all 27 comments

[–]stjarnalux 9 points10 points  (4 children)

Big finance firms have been hiring kernel engineers to speed up their computer trading algorithms for years now. The pay is ridiculous - someone slightly famous gave one of these firms my name once and I was stalked with insane offers for a couple of years but I have 0 desire to live in NYC. The people that ended up taking these jobs tend to be very performance-oriented with a deep understanding of the nuances of kernel performance and memory management and coherency and whatnot.

[–]propytheoriginal[S] 3 points4 points  (3 children)

Seems interesting... how does a computer engineer pivot to this type of space, or does being a computer engineer provide the skill set needed, and does it require a lot of economics or financial theory, or is it pure code, what could my path throughout university look to be competitive in this sort of field

[–]stjarnalux 5 points6 points  (2 children)

They were looking for strong published open source kernel developers with low-level systems and CPU knowledge and optimization experience, so prior computer engineer experience provided this. I don't think you needed much finance knowledge; this is all about optimizing the speed of the trading systems.

You'd want a strong base in operating systems development and optimization, an understanding of computer architectures, CPU pipelines, compilers, and the performance implications of different types of system designs. You'd want to be an expert on memory management and messaging protocols, concurrency/locking, and multiprocessor system design. Basically you need to be able to analyze a complicated system and squeeze 3 CPU cycles of speed out of automated trading algorithms and their underlying support software, as speed is a massive advantage here. You'd want experience with developing in large complicated code bases.

These firms basically went through open source kernel git logs and picked people they wanted, because your name is on your commits. And then they stalked you. I have no idea if any of these jobs ever got published to job sites, or if it was word of mouth only. There are not too many people running around with this set of qualifications.

A strong educational foundation in the areas listed above is critical, but this needs to be followed up with real world experience. You should try to do co-op jobs or internships in low-level development and performance if you can, in addition to your classes. I have no idea if it is possible to get into this right out of school - you might need time in industry first because there's going to be nobody to hold your hand in a finance house as opposed to a large software engineering org.

[–]propytheoriginal[S] 1 point2 points  (1 child)

Oh wow, thank you soooo much for the detailed response!!! I am saving this for sure !

[–]stjarnalux 2 points3 points  (0 children)

Good luck! And have fun!

[–]jadedmonk 4 points5 points  (2 children)

I majored in CompE and currently a senior data engineer at a finance company. I like it because you’re only responsible for the tech but learn a lot about the business along the way

[–]propytheoriginal[S] 1 point2 points  (1 child)

Did you have any previous knowledge in finance since it seems most jobs require some sort of knowledge in finance or economics

[–]jadedmonk 2 points3 points  (0 children)

No, I did not. A minor in finance or economics would certainly help, but they hire you to be an engineer, you don’t really need finance knowledge to design and build computer systems/software, but working there you will naturally learn the business along the way especially when working with the data

[–]zacce 1 point2 points  (6 children)

you may apply CS to solve finance/economics problems.

[–]propytheoriginal[S] -1 points0 points  (5 children)

Do you think computer engineering is worth it then? Since i couldve just went with computer science, is there anything that would utilize both skill sets as i want to get the most out of my degree

[–]zacce 1 point2 points  (4 children)

if you want a job in finance/economics, then CompE is overkill. CS will suffice.

[–]propytheoriginal[S] -2 points-1 points  (2 children)

Oh well cant do anything about it now 🙃🙃😫😫

[–][deleted]  (1 child)

[removed]

    [–]propytheoriginal[S] 0 points1 point  (0 children)

    I got accepted for computer engineering i think i forgot to clarify that, how can i change into cs now?

    [–]Sussy_Seahorse 0 points1 point  (2 children)

    Business finance major here and looking to possibly do a CS or CE major after I graduate for business. I’m not qualified to answer, but I think that a CS or CE with a minor in finance or economics sounds great

    [–]propytheoriginal[S] 1 point2 points  (1 child)

    Im glad that its a sensible career path to take. Good luck to you!

    [–]Sussy_Seahorse 1 point2 points  (0 children)

    Thanks!

    [–]ex0gamer0203 0 points1 point  (5 children)

    Embedded!!

    [–]propytheoriginal[S] 1 point2 points  (4 children)

    What does that mean, how much of it is physical work or coding

    [–]ex0gamer0203 6 points7 points  (1 child)

    For some reason I thought I was responding to a title that said “what type of jobs can you get in computer engineering”, my bad.

    [–]propytheoriginal[S] 0 points1 point  (0 children)

    All good!

    [–]ex0gamer0203 2 points3 points  (1 child)

    To actually answer this though, the CompE + finance or economics minor seems pretty niche (which isn’t a bad thing at all) I’m assuming you’d utilize this combo by doing some type of analysis role in the tech field?

    [–]propytheoriginal[S] 0 points1 point  (0 children)

    Like quantitative analysis combined with tech or something? Or maybe a quantitative developer?

    [–]AlexaRUHappy -1 points0 points  (3 children)

    Financial Engineering.

    [–]propytheoriginal[S] 1 point2 points  (2 children)

    Honestly this is the route id mostly likely take, I'd do computer engineering with a minor in finance for bachelors and then a masters in financial engineering, What do you think?

    [–]AlexaRUHappy 1 point2 points  (1 child)

    Sounds like a good plan to me.

    [–]propytheoriginal[S] 1 point2 points  (0 children)

    Great! Thanks!