Drawing on autobiographical essays written by master's students in mathematics preparing to become teachers, we investigate what mathematical identity these students articulate and how. By means of a discursive thematic analysis centered on the notion of ascesis, we show that the participants' identity revolves around a characterization of mathematics as a challenging, useful, and comforting activity or knowledge, which is however regarded negatively by others. Indeed, mathematics is described as a uniquely challenging activity which requires an increasingly demanding self-discipline. Moreover, mathematics is depicted as a variously useful form of knowledge which is additionally capable to offer comfort to those who engage with it. However, the participants often remark that other people regard mathematics negatively, a fact explained by stressing others' inability or unwillingness to understand or appreciate mathematics' inherent positive features. This sets the boundary of an ideal club of math enthusiasts whose elitist membership is regulated in terms of acceptance or refusal of its constitutive values. Belonging to the club as well as proselytizing in order to recruit new members appears to be central to the participants' mathematical identity.