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I have been working for the past one year with a trading platforms vendor, I am with FX Spots. I am in a dilemma currently. I do not hate my job, but at the same time I do not like it that much. I did bachelors in Mechanical Engineering and then I did a M.S Quant Finance in a lowly ranked school. Luckily, I did get some interviews with an Ibank and small Quant/Semi-Quant groups at different places, some 5 in all, but I could not get through any of them. Luckily on time I got this job, here I work as Developer cum Support guy. I got this job as I had good C++ and problem solving skills. Now one year into job, I have reasonable understanding of all aspects of trading platforms and I feel I would need at least an year more to be thorough. I am kind of in double thoughts about what I should do next, in job sometimes I feel handicap of not being from Comp. Sc. somethings like serialization, writing/reading from ports etc seem simple for CS guys than to me, sometimes this scares me, as this lack of domain knowledge might get to me some day. Of course, I learn these on a piece meal basis and get by on a day to day basis.Further, when I look at Finance/Applied Math it is just to vast to master to a level that I can get a job. I know C++, I have idea about basics of most of the stuff and I would like to master one single space or book which could help me make my shift to a Quant job. Since I have back ground of FX domain, I was thinking of learning all that is needed to get into FX Quant space. I have read all of JC Hull and initial 4 chapters of Shreve but I think I need to revise these to be sharp again. I have understanding of all of the common stuff in Fin Math, though did not apply them to an advanced level, did the needed programming in Matlab. Solved most of common puzzle sites. I am reasonably good with Math and Programming.I was in US till last few months and then I moved to Singapore to settle my Visa issues. I heard Singapore is a big FX trading hub.So do you guys have any recommendation on easier ways to get into Quant FX space (some essential books or something). Or is it a bad strategy in first place to just look for FX Quant jobs alone. I am looking for quick and easier way of making or is it too greedy in the first place.

Quote I got this job as I had good C++ and problem solving skills. Now one year into job, I have reasonable understanding of all aspects of trading platforms and I feel I would need at least an year more to be thorough. I am kind of in double thoughts about what I should do next, in job sometimes I feel handicap of not being from Comp. Sc. somethings like serialization, writing/reading from ports etc seem simple for CS guys than to me, sometimes this scares me, as this lack of domain knowledge might get to me some dayIn my opinion I think you have (potentially) good skillls, especially if you know FX and the maths. Regarding IT issues, these are becoming more and more mainstream and easy in C++; for example, in boost they have libraries for serialisaton, sockets etc. which are very easy to *use*. Once you understand the underlying concepts and where the libraries can be used you are in a good position to progress. I have seen that many people with an engineering background can make the transition to IT because of the way they have been trained. In particular, the use of Design Patterns seems to be very natural to them; CS tends to use them less. Maybe the reason is that MechEng builds products from lower-level components, step-by-step (parts explosion and assemblies) whereas in CS software development is seen more as a 'linguistic' (at source code) activity and in this case the structure of an application is less accentuated??To take the example you mentioned, here is the Serialisation Quote I know C++, I have idea about basics of most of the stuff and I would like to master one single space or book A one-size fits all is not possible. Each author has a specific viewpoint. Of course, you should have Stroustrup 1997 (as reference!!! )