MSc in Mathematical and Computational Finance - Alumni profiles
Quantitative Analyst at Nomura International
MSc MCF 2009
"When I joined the MSc MCF at Oxford, I had already worked two years as a Quant. This MSc was an unique opportunity to strengthen and broaden my knowledge in mathematical finance.
FX Desk Quant at Morgan Stanley
MSc MCF 2010
"The Oxford brand gives people a sense of trust that you can take on whatever is put in front of you. The program's rigorous approach to mathematical finance problems not only helped me get through bank interviews but also make my day-to-day job much easier."
Quant Analyst at JP Morgan, formerly DPhil student at the University of Oxford
MSc MCF 2009
"I graduated from the MScMCF class of 2009. The courses were well structured with extensive homework and gave me essential technical skills that helped me secure an offer for a quant associate summer internship at Barclays Capital.
Quant trader at Barclays Capital, formerly at J.P. Morgan and Goldman Sachs
MSc MCF 2010
"The MSCMCF is successful in terms of both depth and width: all components of the course are very demanding -- they dig deep enough to let you digest the concepts and techniques thoroughly; there are various optional components to choose from, and that gives you the flexibility upon graduation to take up either a classic role as a derivative quant/trader or other roles like an algorithmic trading quant, which is what I finally turned into.
MSc MCF 2010
"In many ways, the curriculum of the MScMCF takes you to the cutting edge of modern financial research. When writing your dissertation, you will be working on small pieces of original research under the supervision of world-leading experts. The exposure to the open issues in the field motivated me to pursue further independent study and research as a PhD student.
"This MSc definitely made a significant contribution to me geting a job quickly after graduation despite a tough environment."
PhD student at McGill University, formerly Quantitative Credit Risk Analyst at EDF Trading
MSc MCF 2011
"The MSc MCF is perfectly structured in three main aspects: mathematical essentials; financial markets; and numerical methods.
DPhil student at The Mathematical Institute, Oxford University
MSc MCF 2015
"This MScMCF helped me build not only skills in maths finance for going to the industry, but also provide me with a solid foundation to further continue my DPhil studies. The materials are well adjusted to the current trend in the quant world, and the courses are well balanced between theory and practice. The dissertation project in the Trinity term gave me such an excellent opportunity to work with my supervisor. I enjoyed it very much, and thus I continued my studies."
- MSc student at Imperial College London,
- Formerly Quantitative Developer at Citadel Securities
- Formerly DPhil Student at the University of Oxford’s Mathematical Institute (InFoMM CDT).
MSc MCF 2016
"I graduated from the MSc in 2016, previously having done a masters in physics. I was unsure if I wanted to pursue a career or a PhD, and the MSc was ideal for preparing me for either. The syllabus was strong on both the theory and practical side, requiring large amounts of programming. The research projects at the end were a great opportunity to focus on the more interesting topics.
During the MSc I interned at Man AHL working in fixed income and data innovations, for which the MSc provided a good base of knowledge both in theory and practical skills.
Since the MSc I completed a DPhil at Oxford in applied mathematics focusing on stochastic simulation techniques, and was involved in teaching subsequent MSc MCF cohorts. After completing the DPhil, I worked at Citadel Securities as a quantitative developer in their advanced scientific computing team. Currently I am undertaking an MSc in Advanced Computing at Imperial College London.
The main strengths of the course are the introduction to stochastic calculus, applications in derivative pricing and LIBOR models, and teaching C++ programming skills and effective programming practices."
DPhil student at Mathematical Institute, University of Oxford
The MSc in Mathematical and Computational Finance has helped me to develop essential mathematical finance and programming skill required for both industry jobs and academic research in quantitive finance. The course is well-structured and strong on both theoretical and practical sides. The MSc dissertation in the last term (which can also be done in conjunction with an industry internship) provided students with a great opportunity to dive deeper into an interesting topic in mathematical finance under guidance from one of the faculty members, while gaining research and/or industry experience.
After completing the MSc program in 2021, I worked at Goldman Sachs and JP Morgan, before returning to do DPhil in Mathematical Finance (CDT in Mathematics of Random System).