for courses I'd recommend: stochastic calculus(with respect to financial applications) and an option pricing module to start with, this is important to have some credibility.T

I would recommend taking as much C++ and Unix as possible. And leaning on that hard (ie. exaggerating it) when applying for jobs. I strongly recommend being persistent and tenacious in pursuit of internships - that is more likely to get you long term employment than another course unit (well it worked for me anyway).

I would recommend taking as much C++ and Unix as possible. And leaning on that hard (ie. exaggerating it) when applying for jobs. Windows is rather more common than Unix, and the development environment is much more friendly.Exaggerating your experience is a dangerous game. Frankly people have pretty low expectations of your C++ straight out of university, so I personally would let them be pleasantly suprised by how much you know. If you say "expert" on your CV on any subject, then you can expect to be asked hard questions. C++ is one of the richest domains for awkward/trick questions known to man, and unless you are mutating your physics PhD to a CompSci one, then you aren't going to get there.If you say expert, but you get caught by one of the simpler "which function gets called here", type questions then you will assumed to be less than a person who said "wrote numerical integration code".