What are the best fields for a C++ person?

[BlasterBates]

I am a C+ contractorw working in banking, if you have C++ there seem to be two different types of bank contracts available:

On Windows with MFC for legacy systems. Most of these are being taken over by C# and WPF/Silverlite.

On Linux doing low level data transfer. These are hardcore (in many cases almost using purely C) optimised data transfer systems.

Competition is ferocious for both types of job.

I see quite a few of these jobs on risk and pricing systems:


C++, Risk, Pricing, Quant, Banking job - City Of London - February-14-2012 (Cv0sR)

[d000hg]

I see quite a few of these jobs on risk and pricing systems:


C++, Risk, Pricing, Quant, Banking job - City Of London - February-14-2012 (Cv0sR)

That job description makes it sound like a semi entry-level role in that specific field... but at £600/day surely you'd be applying against experienced quants?

[BlasterBates]

That job description makes it sound like a semi entry-level role in that specific field... but at £600/day surely you'd be applying against experienced quants?

Indeed, though they will expect you to be either very hot on statistics or derivatives, and hot in C++; so this isn't a junior role, it is still a senior role.

But this would be the ideal role for a C++ programmer whose been doing statistics not in IB's.

But, indeed, shows that "I read a book about it" would suffice for this role.

You will be up against quant devs, but they'll give you an objective interview, doesn't matter how brilliant your CV looks, if you can't answer their questions you won't get in. So if you're prepared to gen up I don't see why you couldn't pip the odd experienced quant dev at the post. Just as an example maybe a quant dev may have been converting trade messages into the risk system, whereas a statistician has been doing monte-carlo methods for a pharmaceutical company. The monte-carlo guy would walk it.

[MyUserName]

I see quite a few of these jobs on risk and pricing systems:


C++, Risk, Pricing, Quant, Banking job - City Of London - February-14-2012 (Cv0sR)

Ah yes possibly, good point - I have never looked at quant roles, I do not have the background.