Quant programming career

[CrazyRobot]

Hi everyone! This place is very lovely. I am a programmer in an Asian city and really want to get involved in quant programming.

I have a computer degree, average programming skill and experience with Java, C#, C++ but not related to finance. I have been worked for few years after graduated.

What should I do?

 

[Tsotne]

Hi! I am in exactly the same situation but the only difference is that I have finance degree rather than programming. Currently working on C++/C#/SQL (mainly). I think we both should seek the opportunity to switch to quantitative programming. I have quite good experience with quantitative programming but not working one. My advice would be to search programming jobs at financial institutions (as I do).

Best

 

[didje]

Hi !

I'm in the same situation as CrazyRobot. I'm currently a programmer with experience in Java, C, C++ (which I really like). I've also begin to read the "bible" from John Hull (Futures, Options, & Other derivatives). I'm currently seeking for interesting books in mathematics used in finance.

Cheers!

 

[DominiConnor]

The languages used in quant work are (in order ) C++, VB, C#, Python, SQL, Perl, then Java, though I begin to suspect that F# has overtaken Java.

You need to be good at C++
That means reading the Sutter books and the Duffy books and mastering them.

As well as being a headhunter, I teach quant programming on the CQF, and have to say that Hull may be an OK place to start, there is a long road.
You need numerical methods, threading, and almost certainly a heavy duty math refresher.