Learning C++ gives you a good base and will teach you how things work “under the hood.” However, this “under the hood” aspect of C++ gives it a steep learning curve. I had never used VBA until I got my job in finance. I’ve found coding in VBA relatively easy.
It might look good on resume to say you have some background in C++. I have a small section on my resume (bottom corner) that I named Professional Development & Knowledge. I put down some of the programming classes I’ve taken, and I’ve been asked about it on a couple of different interviews. These jobs required zero computing skills other than excel, but I think it showed that I know my way around a computer better than the next guy.
Now I await Blake’s wrath for commenting without production level experience.
I have no idea what it takes to get a developer role in finance.
I think the guys I work with have MS degrees in EE and AI from MIT. You don’t need a MS degree in CS or a MS degree to be a dev though. I would probably learn Java since it works with Hadoop and MapReduce so well.
I wasn’t that familiar with Hadoop and Hive before your post. Looks like Hadoop is for distributed computing and Hive is for managing databases. Is it correct that you call them from R? Are you happy with them?
someone asked why C++ vs Excel. Once you know Excel VBA pretty well, and it’s actually quite powerful, more than people give it credit for - I have actually done a bit of symbolic programming in it for example, and also you can do animations easily, Monte Carlo etc - you can build dlls (dynamic link libraries) in Excel. I second the recommendation of Walkenbach’s book. Also you should pick up SQL if possible, even at a base level. Then, you can move on to this:
Financial Applications using Excel Add-in Development in C / C++ (The Wiley Finance Series) by Steve Dalton. He’s a member of the Excel advisory board, or was at some point, and is an actual developer as well. I have this book and have been meaning to get started on it.
Exactly. Just like someone with zero investing experience isn’t getting an ER job @ GS because they passed all 3 levels of the CFA program…
I googled one yr cs ms programs and looked at U of Chicago and the jobs posted for alumni. They are all entry level jobs or something someone with a few years of actual experience would probably be overqualified for. Plus they are all sh*tty companies.
A good dev job is at a company that has high margins like a Google or Facebook. They hire the best and pay the best. Working in engineering at a place like that is to tech as working front office in investments is to finance. Sure you could get a programming job for the government, but what’s the point? That is what I am talking about.
I guess. R is the #1 language for data mining. To the best of my knowledge, Hadoop is the only tool for working with enormous data sets. Hive is basically a tool to query out of Hadoop/HDFS simlar to SQL. It just distributes the query over the cluster. You can’t store search data in SQL (you can but it isn’t’ efficient).
There are tools where you can run MapReduce jobs and Hive queries out of R but I don’t use them primarily. What I might do is reduce an enormous Hive query into a text file through Hadoop and import it into R.
Well at my school, the one Blake mentioned, they’re aimed at people with no CS background and who want to do jobs in development.
If he was going to apply for higher level, experienced roles, this discussion would be moot, as we’d never be having it. We’re obviously talking about entry level roles. If he was good enough to get a job at Google or Facebook why the hell would he be asking us?