DEGREES & GPA:
MSc Mathematical & Computational Finance, University of Oxford. GPA: equivalent to 4.0, graduated joint first in the cohort
MSc Mathematics, Minor in CS, ~top 10 German university. GPA equivalent to 4.0, full marks in every exam
BSc Mathematics, Minor in Economics, ~top 10 German university. GPA equivalent to 3.8, 3rd in cohort of 50.
RELEVANT COURSEWORK ACROSS ALL DEGREES:
Linear Algebra, Advanced Linear Algebra, Algebra, Real Analysis, Complex Analysis, Fourier Analysis, Functional Analysis, Probability Theory (including measure theory), Statistics, Optimization, Numerical Analysis, ODEs, PDEs, Scientific Computing, Machine Learning, Reinforcement Learning, Stochastic Calculus, Stochastic Control, several courses in financial mathematics (stochastic volatility, mathematics of fixed income markets, numerical methods for option pricing), Monte Carlo Methods, Time Series Analysis, and some more.
RESEARCH EXPERIENCE:
MSc thesis Oxford: Worked on machine learning applications to risk management. No publication yet, but am preparing one with my professor. Got awarded a Europe wide price for the best MSc thesis in quant finance selected from 13 European quant finance programs. Will get strong letter from supervisor.
MSc thesis Germany: Thesis about Levy processes in financial math. Developed my own financial model, compared with calibration performance of standard methods. No publication from this but will get very strong letter from supervisor.
Several other smaller uni projects probably not worth mentioning
RELEVANT WORK EXPERIENCE:
Worked for two years as a quant researcher in a top tier prop trading firm. I don't know if admission committees would consider this research experience even though it technically is. I am not allowed to talk about specifics due to confidentiality.
Two other internships in quantitative risk management.
GRE:
Not taken as not required by most schools. Might take one end of November for programs with deadlines in January.
I am planning to apply to PhDs in statistics, mathematics and operations research which have groups focussing on financial applications:
Harvard Statistics
Princeton ORFE
Columbia IEOR
Columbia Statistics
UChicago Computational and Applied Maths
UChicago Statistics
Yale Applied Math (also considering stats and data science)
NYU Courant
CMU Math
Stanford MS&E
Berkely IEOR
Cornell ORIE
I am not sure whether my profile is strong enough for some of these so would be thankful for opinions.