First Baruch Volatility Workshop – taught by Jim Gatheral and Andrew Lesniewski
A three-day, heavily quantitative, leading edge workshop targeted to industry professionals
June 16-18, 2015, Baruch College, New York
Early Registration by April 10
Detailed Program and more information: click here
Email contact: firstname.lastname@example.org
Partners: OptionMetrics, QuantNet, SciComp
Special group rates are available for groups of four or more participants.
100% placement rate of December 2014 Baruch MFE graduates: As of March, 15, 2015, 19 of 19 Baruch MFE graduates seeking employment in the financial industry accepted offers from financial companies primarily from the New York area. The placement rate at graduation was 89% (17 of 19).
More details, including compensation and companies employing our students can be found here.
Baruch MFE Information Session: March 26, 2015 at 6pm, covering Fall 2015 admission; RSVP and more information can be found here.
Effective January 2015, Professor Andrew Lesniewski is the Curriculum Director of the Baruch MFE Program.
As of November 2014, the Global Association of Risk Professionals has approved the Baruch MFE C++ Programming for Financial Engineering Certificate for 15 GARP CPE credit hours. Click here for details.
Visit our Recruiting page if interested in hiring Baruch MFE students and alumni.
Enrollment in the January – March 2015 Pre-MFE on-site seminars is closed ;
Click here for registration information and syllabi.
Baruch MFE C++ Programming for Financial Engineering Certificate: enrollment is now open; enrollment information can be found here.
Feedback from 2012-2014 Pre-MFE students:
A Linear Algebra Primer for Financial Engineering by Dan Stefanica was published in July 2014. It is the third book in the Financial Engineering Advanced Background Series, and covers linear algebra concepts for financial engineering applications from a numerical point of view.
Table of Contents (Download)
Admission Statistics – Fall 2014: 510 applicants, 48 admitted (9% admission rate), 40 enrolled (32 full-time, 8 part-time). Average GRE test scores of admitted students: 168 Quantitative (96 percentile); 157 Verbal (73 percentile). More details can be found here.
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.
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.
Three of the Top 5 books on the 2013 QuantNet Bestselling Book List are authored by Baruch MFE faculty:
#1 A Primer for the Mathematics of Financial Engineering by Dan Stefanica
#3 Solutions Manual – A Primer for the Mathematics of Financial Engineering by Dan Stefanica
#4 150 Most Frequently Asked Questions on Quant Interviews by Dan Stefanica, Rados Radoicic, and Tai-Ho Wang
For the fourth year in a row, the Baruch MFE team was in Top 5 at the Rotman International Trading Competition, winning 4th place in 2014 (out of 52 teams), after winning the competition in 2012 and placing 3rd in 2011 and 3rd in 2013.
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.
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.
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.
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.