Everything you wanna know AboutCMU 计算机金融

发布者：

分类：: 留学指南

2016-08-12

-
浏览

Fall 2015 Entering Class

CLASS SIZE: NY 46 /PITTS: 47

AVERAGE GRE: Quantitative 169/Verbal 157

AVERAGE GMAT: Quantitative 50/Verbal 38 TOTAL 728

AVERAGE GPA: 3.7

Internships

The summer internship is an integral part of your MSCF education. Not only will an internship provide you with the excellent opportunity to participate first-hand in trading, portfolio management, structuring or risk management, but it may also lead to a full-time offer as many firms hire exclusively out of their summer internship programs.

Our Career Office will help you navigate your options and work with you every step of the way. We will leverage our 2,300+ relationships across 675 firms to help you find the right opportunity. While most of our students accept internship opportunities in the United States, some students explore international opportunities.

2016 Internship Partners

As of April 21, 2016, 73 of 94 (78%) MSCF students have offers for Summer 2016 Internships; 69 of 94 (73%) have accepted offers.

Company	Location	# of Interns
3i Capital Group	Boston	1
Acadian Asset Management LLC	Boston	2
Aflac Global Investments	New York	2
American International Group Inc.	New York	1
Athena Capital Research, LLC	Hong Kong	2
Bank of America Merrill Lynch	New York	3
Bank of America Merrill Lynch	Hong Kong	1
Bank of New York Mellon	Pittsburgh	1
Bank of New York Mellon	New York	1
BlackRock	San Francisco	1
BMO Capital Markets	New York	1
BNP Paribas	New York	2
Capital One	New York	1
Capula Investment Services	Greenwich	1
Capula Investment Services	London	1
Citigroup Inc.	New York	3
Citi Hong Kong	Hong Kong	2
Credit Suisse	New York	1
Deutsche Bank	Hong Kong	1
DRW Trading Group	Chicago	1
Everbright Pramerica Fund Management Co. Ltd.	Shanghai	1
Fidelity Investments	Boston	3
George Weiss Associates, Inc.	New York	1
Goldman Sachs & Co.	Hong Kong	1
Goldman Sachs & Co.	New York	5
Goldman Sachs & Co.	Hong Kong	2
Harvard Management Company	Boston	1
ITG	New York	2
ITG	Boston	2
JPMorgan Chase & Co.	New York	3
JP Morgan Chase & Co.	Hong Kong	1
Jump Trading	Champaign	1
KIMC Investment Management	Washington DC	1
Moody's Analytics	San Francisco	1
Morgan Stanley	New York	2
PanAgora Asset Management	Boston	1
PNC	Pittsburgh	2
PPD	Wilmington, NC	1
Squarepoint Capital	New York	1
Sun Trading	Chicago	1
Transmarket Group	Chicago	1
Uber Technologies, Inc	San Francisco	1
UBS	New York	1
UBS	Shanghai	1
UBS	Hong Kong	1
Viziphi	New York	1
Wells Fargo	New York	1

Career Paths

Over the last 25 years, increased competition, advances in technology and the globalization of markets have dramatically lowered the cost and increased the speed and volume of data available for decision-making. Extensive regulation, implemented after the 2008 financial crisis, requires financial firms to better measure and control risk in their portfolios.

To prosper, bankers, traders and money managers must understand the proper use and limitations of the mathematical models on which their decision-making is based, the statistical analysis and probabilistic distributions driving economic forecasts and the management of software development necessary to implement these tools. Our students are trained to meet these industry needs.

While our graduates take varied positions in quantitative finance, the four careers paths most frequently pursued are: Sales & Trading, Financial Modeling/Strategies/Research, Quantitative Portfolio Management and Risk Management.

ØSales & Trading

ØFinancial Modeling

ØQuantitative Portfolio Management

ØRisk Management

Sales & Trading

As a market maker, your goal is to profit on the bid-ask spread, taking positions only as inventory. Your role may also be more as a speculator, taking positions with the firm’s capital in anticipation of a rise or fall in price. These trades can take place in microseconds or months.

