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金融工程在国内的就业方向主要在以下几个领域：
中央(人民)银行、银行业监督管理委员会、证券业监督管理委员会、保险业监督管理委员会，金融业监督管理机构；商业银行，包括四大行和股份制商行、城市商业银行、外资银行驻国内分支机构；国家开发银行、中国农业发展银行 等政策性银行；证券公司(含基金管理公司)、信托投资公司、金融控股集团等风险性很大的金融公司；四大资产管理公司、金融租赁、担保公司；保险公司、保险经纪公司。社保基金管理中心或社保局；上市(欲上市)股份公司证券部、财务部、证券事务代表、董事会秘书处等。
The key to success is to ensure that you are well prepared for the rigorous course material that lies ahead in the MSMF program. The following recommendations should guide your preparation.
MSMF students are required to complete a two-week Preparatory Mathematics and Statistics program before the start of regular classes. Read the following reference material before the Math Prep classes start:
· William, D. Weighing the Odds: A Course in Probability and Statistics, Cambridge University Press, 2001, chapters 1 – 5, 7, 9.
· Rudin, W. Principles of Mathematical Analysis, McGraw Hill, 1976, chapters 3 – 5, 7, 9.
· Friedman, S., A. Insel and L. Spence, Linear Algebra, 5th edition, Pearson, chapters 1 – 5.
In addition to this, you should prepare for the course work to follow the Math Prep program. The best preparation for you will depend on your exposure (so far) to finance, economics, econometrics and computer programming. Read selectively from the following sources to fill any gaps in your background:
FINANCE
· Back, K. A Course in Derivative Securities, Springer, 2005, chapters 1 – 5.
· McDonald, R. Derivatives Markets, 3rd ed., Pearson, 2013, chapters 5 – 12, 18 – 24.
· Kosowski, R. and S. Neftci. Principles of Financial Engineering, 3rd ed., Elsevier, chapters 1 – 13.
· Lyuu, Y. Financial Engineering and Computation, Cambridge, 2004, chapters 1 – 20, 31.
ECONOMETRICS
· Gujarati, D. and D. Porter. Basic Econometrics, 3rd ed., McGraw-Hill, chapters 1-12, 21
· Wasserman, L. All of Statistics: A Concise Course in Statistical Inference, Springer, chapters 1 – 7, 9, 13.
OPTIMIZATION
· Osborne, M.J. Mathematical Methods for Economic Theory. (https://mjo.osborne.economics.utoronto.ca/index.php/tutorial/index/1/toc).
R PROGRAMMING
Download R here: R project web site and here: https://www.rstudio.com.
· Teetor, P. R Cookbook, O’Reilly, 2011.
· Venables, W. and D. Smith. An Introduction to R. ( https://cran.r-project.org/doc/manuals/r-release/R-intro.pdf)
PYTHON PROGRAMMING
Download Python (Anaconda distribution) here: https://www.anaconda.com/distribution/
· Think Python (https://en.wikibooks.org/wiki/Think_Python)
· Hilpisch, Y. Python for Finance, O’Reilly, 2014.
· Hilpisch, Y. Derivatives Analytics with Python, Wiley, 2015
· Sargent, T. and J. Stachurski. Quantitative Economics with Python. (https://lectures.quantecon.org/py/)
推荐实习
· 投资银行——大的title相对于普通中国证券公司会更有帮助，即使是做IBD、IT
· 证券公司——一般研究部下有专门的金融工程组/金融衍生品部/金融创新部等与金融衍生品相关部门；其他可以考虑的有：固定收益部/资产管理部/量化投资部/风险管理部/产品研发部
· 商业银行（工商银行、中国银行、建设银行等）总行一般设有风险管理部门，会涉及信用风险以及市场风险模型的建立方面的工作
· 基金公司/期货公司：量化投资/风险管理/金融股指期货方面的研究与建模
· IT公司/咨询公司：数据分析相关实习，如运用数据挖掘方法进行消费者行为的研究或者客户信息的管理；运用计量模型与统计软件进行深入的市场调研等等
