Paul Bouchey

As managing director of research for a large quantitative asset manager, I began in the UW CompFin program with a three-quarter certificate sequence of courses during 2010-11. Based on my satisfaction with the courses and instructors I did not hesitate to continue with the MS degree in Computational Finance and Risk Management. I especially appreciated the depth of the mathematical instruction—you can't get this level of understanding through self-study, the CFA, or through on-the-job training. The MS in Computational Finance and Risk Management at the UW has the Applied Mathematics department as its home, and consequently provides a very strong foundation in the statistical and analytical concepts of quantitative finance. However, the ability to solve a partial differential equation or derive the Black-Scholes model alone won't land you a job or help you keep it. What this program does to help prepare students for a successful career in quantitative finance is create a solid link between theory and practice.  It accomplishes this through a focus on R programming, a specific course on electronic trading, and through the faculty—which are a healthy mix of academics with industry experience and leading industry professionals contributing their knowledge and experience as Affiliate Instructors.

 

Paul Bouchey, Managing Director – Research
Parametric Portfolio Associates