Dr. Jim Gatheral of the Financial Engineering Masters Program at Baruch College was named Presidential Professor at Baruch College, City University of New York in April 2013, for distinguished contributions to the scientific community and to Baruch College.

For the third year in a row, the Baruch MFE team was in Top 3 at the Rotman International Trading Competition, winning 3rd place in 2013 (out of 48 teams) after winning the competition in 2012 and placing 3rd in 2011.

The Baruch MFE Program won second place in the 2012 IAFE Academic Case Competition; 31 teams representing 17 financial engineering programs from US and Canada participated at the competition.

Employment Update – Baruch MFE December 2012 graduates: Placement Rate: 16 of 16; Starting Salary: High 165K; Low 70K; Median 105K; Average 113K. More details can be found here.

Visit our Recruiting page if interested in hiring Baruch MFE students and alumni.

Enrollment in the Baruch MFE C++ Programming for Financial Engineering Certificate is now open; enrollment information can be found here.

With content created by Dr. Daniel Duffy and offered through Quant Network, the C++ certificate is specifically tailored, through financial applications and assignments,  to provide the necessary C++ background for graduate education in financial engineering; see the student reviews here.

The book “A Primer for the Mathematics of Financial Engineering” by Dan Stefanica is the top QuantNet bestselling book of 2012, with the Solutions Manual being second on the list.

Baruch MFE student Juan Pablo Alonso (Baruch MFE’13) won second place in the 2012 Metaquotes Automated Trading Championship and a $25,000 money prize; 451 traders from over 50 countries on all continents participated in the competition. Juan Pablo programmed a fully automated currency trading robot that ran without human interaction for the three months of the competition.

Baruch MFE Information Session: April 17, 2013 at 6pm. RSVP and more information can be found here.

Baruch MFE Curriculum Update: Two new courses are offered for the first time in the Spring 2013 semester:

MTH 9863 Volatility Filtering and Estimation

MTH 9895 Big Data in Finance

Professors Jim Gatheral and Tai-Ho Wang of the Baruch MFE Program gave an overview of the Baruch MFE program at the National School of Development (NSD), Peking University, on December 4, 2012. Professor Jim Gatheral gave a technical talk entitled “The execution puzzle: How and when to trade to minimize cost” on December 5; see also NSD announcement.

The 2012-2013 Pre-MFE Program at Baruch College The Baruch MFE Program offers a Pre-MFE Program for prospective applicants to graduate studies in financial engineering, including the following on-site seminars:

• Advanced Calculus with Financial Engineering Applications 
• Probability Theory for Financial Applications
• Numerical Linear Algebra for Financial Engineering

The seminars will be offered for the first time on a September 2012 – March 2013 schedule. Enrollment in each seminar is limited to 42 people. Registration information and syllabi for the 2012-2013 Pre-MFE seminars, can be found here. Feedback from Pre-MFE seminars participants in previous years can be found here.

Admission Statistics – Fall 2012: 640 applicants 37 admitted (6% admission rate) 31 enrolled (23 full-time, 8 part-time) Average GRE test scores of admitted students: 166 Quantitative (94 percentile); 159 Verbal (84 percentile)

Transcripts of Baruch MFE Online Chats can be found here.

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

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.

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.