First of all, I apologise if similar questions have already been asked; I've googled around but most similar questions aren't focused on developing specifically quant-friendly programming skills.

I'm a final year undergrad (physics) in the UK. As I enjoy programming, I've decided to apply to Master's courses in CS or Machine Learning/Data Science and I'm thinking about quant-like roles after that.

However, while I basically know how to program, I'm not sure what sort of things I should try or projects I should get involved with to help prepare me for this line of work, or any job which involves a mixture of math and coding.

I've used Python to solve the first 50 Project Euler problems, and I recently completed Andrew Ng's online Machine Learning course. A few years ago I took a course which culminated in using Java to simulating the major bodies of the Solar System. This semester I'm taking a course in numerical computing that involves things like DFT's, numerical integration and Monte Carlo simulations. I'm able to use Python if I want for this, although I'm tempted to try using C++ (even if it means I get a lower grade).

What do you guys suggest I do beyond this?


closed as off-topic by LocalVolatility, SmallChess, Bob Jansen Jan 17 '17 at 8:34

This question appears to be off-topic. The users who voted to close gave this specific reason:

  • "Questions seeking career advice are off-topic because this site is intended solely for questions about quantitative finance as defined by our scope." – LocalVolatility, SmallChess, Bob Jansen
If this question can be reworded to fit the rules in the help center, please edit the question.


To test your programming skills, try QuantLib. Can you do interest-rate modelling with QuantLib? Can you debug the 10-level C++ template? Do you know how to use day count? Do you know how to use business calendar? Do you know how to link a forward curve with a LIBOR market index? Do you know how to calibrate a model?

If you could, you have proven yourself a real professional.


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