February 24th, 2004, 6:26 pm
Good day to all rocket scientists, practitioners, kung fu masters, headhunters, number crunchers and fellow applicants.I am currently doing a MSc in financial engineering and will be graduating in 2005 april.As such I am thinking of doing a Phd in finance focusing on the quantitative aspect.I have a few questions to ask our esteemed readers.i) What are the chances of getting into the Phd programs of the following,1) Insead2) Zurich3) Cass4) LBS ( not very quant though)ii) After getting into them am i able to find job as a junior quant/ risk manager/ investment banker from a probabilistic point of view. Here could the faculty members, head hunters and black belt practitioners toss your two cent worth?ii) What is their reputation for Phd in finance given that they are giants/titans when it comes to MBA for Insead and LBS.iii) I am thinking of taking more mathematical stuff likea) complex / real / functional analysisb) probability theoryc) martingale, sde, spde e) lie algebra and some pdef) tensor analysis, differential manifoldsfor interest sake. My question is with all these mathematics are they relevant? or is it better I spend some time picking up C++?iv) My undergrad result wasn't spectacular, had a gpa of 3 overall but 3.5 for mathematics and I did some hardcore pure maths for undergrad but my grads were pulled down coz I had to take some other modules. As such would it affect my application? I hope to obtain a 3.6 - 3. 8 GPA for my Masters. I am quite keen to do a Phd.v) I have been thinking of working on incorporating the ideas of geodesics into finance but this may be a bit unrealistic.Finally I would like to thank you all for taking the time to read through this and thank you for your replies.