Sorry about the late sharing. However, I would really like to thank Moty for building this page for our alumni network so that both current students and graduates could benefit. I am a chinese who took BSc Financial Mathematics in the university of Sheffield in 2010 - 2013. I was tutored by Moty Katzman, the course leader who encouraged me a lot and brought us fundamental and important understanding in this field. It was fortunate and thankful for me to join this amazing course and working with so many talented people. After graduating from the University of Sheffield, I have moved to the Imperial College London Business School for a master degree. The 1-year course that I am taking is MSc in Risk Management and Financial Engineering which consists of three parts, core, electives and dissertation. There are 7 core courses which would be finished in two terms(9 weeks in each term and exams right after 9 weeks, tight!). This mainly includes some level of statistics, stochastic calculus, some finance related modules and vba. A lot of graded project with the use of programming like matlab would be assigned during the courses. With regards to electives, it is optional to either choose 3 or 4 which would depends on your choice of dissertation. There is a long list for electives which are all very interesting and hard to choose from, e.g Numerical Finance, Computational Finance, Advanced Option Theory, Fixed Income, Credit risk, International Finance, Vc&Pe and etc (let me know if you wanna know more about this). The electives would be completed in 2 terms as well. And finally, there are two choices for the dissertation, either 3000 words or 10000 and this would determine the number of electives you should choose. Again there are about 33 topics to choose from if you are doing the 10000 words one, but there are only about 15 people out of 100 doing it this year. All in all, this course is well organised but it is really rushed and people are always busy. Therefore, I would suggest you with the following. 1. Do take your opportunities to ask questions to your professors or lecturers. 2. As suggested in some previous posts that it is necessary to practice your programming skills. R is often used in the University of Sheffield, but this is more statistical. It would be helpful for your master course or future studies if you know some powerful softwares such as C++ and Matlab which are also more popular in the industry. 3. Fundamentals and basics are important and do keep your undergraduate materials as they will be still useful in your future studies. 4. Last but not least, do spend some time on networking and know more people. Further, there is a very important bit that I would like to share in this post about the other course MSc Mathematics and Finance provided by the math department. Comparing to MSc in Risk Management and Financial Engineering, this is a very different course which goes much deeper into mathematics proofs and derivations and requires a very strong mathematical background. People who are currently taking this course are guys who really wanna become a trader and expect to do a quantitative job in the industry. Instead, the courses in business school are more into application parts. Easy derivations will be required sometimes but definitely not the long hard mathematical proofs. I hope this information would help when you are making your applications and please feel free to contact me via facebook or email, tjfjacky@hotmail All the best and again, thank you Moty! Jiefeng Tan
Posted on: Tue, 25 Mar 2014 00:11:19 +0000
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