Hi Guys, I got my PhD (in financial mathematics) in 2008, and I've worked for a major investment bank for 1 year, and a private investment firm for 2 years. However, I'm beginning to realize that my computing skills is always the bottleneck stopping me progressing forward (in the technological perspective). In particular, I am interested in improving on the following areas:1. High performance and parallel computing (possibly even include knowing how to build my own customized high performance computer later down the track)2. Optimization with C++, in particular, maximization of customly defined likelihood functions. 3. Database management (always been my weakest link)I guess the problem with me is that I grew up from pure mathematics, and I've never had any proper training in comp sci. All the C++ I learnt (prior to work) was from reading a book & doing their exercises. The company did send me to a 4 day C++ training, and the rest is experience. Any suggestions on whether I should do a comp sci masters, and if so, any suggestions on which uni would be ideal?

Most of this stuff is just not taught properly in any comp sci msc I've heard feedback about. All of that is best learned through experience and real life projects.Which books have you looked into on these topics?Do you feel that going through books does not add value to your skill set?Do you struggle to concentrate while reading the books?Do you just stream through the books and not apply what you are doing concurrently?I think books + seminars specifically on what you want to learn will be more beneficial than a Msc CS but others may have different opinions.

And, BTW, shouldn't someone teach some programming stuff in a Financial Maths PhD programme?

Traditionally, CS departments do not do so much databases AFAIK. Parallel processing tends to the domain of engineerinng an related departments. And you can only do 1 thing at 1 time. 5-year plans and osmosis is the way most people learn. A good way to learn parallel in C++ is the OpenMP library. The books by Date on database are standard. For step 2. the best is just do it in C++ and monitor progress. QuoteAnd, BTW, shouldn't someone teach some programming stuff in a Financial Maths PhD programme? Yes.