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Another extra note is that you will often use query languages when you interface or query databases. The most common language is SQL and there are different flavors of SQL (MySQL, Oracle, SQL Server).
Very good tutorials for SQL are on the web and the basic usage is fairly straightforward however there are some more advanced nuances to database management.
Thanks, Jose. Just one more question -- are the jobs where you use C++/VBA/SQL fairly disjoint or are you likely to be using 2/all 3 in the same position in quant finance?