• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Math vs CS

Joined
7/30/12
Messages
53
Points
18
What's more important for a quant-job: math or cs? Or both? What level of math and what level of cs?
 
It really depends on what and where you are working. Both can be equally important. I recommend focusing your studies on both. As far as cs, i'm learning, c++, visual basic, excel vba, python, and sql to make myself marketable. Just take a look at quant job listings and it'll be a good idea of what is required. Some firms only require c++/vba while some don't require any programming skills, while others recommend all that I am learning. As far as math goes, some places want Ph.D.s and others are fine with MFEs. It really all depends on where/what you're doing. The more the better rule is always justified because of how competitive this market is.

As per experience, I've worked on a market risk desk where no programming skills were necessary but math was essential. Everything was done in excel spreadsheets. But once you're in algo trading, you need both cs/math. Again depends on where/what you're doing. There are market risk quant jobs where a high degree of math/cs are not required. But those are few and far and extremely competitive.
 
Back
Top