How much C++ knowledge does an entry level quant developer need?

[couloircarver]

Hi everyone, I just joined this forum and spent the last few hours reading through the threads on quantitative developers. I didn't find any that answers this question, so thought I'd post it in case anyone else was curious.

I currently work as a web developer at an internet company and do scripting with perl, javascript, html, css, xml/xsl. I've always been interested in finance and decided that working as a quant developer would be an interesting and lucrative career and the transition wouldn't be as tough as a magazine editor trying to work in finance. I've been teaching myself C++ for the past year using textbooks, online tutorials, c++ forums, etc.

My question is how much C++ knowledge does an entry-level quant developer need?

Since C++ is a difficult programming language to learn and master, how much knowledge is required for an entry-level quant? Is a solid intermediate level of mastery sufficient (eg, STL, multiset operations, etc.)? I've seen posts on Dice.com looking for C++ programmers with 1 - 2 years of experience, so was under the impression that an intermediate level of knowledge might be enough to get one's foot in the door...

Thanks any thoughts on this!

 

[Eugene Krel]

You need to know enough to pass the interview and then you need to know enough to keep the job.

 

[couloircarver]

You need to know enough to pass the interview and then you need to know enough to keep the job.

Where can you get information about how to pass the interview?

 

[Eugene Krel]

The search function is a good place to start.

 

[couloircarver]

The search function is a good place to start.

I did Google this but didn't come up with anything very helpful. Was wondering if anyone knows of good sites with information on the level of C++ needed to pass a quant developer interview?

 

[Andy Nguyen]

I believe Eugene meant search on this site, not google.
To start you off, take a look at this list
Master reading list for Quants, MFE - QuantNetwork - Financial Engineering Forum
The free guides at the top have a list of C++ questions, topics often asked during interview
Then C++ quant interview questions - QuantNetwork - Financial Engineering Forum
D.E Shaw interview questions - QuantNetwork - Financial Engineering Forum

If you can answer all of these questions correctly, you have the answer.

 

[senoz]

Was wondering if anyone knows of good sites with information on the level of C++ needed to pass a quant developer interview?

You found the right place.

 

[couloircarver]

I believe Eugene meant search on this site, not google.
To start you off, take a look at this list
Master reading list for Quants, MFE - QuantNetwork - Financial Engineering Forum
The free guides at the top have a list of C++ questions, topics often asked during interview
Then C++ quant interview questions - QuantNetwork - Financial Engineering Forum
D.E Shaw interview questions - QuantNetwork - Financial Engineering Forum

If you can answer all of these questions correctly, you have the answer.

Cool, thanks for the resources!

 

[elliot]

Where can you get information about how to pass the interview?

You must know at least the topics covered in Effective C++
http://www.amazon.com/Effective-Specific-Improve-Programs-Designs/dp/0321334876/ref=dp_ob_title_bk

 

[wildcolor]

One of my friend is working as a quant. But his background is really Math. He barely knew programming before he got his offer. In the interview, the interviewer asked him many math and brain teaser questions.

But, your background seems to be computing. I suppose not only you need a very solid programming knowledge to apply the quant positions, but deep understanding of computing theories, like algorithms, computer architectures, etc. I think these would be potential questions for candidates who are from a computing background.

Hi everyone, I just joined this forum and spent the last few hours reading through the threads on quantitative developers. I didn't find any that answers this question, so thought I'd post it in case anyone else was curious.

I currently work as a web developer at an internet company and do scripting with perl, javascript, html, css, xml/xsl. I've always been interested in finance and decided that working as a quant developer would be an interesting and lucrative career and the transition wouldn't be as tough as a magazine editor trying to work in finance. I've been teaching myself C++ for the past year using textbooks, online tutorials, c++ forums, etc.

My question is how much C++ knowledge does an entry-level quant developer need?

Since C++ is a difficult programming language to learn and master, how much knowledge is required for an entry-level quant? Is a solid intermediate level of mastery sufficient (eg, STL, multiset operations, etc.)? I've seen posts on Dice.com looking for C++ programmers with 1 - 2 years of experience, so was under the impression that an intermediate level of knowledge might be enough to get one's foot in the door...

Thanks any thoughts on this!