Quentin Wu

Why did you choose Columbia Business School and the MSFE program? What differentiated the program from others?

The MSFE is a highly selective program, which gives it a good reputation in the job market. I had already studied financial economics as an undergraduate, but saw this as a great opportunity to give me a further edge in the job market by studying in a graduate program with exclusive PhD-level academic courses.

Students in the MSFE program are also allowed to take MBA courses in the Business School as well as courses from other Columbia master’s programs. Since Columbia offers many strong finance-related programs, I was able to take advantage of this opportunity and take on more industry-oriented courses from other programs.

How would you describe the culture of the MSFE program?

Personally speaking, as our program is highly selective (about 20 students per year), the students are also of high-caliber. Given the small class size, my classmates and I became really close. We worked hard and played hard as a team. The overall peer environment and support from my classmates motivated me to push myself further. Thanks to this program, I made some lifelong friendships.

Favorite class or professor and why?

My favorite class is the Electronic Trading in Modern Limit Order Book Markets with Professor Costis Maglaras. This course provided an overview of the practical reality of electronic trading and its relevant literatures. It also provided us an opportunity to gain hands-on experience with constructing a highly automated investment system from scratch. Generally, this course would be very valuable for candidates in the quantitative investment industry.

How did the expertise of your professors enhance your learning experience?

I took a few courses with Professor Wei Jiang in the MSFE program. Her expertise in finance and economics, as well as her professionalism and pursuit of academic excellence, had a great influence on me. Similar to my background, she was once an undergraduate student in China. She has had many great academic achievements, and her experience motivates me to set a higher standard for both my study and work.

What is it like going to business school in New York City? What are the advantages?
The advantage of going to a business school in New York City is that it makes networking, finding information, and opportunities much easier.