edit: Speaking of sarcasm, it's not too bad. I have seen worse

QuoteOriginally posted by: curiousgeorgeI have been reading books on C++ ... Does anyone have any suggestions for a way to acquire relevant experience if the goal is ultimately to become a quant? Stop reading, buy a computer, and start coding. Practice coding stuff up about 10 hours a day on a deadline 5 days per week because that's what you will be doing once you are hired.

I am in a similar position to curiousgeorge. I have just finished a PhD in so called pure mathematics. I have done just enough programming to know that I enjoy it and could probably become quite good at it. However to date my time has been spent on other things.I am interested in finance and economics and very attracted to quant work. However, I have no desire to sit unemployed behind a computer in my bedroom for a year doing my own C++. My plan (comments, criticisms please) is to look for a job in any area other than finance which has (1) some mathematically interesting content, but more importantly (2) will enable me to learn C++. There certainly are non-finance companies who will employ smart people as programmers who initially can't do much. Then, after say 2 years, apply for finance jobs.

QuoteOriginally posted by: pmtprThere certainly are non-finance companies who will employ smart people as programmers who initially can't do much. These companies are called graduate schools (in computer science).

QuoteOriginally posted by: emhI know a lot of ppl with pure math background who made into finance. Most of the math used is something you can easily pick up. Agreed the time is bad and its going to be tough for a while specially in Derivative Pricing. But derivative finance is not the only aspect of Quant Finance (just the most talked about). I would say read up on finance and take a few classes if you can. Quant Finance is quite vast, while the market is down use this time to build ur finance skills and knowledge about what are of finance you would like to work in like Buy Side/Sell Side Equity/Fixed Income /Commodities etc. Also learn some Stat/Econometrics very valuable skill SetI think derivative finance is probably one of those fields that hardly needs PhD math level knowledge. In my opinion, most derivative pricing is always unrealistic and theoretical model pretty much breaks down every other day. The best derivative traders are those who understand math but have practical knowledge.