Big Data in Finance Massive Online Open Course
Baruch College, Baruch MFE instructor Andrew Sheppard of Fountainhead, and QuantNet will offer a Big Data in Finance Massive Online Open Course. This is a 4-month Massive Open Online Course (MOOC) with an Open Access component for 10,000 participants, and a Professional Access component providing access to real-world financial data and high performing computing resources, dedicated teaching assistants, and direct interaction with the instructor.
Course topics, Sign-Up for Open Access, FAQs, can be found at quantnet.com/bigdata
* November 19, 2013 – Sign Up for Open Access component opens.
* December 15, 2013 – pre-requisite materials, Part 1, posted online.
* January 15, 2014 – pre-requisite materials, Part 2, posted online.
* February 15, 2014 – pre-requisite materials, Part 3, posted online.
* March 15, 2014 – Sign Up for Professional Access component opens.
* April 16, 2014 – Big Data in Finance classes begin.
Baruch MFE Information Session: December 2, 2013 at 6pm, covering the upcoming Pre-MFE Program beginning in September 2013, Fall 2014 admission, and the online C++ certificate; RSVP and more information can be found here.
150 Most Frequently Asked Questions on Quant Interviews by Baruch MFE professors Dan Stefanica, Rados Radoicic, and Tai-Ho Wang was published in November 2013.
A ten questions selection, with solutions, can be downloaded here.
The Baruch MFE Program ranked 4th in the 2013 QuantNet Ranking of Financial Engineering Programs.
Pre-MFE Seminars Enrollment
The Baruch MFE Program offers a Pre-MFE Program for prospective applicants to graduate studies in financial engineering. Registration is now open for the following on-site seminars:
- Numerical Linear Algebra for Financial Engineering, January 29 – March 26, 2014
- Advanced Calculus with Financial Engineering Applications, January 31 – March 28, 2014
- Probability Theory for Financial Applications, January 29 – April 2, 2014
Enrollment in each seminar is limited to 40 people. Click here for registration information and syllabi for the 2013-2014 Pre-MFE seminars.
Feedback from 2012-2013 Pre-MFE students:
Enrollment in the online Baruch MFE C++ Programming for Financial Engineering Certificate is also open; more information can be found here.
Professors Jim Gatheral and Tai-Ho Wang of the Baruch MFE Program gave an overview of the Baruch MFE program and meet with prospective students at the National School of Development (NSD), Peking University, during an October 21 – 24, 2013 visit.
Professor Gatheral’s talk took place on October 21.
NSD website: more information on the visit, interview with Professor Gatheral, and Q&A with Professor Dan Stefanica, Baruch MFE Program Co-Director.
Dr. Andrew Lesniewski, a renowned expert on interest rate modeling and one of the originators of the SABR model, joined the Baruch MFE Program and the mathematics department at Baruch College as tenured full professor. Dr. Lesniewski was Head of Financial Engineering at DTCC and Managing Director and Head of Quantitative Research at Ellington Management Group.
The 2010-2012 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.
Admission Statistics – Fall 2013: 515 applicants, 37 admitted (6% admission rate), 27 enrolled (19 full-time, 8 part-time). Average GRE test scores of admitted students: 167 Quantitative (95 percentile); 159 Verbal (84 percentile)
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 – May 2013 graduates: Placement Rate: 20 of 21; 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 online 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.
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
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.