hi guys, i m doing ms in finance here, i wanna know whether it is essential to know C++ to get those math finance jobs?Tho my backgrnd is Comp Engg, i am a bit confused whether i shld take advanced courses in c++ if the job market demands it?wht abt matlab??is there any other s/w which is essential??do reply guys

- C++ - C# and/or Java (quite similar)- Thread programming- Matlab or R/S+ The more the better, but it seems C++ is most important. One can be fairly productive knowing only 20% of C++, but finance seems to require knowledge of all advanced stuffs: STL, Boost, templates, exception safety.

its easier to go from c++ to c#/java than the other way. Also, some people just think c++ programmers are better.

Axs has it right.C++ is a "macho" skill that says to an employer that you're unlikely to be scared of the inevitable IT shit you'll have to get past when using your models to actually make money.Also, most QF happens in VBA and C++ with a little R/SPLUS/Matlab/Mathematica.As a pimp I will state that you massively increase your chances if you master C++.In your personal case its even more the case.An employer looking at you will see the Comp. Eng. and assume you can do IT, and if this is of interest to him will assume you can program.I know many CS/CEng types do Java or other languages for the weak, but you're not competing against other IT types, you're competing against people with maths/physics degrees.Typically they will havd done more of the relevant types of maths, so you need to counter it with good IT, and that means C++.Do the advanced C++ course, when possible choose to carry out any project in C++.As nocturne2 says there is a small core that is 90% of what you actually need to do the job.However employers are paying good money, and need to discriminate between the quality of the candidates.Ideally what they really want who can do Core C++ rapidly and reliably, but that's hard to measure in an interview,so instead thay ask questions which show that candidate A understands bits of C++ that B does not.Read Daniel Dffy's book, or Joshi, preferably both. Of course you've read Stroustrup ?

Also the other thing is that the "dialect" of C++ changes based on the type of programming. If you are doing algorithms, you have to deal with templates. Large scale design involves focusing on patterns. If you doing real time, then you are looking mainly at threads with some exceptions thrown in.And just when you think you've understood it all, something new comes in.One other recommendation Lakos's "Large Scale C++ Design". The section on how to structure include files is worth the price of the book. Also books with the word "Gotcha" tend to be very useful since they tell you all of the ways you shouldn't program.