Can you earn a lot of money as a SWE at a trading firm without working on C++ systems?
Seems like the core SWE teams doing actual trading and processing market data feeds all use C++. Without a C++ background, would my earning potential be capped at firms like HRT, Jump, Citadel, Citadel Securities, Two Sigma if I joined in a non-C++ team?
Jane Street is Ocaml Other than that... It feels doubtful, C++ is used due to its consistent latency characteristics. It's like asking if you can become a good distributed systems engineer without ever having your deployments span multiple hosts.
A lot of hedge funds use python
There are jobs but the ones that are always being hired for are mainly low latency C++ - order execution or market data.
Yes but they're much more desperate for decent C++ people due to the relatively limited supply
Is it that hard to learn?
Seriously, people dont want to put in effort.
To the level required for those jobs? Yes. It takes years.
Why dont you want to learn c++? Do you know any other low level languages? Like C or Rust?
It depends on how much business impact you make, not the language. There’s a lot more than working on trading systems. Non-C++ would be working on stuff that enhances researcher productivity or helps traders make better decisions. If your Python tool decreased time to test new ideas by 90%, you’ll get paid more than a C++ dev that fixed bugs in the trading system.
This is the correct answer!
600k TC with Java / Python, answer is yes
Yes. I work with Java and some Python at TS. But other trading firms may require C++ background
Pythoners print too