Student profile: Computational Math Leads to Career in Finance Xiaolu Sun started the Waterloo Master’s program in Computational Mathematics in September 2009, after obtaining an undergraduate degree in Engineering from the University of Toronto. He studies Computational Mathematics to prepare for a career in Finance. Less than halfway through the program, he was hired by J.P.Morgan for their investment banking operations and technology department based in Hong Kong. He was selected after five rounds of interviews and tests from a large pool of highly qualified applicants, many of which were enrolled in specialized Finance programs. A major reason why Xiaolu was chosen is because of his advanced mathematical modeling and computing skills, which are critical for today’s Finance applications, and lie at the core of Waterloo’s Master’s program in Computational Mathematics.

The new Master’s in Computational Mathematics offered at Waterloo’s Faculty of Mathematics is an intensive, one year program that gives students a foundation in the theory and applications of the broad field of Computational Mathematics.

This new program started in the Fall of 2008, and the first class graduated in August 2009.

The program is targeted to students with a bachelor’s degree in mathematics, statistics, or computer science, or in another program with a strong mathematical component including economics, engineering and any of the physical sciences. This challenging program will provide excellent students a fast track to Phd studies or to an exciting job in technology, finance, biomedical applications, research labs, etc.

In addition to six graduate courses, students complete a one-term supervised research project in an area of Computational Mathematics of their choice.

An important feature of the Waterloo Master’s in Computational Mathematics program is it's breadth.

Four out of the six courses are chosen from a list of five core course in Computational Mathematics. The core areas include discrete computational mathematics, numerical methods, computational statistics and machine learning, scientific computing, and computational optimization. The two remaining courses are chosen from a large list of suggested graduate courses offered by the various departments and schools housed within the Faculty of Mathematics.

Potential research project areas include

• computational finance
• biomedical image processing
• computational fluid dynamics
• cryptography
• data mining
• computer algebra
• operations research
• etc.

See here for a list of potential research supervisors and their areas of interest.

Graduates typically go on to PhD studies in an area of Computational Mathematics, or find jobs in any of the increasingly many sectors in which quantitative modeling on computers is important. For example, graduates have found jobs in companies like JPMorgan, Accenture, BMO TD and OpenText. Companies or institutions like MorganStanley, Google, Merck Research Labs, the Communications Security Establishment Canada and many others frequently express interest in our graduates. For more background information on careers in computational mathematics, see this SIAM brochure from the Society of Industrial and Applied Mathematics (SIAM).

For more information, contact:

The Centre for Computational Mathematics in Industry and Commerce
University of Waterloo
200 University Avenue West
Waterloo, Ontario, Canada N2L 3G1
519 888 4567

contact us | | http://www.math.uwaterloo.ca/ComputationalMathematics