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CaffeineLover
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Need Advice on How to Study / Proceed

May 25th, 2016, 8:40 pm

The first 3 years of my career was spent as a quant developer. Mostly Java, C++, and VBA. I started in 2006, ten years ago now and was damned good: advanced - expert level.In 2009 I landed my first quant role: MBS/ABS valuations, and then after that, market/credit risk management. There was always a programming component to my work, but programming was now a tool, not the commodity. I used whatever language was best suited for the job: Perl, Python, VBA, R, Matlab, C++, Java, DOS batch, Linux bash. It got to the point that whatever tool I was using, I'd Google stuff like what the inequality operator was for that language, and go on merry way.I was offered interviews at some trading firms and hedge funds, but most of the roles are very "programmy". I'm worried that my C++ is too rusty.Any ideas on how to efficiently review an entire programming language at the level required for these kinds of firms?
 
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liam
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Need Advice on How to Study / Proceed

June 16th, 2016, 7:06 pm

I'm not sure it is that easy to do. C++ in a hedge fund/trading firm tends to have to be pretty darn good and some people that do C++ day in day out would be able to tell you exactly what the specification of a function is in that language off hand with just one years experience.Is it possible to find a role that suits the style of programming you are more used to? Thing is you need to find something that uses your other skills as you are an analyst not a coder - doing this will cut out a lot of pain in your search. Maybe a better HH that will match your specific skills? Or alternatively the same through your network?
Last edited by liam on June 15th, 2016, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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Need Advice on How to Study / Proceed

June 18th, 2016, 8:48 am

QuoteOriginally posted by: CaffeineLoverAny ideas on how to efficiently review an entire programming language at the level required for these kinds of firms?My 2 cents:1. Do they use C++11/14/Boost?2. Which 20% of the code delivers 80% of efficacy?3. Is C# also been used?4. Are you supporting legacy C++ applications?To (really) know all of C++11/C++14 I know that it takes [700,1000] hours. It's not just he syntax but knowing what, where,when/when not, how to apply. A short list of 'must have' C++ features and make sure you know them inside/out. //www.quantnet.com will be offering an advanced C++11/14/boost/design patterns/applications online course starting September 2016 AFAIK.
Last edited by Cuchulainn on June 17th, 2016, 10:00 pm, edited 1 time in total.
 
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traderjoe1976
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Re: Need Advice on How to Study / Proceed

July 26th, 2016, 3:24 am

http://alumni.cs.ucr.edu/~lyan/c++interviewquestions.pdf
http://www.careerride.com/C++-Interview ... nswer.aspx

Here is about 500 pages of commonly asked C++ interview questions. Just review these questions and answers and know at least this much. the more advanced questions will be domain specific knowledge.
 
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Cuchulainn
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Re: Need Advice on How to Study / Proceed

July 26th, 2016, 1:44 pm

These questions seem to be C++98 and  C, some of which are deprecated (NULL, auto_ptr); They look like they were created some time ago. won't employers ask about C++11 and C++14?

Many quants have access to 24++-core machines. How can they use them? The OOP stuff is not really compatible with parallel and functional programming models. Some posters here are much more vehement in their rants against OOP than I but parallel design != OOP design. A (yuge) mismatch.
But it maybe it all depends on whether legacy systems need to be maintained.

disclaimer: I am not am interviewer in the traditional sense.
 
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savr
Posts: 48
Joined: January 21st, 2013, 3:28 pm

Re: Need Advice on How to Study / Proceed

July 26th, 2016, 2:49 pm

http://alumni.cs.ucr.edu/~lyan/c++inter ... stions.pdf 
At the 5th question, on p.3 of 97, I am surprised by the assertion:
"A:The constructor never throws an error" ,
 in contrast with
https://isocpp.org/wiki/faq/exceptions#ctors-can-throw
"The best way to signal constructor failure is therefore to throw an exception."
So can someone knowledgeable please advise if the .pdf resource above is best left alone?
 
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Cuchulainn
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Re: Need Advice on How to Study / Proceed

July 26th, 2016, 6:12 pm

You mean this unnumbered Q?
Q: Can a constructor throws (! typo) an exception? How to handle the error when the constructor fails?
A:The constructor never throws an error.
Answer is wrong.

Example:
struct C
{
 C() { throw - 1; }
};

int main()
{
 C c;
}

As I said, the exercises are somewhat outdated and/or wrong. As you ask, leave it alone..

Smart ptrs resolve resource leaks in failed ctors. (C++11).
 
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Cuchulainn
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Re: Need Advice on How to Study / Proceed

July 26th, 2016, 6:58 pm

Here is a set of quizzes from the Baruch advanced C++11/C++14 online course that I originated that started April 2016 and will be open to the general public in September 2016.
Attachments
1.6 Other FeaturesEdited.zip
(18.08 KiB) Downloaded 57 times
 
JackPonting
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Re: Need Advice on How to Study / Proceed

August 11th, 2016, 9:18 am

need IT dissertation help?
 
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Cuchulainn
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Re: Need Advice on How to Study / Proceed

August 11th, 2016, 12:46 pm

need IT dissertation help?
Wrong forum.
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