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New Elective Courses for 2010-11

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Published: Monday, 21 June 2010 14:54
We are pleased to announce new courses on High-frequency finance and Stochastic Control, and Portfolio Theory and Applications scheduled for Fall 2010, as well as Interest Rate Derivative Modeling scheduled for Spring 2011. Please visit our degree program page for full course details.

How I Became a Quant: Financial Engineers Give a Personal View

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Published: Monday, 20 October 2008 14:55
The IAFE Education Committee and the Fischer Black Memorial Foundation recently invited Dr. Paul Feehan, Director of the Rutgers University Mathematical Finance graduate program to moderate a panel discussion designed for students interested in pursuing a career in Quantitative Finance. The IAFE event was titled - How I Became a Quant: Financial Engineers Give a Personal View of their Careers in Quantitative Finance. Participating panelist included: Dr. Arik Ben Dor, Quantitive Portfolio Strategy Group, Barclays Capital Martin Haugh, Department of Engineering & Operations Research, Columbia University Alvin Huang, Operations, G-2 Trading & Rutgers University Mathematical Finance Alum Samantha Foster, Pacific Alternative Asset Management Company The recent explosive growth in quantitative finance has led mathematics, physics, computer science and engineering students of all levels to wonder whether a career or an advanced degree in quantitative finance is right for them. With the rapid increase in sophisticated quantitative and computational techniques employed in financial firms there has been increasing demand for students with highly quantitative backgrounds to work in the financial field and an increase in advanced degree programs covering these topics. This forum was designed to give a personal view of the world of quantitative finance from the point of view of quantitative finance professionals with varying specialties. Without formulas or Microsoft Power Point, the panelists shared their own experiences and engaged in a moderated discussion; the event was concluded with student questions. A reception for students and panelists was held after the event.