I am looking for a program that involves Mathemaics and business and I have seen that Princeton and Carnegie Melon offer Engineering Degrees for Financial Engineering. I was wondering if there was anything similar to that, such as quantitative finance, in Wharton or in another school in Penn? I wad thinking I would want to be a quant in the future and what would be the best concentration at Penn for that?
Thanks!
You’d probably be best off doing a finance concentration with classes like FNCE 206 (Financial Derivatives), 235 (Fixed Income), 392 (Financial Engineering), 394 (Managing Fixed Income Portfolios) and some others. There’s also a new .5 credit course, FNCE 385 (Fin Tech), coming out in the fall that would be interesting to someone like you. Also, classes outside the FNCE department like OIDD 353 (Mathematical Modeling and its Applications in Finance) would be good for someone like you. These are just a few of many courses you can take to become a quant (while not as popular as going into banking/corporate finance, Wharton/Penn Engineering produces a good amount of quants each year). Upper level stat courses and CIS 520 (Machine Learning) are also popular among students who want to become quants.
You can always do a minor or even major in Mathematics outside of Wharton.
You would be best served as a math, physics, or computer science major and with taking relevant Wharton classes extracurricularly.