I am at basic level of OO C++ ( I am a bio med grad student... I have a basic math level up to adv. calc, ODE, Linear Algebra (with some basic proofs in all), and adv. signal processing)What sort of classes should increase my skill level in a useful way for finance related work?...I am taking a numerical methods course that will incr. my skills in taking mathematical system to code in various languages...Also a C++ data structures course...I've seen a lot of people mention project management / large scale development project course.I have seen people mention getting experience with quant lib; however, I don't see an easy place to get started ...Are there books on quant lib?

Quote...Also a C++ data structures course...For datastructure, STL and Boost are the ideal place to start. They are essential.

What is boost? What are other essential C++ items for jobs etc..? I realize the job listings are not such a great tool for telling what people actually use.

QuoteOriginally posted by: TheDieselWhat is boost? What are other essential C++ items for jobs etc..? I realize the job listings are not such a great tool for telling what people actually use.http://www.boost.org/For job stuff, see DCFC, he's the man you need to see.

So boost is just a library of functions??? I dont get it ...

QuoteOriginally posted by: TheDieselSo boost is just a library of functions??? I dont get it ...What don't you get?

It saves you from to write them yourself. Although, when I studied CS I found the easiest wayyo understand something was to implement it yourself. Libraries like Boost are well written, peer-reviewedby people in-the-know and free.

Yeah, I get it... I'm just wondering why this particular library is so special.

Parts of Boost are in the process of becoming components of standard C++You don't need to know all of Boost, but the pointers and valarray are worth doing. Some employers filter on Boost, though they are a minority.You should do STL first of course.If your plan is to do quant finance then project management et al are of little or even negative value, and certainly much less value than deeper C++.Quants are more likely to be asked at interview about golf than project management.Maybe it shouldn't be that way...

Thanks AllSo, I should go for data structures, then learn about STL.DCFC -- Since you place a wide variety of people in quant jobs --What other programming languages should I worry about?i.e. matlab, python ...