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Found 2 results

  1. 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.
  2. Hi guys, this is about LOR strategy in the math/stat space, and I thought it might be helpful to have my profile attached as well. I wanted to know what the best strategies for getting letters of recommendations are. While I have been through the LOR process for the masters applications, I wanted to take a more nuanced approach this cycle. As mentioned previously, I have 1 professor (call him professor X) from my masters program with whom I took 2 classes with and we are currently working on 2 research topics, one on time series and one on COVID data analysis. Another professor (call him professor Y), I have also taken 2 classes with: in mathematical stats and survival analysis. I am hoping to receive good letters from them, but what should I ask them to emphasize on (or what is an appropriate way to ask them to talk about my research/math ability)? My plan is the following: Professor X: ask to speak to my research ability Professor Y: ask to speak to my mathematical stats ability - i have discussed with him some research methodology (regarding the work with professor X) but not extensively I have three more professors I am considering, a marketing professor from my undergrad with whom I did some text analysis with (call him Professor Q, and wrote my letter for my masters application), a stats professor from my grad program with whom I got an A in his multivariate stats class (call him professor R), and my real analysis professor (call him Professor S, who is a math lecturer at Harvard). Professor Q: really nice guy, think he will write a letter that speaks to research and data analysis ability, like he did before Professor R: unsure - I also spoke a little about potential research in multivariate stats with him (nothing became of it), probably an average recommendation along the lines of "good at linear algebra/math" Professor S: lecturer at Harvard, found one of his letters online and seemed to be rather uninformative (student scored 98% on exam 1 etc..., we covered materials XYZ from textbook by Professor so and so.) My questions really can be summed up as the following: What type of letters should I aim for? Should they say how good of a student I am, or how good of a researcher I am? Should I even consider professors R or S, since their letters are anticipated to be pretty average? It seems like a no-brainer, that I should ask professor Q, since he can speak to my research ability, but will the fact that he's from the marketing department somehow make what he has to say about me weigh a little "less?" What is the most appropriate way to ask a professor to write about, say, research ability, or math ability? I'd appreciate any advice on LOR strategy
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