Job titles in sales and trading include:

oAssistant Trader

oJunior Trader

oOptions Trader

oProprietary Trader

oQuant Trader

oQuantitative Trading Analyst

oRates Trading Associate

oSales and Trading Analyst

Employers in sales and trading include:

oInvestment Banks

oAkuna Capital

oChicago Trading

oSpot Trading

oSun Trading

oSusquehanna International

oTransmarket Group

oWolverine Trading

Financial Modeling / Strategies / Research

Jobs along this career path are found at sell-side banks and buy-side money managers and regulators. As a front-office quant, you will be involved with structuring, pricing and developing trading tools. As a middle-office quant, you will validate the trading and pricing models developed by the front office.

Careers in this path will leverage your knowledge in modeling, statistical analysis and software development for trading, structuring specialized securities, determining optimal execution and a myriad of other applications.

Job titles in financial modeling, strategies and research include:

oAssociate, Quantitative Analytics

oCorporate Treasury Strategist

oCredit Structuring Analyst

oDerivative Analyst

oFinancial Technology Associate

oQuantitative Strategist

oTrading Strategist

oFixed Income Strategist

Employers in financial modeling, strategies and research include:

oInvestment Banks

oAxioma

oBloomberg

oCRISIL Global Research and Analytics

oErnest & Young

oFederal Reserve

oFreddie Mac

oITG

oMurex

oStandard & Poor’s

Quantitative Portfolio Management

As a quantitative portfolio manager, you will manage the money of others (pension funds, retail investors and insurance companies) using quantitative models and invest for longer-term returns on the basis of expected movements in the value of a security, currency, commodity or related index.

You will have the opportunity to create quantitative investment strategies, often using sophisticated technology and developing fast algorithms, to make investment decisions. In this field, you will develop and implement mathematical and statistical models to parse vast data sets and exploit predictive patterns in historical data.

Job Titles in quantitative portfolio management include:

oPortfolio Management Analyst

oQuantitative Research Associate

oResearch Analyst

oInvestment Analyst

oQuantitative Analyst

Employers in quantitative portfolio management include:

oInvestment and Commercial Banks

oAQR Capital

oBlackrock

oCitadel

oMillennium Capital

oTilden Park Capital

oWellington Asset Management

oWestern Asset Management

Risk Management

The science (and art) of computing and managing the credit, operational and market risk borne by traders and portfolio managers has grown in complexity and importance since the financial crisis of 2008. Talent in this area is in great demand by financial firms and the regulators.

As a quantitative risk manager, your primary responsibilities will involve reviewing trading models, developing bank stress tests, setting position limits and sector exposures, evaluating liquidity ratios and establishing regulatory capital levels.

Job titles in risk management include:

oAVP, Franchise Risk Architecture

oAssociate, Treasury Risk

oInvestment Risk Analyst

oMarket Risk Analyst

oAVP, Asset and Liability Management

Employers in risk management include:

oInvestment and Commercial Banks

oInsurance Companies

oMortgage Companies

oHedge Funds/Mutual Funds

oPension Funds

oGovernment Regulatory Offices

MSCF Employment Statistics

We maintain a robust database of companies whose offers were accepted by our students, the positions our students have taken and the location of these positions.

RECRUITING PARTNER REPORTS:

2015 - 2016 Recruiting Partners

As of March 23, 2016 (three months after graduation) 77 of 85 (91%) MSCF students graduating in December 2015 have offers; 67 of 85 (79%) have accepted offers.

As of June 23, 2016 (six months after graduation) 82 of 85 (96%) MSCF students graduating in December 2015 have offers; 79 of 85 (93%) have accepted offers.

