Master's in Financial Engineering Program


Employment & Internship Report (2004-2005)


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Full-Time Statistics




Internship Statistics




Updated September 22, 2005


Full-Time Positions (Types)


ABS Analyst, Trading
Analyst
Assistant Vice President, Structured Finance
Associate , Asia ex-Japan Equities
Associate
Associate, Capital Markets
Associate, Client Service
Associate, Fixed Income Quantitative Research
Associate, Fixed Income
Associate, Fixed Income
Associate, Global Research and Economic Dept, Wealth Management
Associate, Interest Rate Trading
Associate, Quantitative Credit Research
Associate, Sales & Trading
AVP Quantitative Finance, Enterprise Credit Risk
Contractor FI trader/PM,
Credit Modeling Analyst, Credit Risk / Reporting
Director
Engineer, Reinsurance
Entrepreneur
Financial Engineer
Financial Engineer, Analytics
Graduate Trainee, Debt Capital Market
Junior Portfolio Manager, Fixed Income Portfolio Solutions
Portfolio Manager, Asset Allocations, Global Market Index Group
Portfolio Manager, Fixed Income
Quantitative Analyst
Quantitative Analyst, Asset Management
Quantitative Analyst, Fixed Income, Rates, and Currency (FIRC)
Quantitative Analyst, International Investments
Quantitative Analyst, Quantitative Equities
Quantitative Research Associate , Risk Management
Research Associate, Equity & Fixed Income
Research Associate, Fixed Income Core Analytics
Risk Analyst, Credit Loss Modeling Application
Risk Management Consultant I, Credit Administration & Portfolio Management
Senior Quantitative Analyst, Treasury Dept.
Senior Associate, Corporate Value Consulting
Senior Quantitative Analyst, Portfolio Management
Strategist (Senior Analyst), FICC (Fixed Income, Credit and Commodities)
Strategy Analyst, Global Advanced Active
Instructor


2005 Full Time Companies


Amaranth
American Century Investments
Aperio Group, LLC
Bank of America
Barclays Capital
BGI
BNP Paribas
Cal State Fullerton
CIFG Services Inc.
Citigroup
CLSA
Countrywide Financial Corp
Deutsche Bank
Fannie Mae
Gifford Fong
Goldman Sachs
GSA - Global Statistical Arbitrage
Hedge Fund
Hitachi, Ltd., Japan
Intel Corporation
Investors Bank and Trust
J.P. Morgan Securities (Asia Pacific) Limited
JP Morgan Chase
Lehman Brothers
Mellon Capital Management
Merrill Lynch
Morgan Stanley
MSCI BARRA
Nephila Capital
Nomura Securities
PG&E
PIMCO
Prudential Financial
Quantal International, Inc.
Self Employed
Shinsei Bank
Standard & Poors
UBS
UBS - Hong Kong
United Capital Markets
Washington Mutual
Wells Fargo
WR Hambrecht Asset Mgt, LLC


2005 Job Functions


2005 Job Industries


2005 Job Locations




Internship Companies*


Advisor Software
Allianz Hedge Fund Partners
Barclays Bank
Barclays Global Investors (San Francisco and London)
BNP Paribas
Citigroup Global Investors (New York and Hong Kong)
Commerzbank
Deutsche Bank (Taiwan)
Dow Jones
Fair Isaac
Fitch Ratings
Fitch Risk
Gifford Fong Associates
Goldman Sachs (London)
Hedge Fund (New York) **
Hedge Fund (San Francisco) **
LECG
Lehman Brothers (New York)
Marin Capital Partners
MBIA
Mellon Capital
Mellon Capital
Moody's KMV
Morgan Stanley (New York)
MSCI/BARRA, Inc
Nicholas Applegate Capital Management
Nomura Securities
Oaktree Capital Management
PIMCO
Putnam
Quantal
RCM
Standard & Poor's
Wells Capital Management
Wells Fargo
WR Hambrecht


* Some companies had more than one MFE intern.
** Company preferred not to be listed.

Luca Barone, MFE '05
Luca Barone, MFE '05

"The theory we learned from Professor Mark Rubinstein and his colleagues deals with state-contingent claims, the elementary particles of 'nuclear financial economics'. This theory is especially useful for practitioners because it provides a production technology for duplicating the payoffs of any contingent claim by using an appropriate dynamic strategy. It can also be used to solve the inverse problem of inferring risk-neutral probabilities from the simultaneously observed prices of options and other derivatives"

Current Position:
Exotic Credit Derivatives Sales Strategist,FICC
Goldman Sachs International
London, UK