SWE transitioning to quant

[mushloom]

Hi!

I am a software engineer looking to make the transition into becoming either a quant dev or researcher. I have 3 years of experience as an SWE and did my undergrad in math and CS. I've just begun the process of studying for these roles and would love any advice on what I should be spending my time on! So far I have been/plan on taking these courses: stats with python, linear algebra and calculus for ML, calculus through data modelling and finance & quant modelling. Is there anything else I should study or not bother with? Also any insight on the interview process would be very helpful. I would love to connect with anyone who has gone down a similar path to learn more about your experience.

Thank you in advance!

 

[quantguidance]

It will largely be dependent on the type of quant role you are targeting. Quant roles are a huge spectrum ranging from very programming heavy/finance light to finance heavy. I would suggest you talk to folks who are already working as quants to get a better understanding of what they are working on, the skills involved etc.,

Coming to the interview process itself, the most important aspect of a Quant Interview would be your CV, you need to make sure you are properly thorough with that. It might not make your interview, but it can definitely break it. The skills that you would be tested on would be role dependent, but you almost always be tested on brain teasers, puzzles, algorithms, basic finance (if you claim to know it in your CV), general finance interest, probability theory, permutations and combinations etc.,

Feel free to DM me if you have any specific questions.