QuoteOriginally posted by: EdisonCruiseGreat to see you here, Daniel. And thank you all for your replies.I have a background in PDE/FDM, fluid dynamics and found financial job positions related to these areas are so few nowadays. Though I am now in a financial engineer position in a developing country, related exotic products, barrier option, etc, attract very few clients. It is not that I cannot price and hedge the OTC product well, but that our clients cannot accept the product, because of the expensive price, the difficult concept, etc.. Anyway, our business is hard to go on. Previously I though OTC option is a good place to apply my PDE/FDM skills and generate remarkable financial return, but our country?s market may not need it. So I am considering if I should go on this path or go back to academic world or another industry. To continue or not to continue, that?s a question.I went through the same kind of reasoning you went through years ago, alas it is very naive. First of all a lot of pde engines have been written years ago, I mean years ago. Second pdes in derivatives aren't particularly interesting. I know there are a lot of people going crazy with all sorts of stuff here, but fundamentally it's just fairly plain and simple engineering. Moreover it is a very important but also very small aspect of a system.It's a little bit like splines in computer graphics and video games. It's kind of important, but it's burried among a thousand other important things that make a good game.