I posted this thread two and a half years ago....I would like to share some update
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Thanks to the guidance and encouragement I received on this forum, I was able to overcome my fear and take up
Python programming wholeheartedly. I started out with MOOCs and online forums such as codechef and hackerrank. In about six months I felt confident enough to pick up
Python books and participate in coding competitions. I managed to break into the final round of a prestigious coding competition in my country and ended up with a rank in top 3 percentile. I even got a small reward (less than $30 worth) which I deeply cherished nonetheless as it was my first earning from coding anything.
Massively buoyed by these small successes, I started looking for quant based roles within my organization but could not crack the interviews or failed to convince the recruiters that I am truly committed to this difficult shift at this stage of my career. However, I somehow managed to keep myself motivated and continued to delve into programming. During this time, I created a stackoverflow account and started helping newbie programmers. Debugging codes posted by users and answering their questions was the best learning experience for me. The up-votes and badges received in stackoverflow released more dopamine than what a friend request from a random chick did during my Orkut days. I also started preparing for quant roles seriously. The book
Python for Finance by Yves Hilpisch was pretty helpful in this regard as it taught me build derivative pricing models using
Python.
Almost 18 months after I started learning programming I managed to get an offer from the model validation team of a target bank. The work is not exactly what one would term as the bleeding edge of finance but it gives me enough exposure to the pricing models of the bank and has also allowed me to build some simpler models (mostly non option vanilla stuff). Since most of the legacy code is in
C++, I am now learning
C++ as well which is so much more manageable now that I am conversant in one OOP language. Outside my work, I also build backtesting models for semi automated trading strategies which I picked up from algo trading forums such as Quantopian and Quantiacs.
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This is not a bragging post (can't be bragging because I am still nowhere close to claiming expert knowledge in programming). This is just to reassure folks who may be dithering to take that first step that learning programming is a lot easier than what it is thought to be. There has never been a time more conducive to learning programming as high quality material in available to anyone who cares to look for it. I started programming at 32 and was able to switch career at 33 so anyone can do it. And trust me when I say that more than opening new career avenues, the knowledge of programming truly empowers you.