I am starting a FT role at FB soon as a (research) data scientist but, long term (2-3 years), I would like to transition into a quantitative research role in finance. I have scoped out a few roles of interest and, while many want people with Python experience, many of the firms list C++ in the job description. Should I focus on mastering the few programs I know/use e.g. Python, R, etc or is it worth it to pick up C++/C#? Particularly interested in input from folks working as buy-side data scientists? I have previous WE as a data scientist in a buy-side fund but I was using alternative data so Python was sufficient for my analysis. I don’t know if that’s an isolated case or if using Python is the norm for these firms. YoE: 5 (manufacturing) + 1 (finance) TC: $200k Cheers.
Don’t think QR roles need you to know a particular language.
I see. Since I like learning ‘on the side’, what skill do you recommend I spend more time developing- finance? math?
Math definitely
In general it's good to learn anything different than what you currently know C++ is a very different world than python. So you will have a lot of lessons learned that you can take back with you to python land. Clojure would be another language very different from c++ and python Even if you never use these languages professionally, they will teach you a lot and eventually you will reach Nirvana
Got it. I know C++ is on HackerRank so I can start there. Any other good resources?
How much c++ do you know? If you are familiar with the concepts than it's mostly a matter of doing personal projects and going to cppreference.com when you are need help finding an STL function etc Just need to get the practice/repetition in by writing a lot of bad code and improving over time in my opinion I learned c and c++ very organically so I can't give you any real structure to it. Reddits c++ subreddit could be useful
Learning C++ would actually make you a better programmer
Didn’t realize that. It may be worth it just for that. My programming could use some work- I’ve been focusing on building finance skills over the past year.
Debatable. It teaches you a more difficult/verbose way to accomplish something. You can learn memory semantics and OOP principles in more modern languages, too.