Company	Position Accepted	Location
3i Capital Group	Quantitative Researcher	Boston
Akuna Capital	Jr Trader	Chicago
AQR Capital	Portfolio Management Analyst	Greenwich, CT
AQR Capital	Quant Research Analyst	Greenwich, CT
AQR Capital	Portfolio Management Analyst	Greenwich, CT
Bank of America Merrill Lynch	Sales and Trading Analyst	New York
Bank of America Merrill Lynch	Analyst	New York
Bank of New York Mellon	Junior Risk Analyst	New York
Barclays Capital	Analyst, Global Markets	Singapore
BlackRock, Inc.	Analyst	San Francisco
BNP Paribas	FullTime Trading Analyst	New York
BNP Paribas	Analyst	New York
BNY Mellon	Quantitative Risk Analyst	New York
Capula Investment Management	Quantitative Trader	Hong Kong
Citadel Investment Group L.L.C.	Financial Software Engineer	Chicago
Citi	Quant Associate	New York
Citi Hong Kong	Markets Analyst	Hong Kong
Citigroup Inc.	Trader; Derivatives Markets	Minnetonka, MN
Citigroup Inc.	Associate	New York
Citigroup Inc.	Quantitative Analyst	New York
Citigroup Inc.	Quantitative Analyst	New York
Citigroup Inc.	Analyst STQA Program	New York
Credit Suisse	Associate	New York
CRISIL Global Research and Analytics	Quant Analyst	Chicago
Deutsche Bank	Structured Credit Analyst	New York
Deutsche Bank AG	Sales and Trading Analyst	Hong Kong
Deutsche Bank AG	Analyst	New York
Financial Supervisory Service (Financial Authority of Korea)	Senior Manager - Asset Management Supervision Team	Seoul
Freddie Mac	Senior Financial Analyst Econ Modeling	McLean, VA
Goldman Sachs & Co.	Associate	New York
Goldman Sachs & Co.	Strats	Hong Kong
Goldman Sachs & Co.	Strats	Hong Kong
Goldman Sachs & Co.	Analyst - Equity	Hong Kong
Goldman Sachs & Co.	Associate - FX Options Trading Strategist	New York
Goldman Sachs & Co.	Associate	New York
Goldman Sachs & Co.	Market Risk Analyst	New York
Goldman Sachs & Co.	Strat Analyst - IBD	New York
Goldman Sachs & Co.	Associate	New York
Goldman Sachs & Co.	Analyst Strategist	New York
Goldman Sachs & Co.	Senior Analyst	New York
Goldman Sachs & Co.	Analyst	Singapore
Guangfa Fund	Assistant Portfolio Manager	Greenwich, CT
Intercontinental Exchange	Financial Engineer	Atlanta
ITG	Quantitative Analyst	New York
JPMorgan Chase & Co.	Strategic Solutions Group	Hong Kong
JPMorgan Chase & Co.	Associate, Quantitative Research	Hong Kong
JPMorgan Chase & Co.	Professional-Exempt of Structuring - SSG	Hong Kong
JPMorgan Chase & Co.	Market Risk Analyst	New York
JPMorgan Chase & Co.	Associate, Quantitative Research	New York
JPMorgan Chase & Co.	Associate in Model Risk and Development	New York
JPMorgan Chase & Co.	Automated Trading Strategist	New York
JPMorgan Chase & Co.	Quantitative Research Associate	New York
JPMorgan Chase & Co.	Associate - CIB VAR Methodology & Risk	New York
KCG	Quant Trader	Chicago
MANA Partners	Quant Developer	New York
Moody's Analytics	Quantitative Risk Advisory Associate	New York
Morgan Stanley	Analyst	Hong Kong
Morgan Stanley	MS FX Etrading Strat Analyst	New York
Ned Davis Research	Research Analyst	Sarasota, FL
PNC Financial Services	Quantitative Analytics and Model Development Analyst	Pittsburgh
Prudential Financial	Investment Analyst Model Risk	Newark, NJ
QMS Capital Management	Quantitative Researcher	Durham, NC
Quantitative Brokers	Quant Analyst	New York
RGM Advisors, LLC	Quantitative Researcher	Austin, TX
Scotiabank	Sales and Trading Analyst	Toronto
State Street Corp.	State Street Associates - Quant Research	Boston
Symmetry Investments	Trading Analyst	Hong Kong
The MathWorks Inc	Software Engineer	Natick, MA
Tradelink, LLC	Quant Developer	Chicago
Transmarket Group	Relative Value Arbitrage Trader	Chicago
Trexquant Investment	Trading Strategist	Stamford
UBS AG	Equity Exotics Trading Analyst	New York
UBS AG	Equity Options Trader	New York
Volant Trading	Trading Analyst	New York
Voya Investment Management	Quantitative Analyst	Atlanta
Washington Square Technologies	Quantitative Developer	New York
Wellington Management Company, LLP	Portfolio Analyst	Boston
WorldQuant, LLC	Quantitative Research	Beijing
XR Trading	Trader	Chicago