NuclearPhynance Archive

Hi all



I'm a new member here.

I'd like to describe my past experience and rationale to go into the finance world (as a quant?) and hopefully get some feedbacks and advices from finance people who visit this forum..



I've a strong Maths background and a PhD in Physics (quantum Physics and nanotechnology, it was.. 7 years ago). I then became a compiler engineer at Intel and then moved to a start-up to do processor design and modeling. I then moved to another company in London where I am lead software engineer. So it looks like I'm doing fine Only issue is that the environment I'm in favors sloppiness when it comes to the software we design and implement. I'm trying to push my colleagues to have more robust designs, to improve the level of abstraction to write better code... I became very interested in functional programming (Haskell and ML are fine languages) few years ago. But in the embedded world, all is done in poorly-designed C/C++, an this is unlikely to change anytime soon.



As I enjoy programming, I'd like to find a new opportunity where to use my programming skills -- and my brain a lot more. To become a quant is attractive as I could start by leveraging my C/C++ skills -- my programming skills extend well beyond that, but I'm not sure Haskell is going to be that useful! -- and then maybe move to a finance-related modeling role after a few years. One question remains though -- is getting into a finance institution easy with my experience. I know fresh graduates get in. I have a very limited background in finance (I read a few finance books by interest -- the Hull for instance -- and I'll read more), even though I do some trading myself. I'm a fast learner, I like to go out of my comfort zone and I think finance could be the place I'm looking for.



I'd be interested to hear advice about my situation from experienced finance people. Do you think I can convince a financial institution with my experience? Any feedback on my situation will be greatly appreciated.



If you are interested by my background, please let me know, it would be a good start



Best regards

g

- about embedded world and sloppy C/C++, you mean things like allocating dynamic memory that is never released with the rationale that "who cares about deleting that pointer, anyways the device will normally be reset long before it runs out of mem" ?



- There is at least one fund (Jane Street Capital) which likes functional languages. Search about it her. There were some old threads about them. They also have a website.

Feel free to give me a shout.

- About embedded world: memory leak is the canonical example indeed. But basically, there is no real design in what we do. Lots of engineers basically make and fix bugs -- that's how they make a good living, since our customers pay.. The new multicore architectures raise some interesting problems from a software point of view. But no way we can have a proactive approach here -- we still use the sync paradigms devised in the 70s.

It's possible to write very good code in C/C++, but this require a bit of conceptual thinking sometimes -- and very good people. I won't be pigeonholed in this kind of environment for 20 more years



- I've heard of Jane Street as they contribute to some FP projects. Unfortunately they are based in NY I think. But I plan to contact them once I've got more insight into what the job really is about.



- sasquatch. Will do next week. Thanks.



g