End of year studying conclusion

So the last exam was today. Me writing this post to list out what I have learned academically in my third year at college. Plan for the fourth year.

1. September starts with my whole heart set for Stochastic Calculus. Me was attending Master of Financial Mathematics classes at WPI (Worcester Polytechnique Institute) before going to LSE. There is this dude Blais who teaches really well the course that based on the book Stochastic Calculus for Finance by Steven Shreve. It was my bible. I was passionate about Measure Theory, about Probability Theory, and then Stochastic Calculus. The hallmark of my first semester is my dream of becoming a quant in derivative pricing. Someone like Emanuel Derman. This affects the choice of my courses, I was almost all-in in the field. FM320 Quantitative Finance, ST302 Stochastic Processes, ST330 Stochastic Methods in Finance all have something to do with Brownian motions and such.

One exotic beauty of Fall semester was the Complex Analysis course, where me have a lot of interesting talk with the lecture. If a function is differentiable infinitely many times, does that mean it has a Taylor expansion? The set of analytical function how big is it? Beautiful math course.

Number one choice for career of course was Quant team of Goldman Sachs. Career role model: Emanuel Derman.

2. Second semester starts with me failing the GS interview for a structuring quant position, which exhausted my dream of becoming a pricing quant. Then it starts to change when me talked to my Time Series professor, who assured me that in the finance world, everything is data driven. I gradually change focus into data. Then there is these interviews at Avantium which confirms me that econometrics was important. At the middle of the semester is when I discovered yet another world of quant: quant trader who sounds even cooler. Focus is gradually shifted to the field of quant trading. ST304 Time Series was taken with care.

Me also attended 4 graduate courses for Master of Financial Maths at LSE to see what is "up" there for quant. MA417 was interesting as I learned C++. MA416 was theoretical just like Black-Scholes but in multivariate setting. Then there was ST4xx Markov chain that was almost impossible to understand. And finally FM413 Fixed Income, which is practical and arrogant, exactly the spirit of finance at LSE. The official courses that me was taking ST330 and FM320 deals with stochastic calculus in this semester was quite straightforward as I spent way too much time on it already. And finally MA208 which I treated badly.

Ideal job for this semester has changed to quant trader at Rentec. Career role model: James Simon.

3. In short, first semester was all about derivative pricing quant, second semester was all about quant trader. This summer will be a lot about quant trader for sure, ending up a year of quant quant quant. Next year focus will shift to pure math. Algebra, number theory whatever wait up I'm coming.