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UW M.S. Computational Finance & Risk Management
  • 🎓Master of Science in Computational Finance & Risk Management
  • 📈RESEARCH
    • 🎓Graduate Thesis
  • đŸ™ī¸Outside the Classroom
    • đŸĸParametric Fellowship
    • đŸ–Ĩī¸Algorithmic Trading @ University of Washington
    • âš–ī¸Graduate and Professional Student Senate
    • đŸ›Šī¸Husky Flying Club
    • đŸ–Ĩī¸IMC Prosperity
  • đŸ–Ĩī¸WorldQuant IQC
  • 📈OVERVIEW
    • âŒ¨ī¸MS-CFRM
  • 📈First Quarter
    • 1ī¸âƒŖCFRM 501: Investment Science
    • 1ī¸âƒŖCFRM 504: Options & Other Derivatives
    • 1ī¸âƒŖCFRM 506: Financial Data Analysis
  • 📈Second Quarter
    • 2ī¸âƒŖCFRM 502: Financial Data Science
    • 2ī¸âƒŖCFRM 505: Monte Carlo Methods in FInance
    • 2ī¸âƒŖCFRM 540: Risk in Financial Institutions
  • 📈Third Quarter
    • 3ī¸âƒŖCFRM 503: Asset Allocation & Portfolio Management
    • 3ī¸âƒŖCFRM 509: Ethics in the Finance Profession
    • 3ī¸âƒŖCFRM 521: Machine Learning in Finance
    • 3ī¸âƒŖCFRM 523: Advanced Trading Systems
    • 3ī¸âƒŖCFRM 532: Endowment & Institutional Investment Management
  • 📈FOURTH QUARTER
    • 4ī¸âƒŖCFRM 542: Credit Risk Management
  • 📎EXTRAS
    • đŸ–ŧī¸Gallery
    • 📔Guest Book
    • Website
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  1. EXTRAS

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PreviousCFRM 542: Credit Risk ManagementNextGuest Book

Last updated 27 days ago

Thoughts

The description of our program claims that it addresses the demand in the financial services profession for advanced quantitative and computational finance skills. I’d argue it demands that you address these advanced quantitative advanced and computational finance skills. The only limiting factor, inevitably an enemy to us all, is time. While the program is structured for completion within four quarters (UW has three academic terms per school year) the brisk pace and structure really makes you feel the rigor of each course. You really need to spend a substantial amount of time outside of the classroom. As my thesis advisor put it, you can't time inspiration, yet the midterm is after five weeks, and the final exam is after ten. You need to master the material within ten weeks, however long that takes you outside of the course.

Admittedly I came into the program with a myriad of commitments outside of the classroom, and came to truly understand what it meant to be stretched thin. As arduous as the classwork feels like day in and day out, I’m having too much fun with what I’m learning.

That outtro paragraph felt too high-brow and verbose. TL:DR this stuff is pretty fun.

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đŸ–ŧī¸
The home away from home away from home.
Picture day.
CFA Society Dinner.
The nights leading up to our CFRM 505 final.
I've given a few presentations at conferences and career panels along the way.
2025 CFA Society Seattle Forecast Dinner,