I don't know much about Financial Engineering, but most business fields value experience the most, with degrees being a way to get your foot in the door. Startu

I don't know much about Financial Engineering, but most business fields value experience the most, with degrees being a way to get your foot in the door. Startups are much more flexible, and probably provide a better opportunity for someone who's self taught. I don't think you're going to get very far in GE or McKinsey with a Do It Yourself MBA. If you're trying to get in on the startup scene, launching a business of some sort, even if it fails, will give you experience that other people will probably find valuable. If you've already been through the process of incorporating a business, dealing with lawyers and accountants, handling marketing on a small budget, etc, I'd think you'd be in pretty competitive position.