Best double/triple major for a Quant Developer? interested in too many subjects!

[dtoor]

CS/Math/Stats/EE/Physics​

This is specifically for someone that wants to code in C++ to make low latency work well

 

[Andy Nguyen]

CS/Math/Stats

 

[dtoor]

CS/Math/Stats

No electrical engineering for people that focus on low level systems/ hardware ?

 

[xeusclay]

No electrical engineering for people that focus on low level systems/ hardware ?

Personally, I believe if you are truly interested in many subjects, it won't hurt to get all of the 4 or even 5 majors. They'll definitely turn out to be helpful in your job somewhere.

 

[dtoor]

Personally, I believe if you are truly interested in many subjects, it won't hurt to get all of the 4 or even 5 majors. They'll definitely turn out to be helpful in your job somewhere.

Yes but its not feasible for me sadly. I really only want to pick two.

 

[latus_rectum]

A qd is different from a cpp dev at hft.
In my experience, both requires different type of skills. While a qd role requires more breadth in - maths (probability, calc, stochastic calc), stats(regression, little bit econometrics), programming(leetcode, ds/algo, networks, little bit os), and finance(black-scholes, binomial etc), the questions which are asked are not that much in depth. And most of these qd's use python instead of cpp.

Whereas, a cpp at top hft is an entirely different ballgame, it checks depth and only in computer science. They don't much care about probability, regression or finance. But they go very deep in cs fundamentals. You can expect questions from topics ranging from -
general cpp (implement lock, spin lock, member function pointers)
cpp template metaprogramming (calculate compile time of, let's say gcd)
operating system (kernel bypass, mutex vs semaphore)
networks (tcp vs udp - congestion controls)
general cs (branchless programming, realtime programming, kernel tuning, assembly syscall primer)

So, if you are targeting cpp dev at top hft, then go the cs route (bachelors plus masters if necessary). For a qd, math+cs makes sense.
I personally think that becoming hft dev is more difficult than a qd.

 

[dtoor]

A qd is different from a cpp dev at hft.
In my experience, both requires different type of skills. While a qd role requires more breadth in - maths (probability, calc, stochastic calc), stats(regression, little bit econometrics), programming(leetcode, ds/algo, networks, little bit os), and finance(black-scholes, binomial etc), the questions which are asked are not that much in depth. And most of these qd's use python instead of cpp.

Whereas, a cpp at top hft is an entirely different ballgame, it checks depth and only in computer science. They don't much care about probability, regression or finance. But they go very deep in cs fundamentals. You can expect questions from topics ranging from -
general cpp (implement lock, spin lock, member function pointers)
cpp template metaprogramming (calculate compile time of, let's say gcd)
operating system (kernel bypass, mutex vs semaphore)
networks (tcp vs udp - congestion controls)
general cs (branchless programming, realtime programming, kernel tuning, assembly syscall primer)

So, if you are targeting cpp dev at top hft, then go the cs route (bachelors plus masters if necessary). For a qd, math+cs makes sense.
I personally think that becoming hft dev is more difficult than a qd.

I see, is cpp dev at hft very niche? I would like to be cpp dev but, regardless of hft, anywhere within finance honestly. EE (FPGA/ASIC) Knowledge seems to come in handy for HFT specifically tho

 

[latus_rectum]

Yes, very. But there are many places where you can be a cpp dev, not all are niche.
For example, you can be cpp dev in power electronics (embedded systems), the bar is not that high in this case. For many software roles too, within finance also (in brokerage/exchange space), you could use cpp, these also don't require skills as par with that at a hft.
As I mentioned earlier, the hft cpp dev is the more difficult to crack, you have to be exceptionally good in your cs fundamentals.
The work they do is not necessarily more advanced than that of writing flight control systems(also written in cpp) per se, but that's just how the interview is at hfts. (mostly because they pay very well)
To get an interview, you need to be very good at competitive programming. Start with codeforces and try for icpc.
You will have to make up your mind what your target is, and then prepare accordingly.

 

[Andy Nguyen]

Read this for some idea on what the level of competition is out there.

Citadel's 19 year-old engineering prodigy left school to compete in robotics

He also happens to run a popular TikTok channel.

www.efinancialcareers.com