year gig. This summer I am just working a job back home and have been reading as much as I can on the subject, both quantitative books as well as general background reading. My question is will my current route prepare me to enter into a MFE program? For the math minor I am required to take a lot of upper level classes that involve probability theory, risk theory, numerical analysis I, and mathematics of finance (which emphasizes black-scholes, monte-carlo, etc). I am trying to prepare myself the best way possible to enter this field and any advice could be helpful.

Thanks and sorry for the length!

 

[Andy Nguyen]

You are on the right track, preparation-wise. Make sure you take the math courses that math-majors take, instead of the lite versions that liberal/business majors take.
You also need to take more than one C++ course to be able to compete, not just to get in MFE programs but to do well in when you get there and be job-ready as the hunt for internship starts the in your first MFE semester. Learn VBA/SQA, etc.