I have been an applied mathematician professionally for more than 20 years. I only learned about Quantitative Finance in 2008, sorry I am late but I wasted far too much time numerical analysis and field theory. Nonetheless I am bound and determined to work in Quantitative Finance.Having said that what I am is brilliant software developer. What I have been doing is development in C/C++ since they first escaped Bell Labs. I have deliverables in client/server, fat client, n-tiers, database, object oriented, functional and good old fashioned imperatives. I have worked on high volume transactional code against large databases. Extensive experience in formal software development, V&V, regression testing yada yadaI have coded in Java and C# for the last 5 years.Is it a reasonable to think that this strategy of start as a coder, prove myself and then move to the quant side of the house?Please advise.

Why not start as a Quant developer and remain as a quant developer?Whatever you do don't start in IT. Just study a couple of financial engineering books, do some stochastic calculus and make sure you know every topic in the 2-3 wall street interview books. Then go for a couple of interviews VIA HEADHUNTERS to see what is out there for you. Repeat until you get a job.

I think you will find a good appetite for your skill set in the front office of most banks. If you want to be doing quanty things then don't waste your time somewhere else.

wall street has literally hundreds of phds just like you. the only difference is they are younger and more experienced than you are. get ready to be treated as their research assistant.

QuoteOriginally posted by: KackToodleswall street has literally hundreds of phds just like you. the only difference is they are younger and more experienced than you are. get ready to be treated as their research assistant. Don't get discouraged by Kack, his posts are all like that. I second AD's recommendation.

I never finished my PhD, once I realized that many PhD's were applying for jobs to work on my engineering team at half my salary. That makes me the perfect candidate: I understand the math, I am a serious developer plus I have no preordained dogma to have difficulty letting go of.As an aside I wonder if the path integration technique in Baaquie's Quantum Finance book has any practical utility? Path/functional integration can be used to model almost anything. The question is are there special insights or algorithms that converge faster? I take no umbrage. Thanks in advance.

QuoteOriginally posted by: KackToodleswall street has literally hundreds of phds just like you. the only difference is they are younger and more experienced than you are. get ready to be treated as their research assistant. What nonsense.The young and experienced people on Wall St are the ones who joined immediately after B.S. in an Analyst program and worked their way up.As a career changer, some of your colleagues will be younger and more experienced than you. But Wall St has a LARGE proportion of career changers. Lots of PhDs on Wall street join Wall Street after 5+ years working in a research lab or teaching in a university when they get fed up of research, so these people are 30+ by the time they get to the street.