The Baruch MFE C++ Programming for Financial Engineering Certificate launched in September 2011 was a resounding success, educating to great reviews students preparing for financial engineering studies or interested in learning C++ for financial applications.

The 2012 enrollment in the online C++ certificate will begin on June 1st. More details on the enrollment process can be found here.

Saturday, May 12: Baruch MFE one-day Master Class on Financial Regulation: Evolution and Current State taught by Ken Abbott, Managing Director and Chief Operating Officer, Firm Risk Management, Morgan Stanley Bank.

The Baruch MFE Program won the 2012 Rotman International Trading Competition.

The Baruch MFE teams ranked first and fourth place out of 50 teams from 44 academic institutions in the ninth annual Rotman International Trading Competition that took place in February 2012 at University of Toronto. Click here for more information; complete results.

Baruch MFE Professor Jim Gatheral is in the March 2012 Faculty Spotlight at Baruch College: The Jim Gatheral Effect: How This Top Quant Has Changed Baruch College

The next Baruch MFE Information Session will take place on July 25, 2012 at 5:30pm. RSVP and more information can be found here.

The next Online Chat with the Baruch MFE Program Director and students: Friday, March 3, 8-9am EST (NY time). Sign up, join the chat, and find transcripts of previous chats here.

Employment Update – Baruch MFE December 2011 graduates
Placement Rate: 16 of 17 (as of January 20, 2012)
Starting Salary: High 150K; Low 70K; Median 95K; Average 101K

More details can be found here.

The book “A Primer for the Mathematics of Financial Engineering” by Dan Stefanica is the top QuantNet bestselling book of 2011, with the Solutions Manual being third on the list.

Fall 2012 Application Update: In an effort to simplify the application process to the Baruch MFE Program, we only require the submission of official transcripts once an admission offer is made; click here for more information.

The application deadline for Fall 2012 admission is April 1, 2012. Applications are evaluated on a rolling basis.

The Baruch MFE Program ranked 5th in the 2011 QuantNet Ranking of Financial Engineering Programs.

An online C++ course is offered as part of the Pre-MFE Program at Baruch College. With content created by Dr. Daniel Duffy and offered through Quant Network, the C++ certificate is specially tailored, through financial applications and assignments,  to provide the necessary C++ background for graduate education in financial engineering.

Pre-register for the online C++ course.

The Pre-MFE Program at Baruch College

The Baruch MFE Program offers a Pre-MFE Program for prospective applicants to graduate studies in financial engineering:

Advanced Calculus with Financial Engineering Applications

Dates: November 2 – December 21, 2011. Syllabus

Probability Theory for Financial Applications

Dates: January 31 – March 27, 2012. Syllabus

Instructor: Elena Kosygina

Numerical Linear Algebra for Financial Engineering

Dates: February 1 – March 28, 2012. Syllabus

Instructor: Dan Stefanica

Details can be found here. Enrollment is now closed.

Attilio Meucci’s Advanced Risk and Portfolio Management bootcamp, hosted by the Baruch MFE Program in August 2011,  was attended by 225 participants from 31 countries.

Baruch MFE Curriculum Update

Three new courses will be offered for the first time in the 2011-2012 academic year:

MTH 9882 Fixed Income Risk (Fall 2011)

MTH 9884 Machine Learning (Fall 2011)

MTH 9896 Behavioral Finance (Spring 2012)

Click here for curriculum details.

The 2009-2011 Baruch MFE Employment Report contains full-time and internship numbers aggregated over the last three years, and including details on employers, job functions, job industry.

The Baruch MFE team finished 3rd in the Rotman International Trading Competition in Toronto, out of 50 teams representing 46 academic institutions on four continents. Congratulation to team members Amanda Kotler, David Rapaport, Alexei Smirnov, and Yike Lu!

The Baruch MFE team won the High-Frequency Algo Trading contest, and was in top five in Sales & Trading, Commodities Trading, and Interest Rates Trading. More details can be found here.

Baruch MFE Program Reviews by alumni can be found here.

Have you ever wondered what a typical day in the life of a Baruch MFE student looks like? Four of our students share it here.

Detailed information about the Baruch MFE courses, beginning with the core required courses, will be posted on the Curriculum webpage. This will include detailed syllabi, sample assignments, final exams.

MTH 9814 A Quantitative Introduction to Financial Instruments

MTH 9821 Numerical Methods for Finance I

MTH 9831 Probability and Stochastic Processes for Finance I

MTH 9848 Elements of Structured Finance

MTH 9862 Probability and Stochastic Processes for Finance II

MTH 9875 The Volatility Surface

MTH 9879 Market Microstructure Models