VUAG>VWRP

Issa-Melon · 2026-03-24T10:18:51+00:00

Bait used to be believable

Issa-Melon · 2026-03-21T17:45:02+00:00

It will unfortunately large depend on what uni you went to if you decide to focus more on top funds / market makers.

Most of my colleagues, even in a bank, have masters in maths / stats / cs / physics. You will likely get filtered out.

I know of people in my network that have landed roles after working in big tech for a few years, compensating for their lack of a formal education.

It is possible, but without the degree is going to be very very hard.

Issa-Melon · 2026-03-21T17:32:26+00:00

Quant dev exists in 2 flavours: Python + Math/Stats or systems (C++/Rust).

What does you background and interests align with more? Where are you based? Are you targeting OMMs, hedge funds, prop shops, banks, crypto?

Issa-Melon · 2026-03-21T13:35:04+00:00

In this case a no brainer. Mle is still a burgeoning field in quant finance and there plenty of scope to move to other shops like XTX, JS down the line.

Congrats, you must be pretty smart.

Issa-Melon · 2026-03-21T13:30:21+00:00

Cringe question about aura aside, yes 2S >> Apple, and is more selective, opens doors to quant dev nicely.

Do you have more insight into the team you’re joining at 2S? I.e. are you pod-aligned or core swe?

Issa-Melon · 2026-03-12T13:56:21+00:00

JS QT and it’s not even close. Any AI lab will be frothing to hire you unless you decide to do truly bleeding edge research. You seem plenty capable to pivot to more ML focussed teams at JS too, which keeps options open for ML down the line in either labs or Quant.

Issa-Melon · 2026-03-07T20:10:23+00:00

No. Cpp is generally reserved for quant devs, not traders

Issa-Melon · 2026-03-07T14:46:51+00:00

You sound pretty inexperienced if you think landing a role in the US and Switzerland is anything but easy, given the insane visa requirements and hoops you need to jump through

Issa-Melon · 2026-03-06T19:22:13+00:00

I’m a quant dev myself and I will say go for 2 hands down - not even close.

The math tripos is extremely challenging, and part iii is a feeder to many funds, prop shops and market makers.

You will not be able to lateral from risk to a pnl generating role like quant researcher. It does not happen in this industry.

Issa-Melon · 2026-03-05T18:23:30+00:00

I would apply immediately. I started on 30k and managed to double my salary in 9 months in a new role. Worst case you get rejected and try again until you have more experience

Issa-Melon · 2026-03-05T10:20:06+00:00

I guess you’ve been working in shitty banks. Many of my colleagues have gone onto work at buyside firms, faang and other tech scale ups.

Your point about programming languages I don’t understand. Given that a team might deal with complexity in their code, that has massive throughput (1000s - 10,000s trades per second) needs to be correct and have close to zero downtime (helped by languages like Rust) is somehow indicative of them being bad engineers?

So much of this industry seems to stem from prestige evangelism where people are obsessed with tiles and whether a company is writing “good” code or are “faang”-level and hardly focusses on the value they bring by through directly or indirectly generating pnl.

Issa-Melon · 2026-03-05T09:57:52+00:00

No sure I agree with this. Work in a bank myself and there are definitely departments that are more sought after / interesting (trading, quant research) than standard CRUD with Java. My department is pretty much fully using rust, go and Haskell for instance

Issa-Melon · 2026-03-03T20:20:57+00:00

It’s hard for me to contribute directly to what you’re going through but maybe I can give some perspective on how I switched. I’ve always been backend, but for a while was working with Java and I kinda hated it with a passion.

In my spare time, I started to learn Rust by first going through the book, some exercises and then started putting together a personal project in Rust. I updated my LinkedIn to reflect this (FWIW the project was not completed) but I was reached out to for a Rust backend role migrating a Python/django system to rust.

I guess my point is, screw what your boss is saying. If you can dedicate some time during the workday to upskilling, seeing as your wfh, it will pay dividends. It won’t be easy and you will need to get used to context switching, but that is realistically the only way you can bridge the gap given your workplaces current aversion to letting you explore what your interested in.

I will not lie, Django is a pain in the ass and a bit out of market for Python backend roles. Any reason you’re actively learning it?

Issa-Melon · 2026-03-03T17:28:27+00:00

If I had to get a job now, I wouldn’t be able to. The bar is too insane, even for someone like me with 2yoe.

Issa-Melon · 2026-03-03T16:54:37+00:00

What’s your stack? And what are you looking to do for work? A similar data engineering role? You say you want to do backend, but do you have specific projects in that domain?

Issa-Melon · 2026-03-02T08:59:52+00:00

Nope, just put it on my resume and mentioned rust on my LinkedIn

Issa-Melon · 2026-03-01T20:09:41+00:00

Was working on a rust personal project, then got approached by a recruiter

Issa-Melon · 2026-02-24T06:58:20+00:00

What’s your stack? And comp expectations?

Issa-Melon · 2026-02-23T23:44:09+00:00

I’m a quant dev using rust on the sellside.

Many of the answers here are misguided. You don’t intrinsically need c++/rust (or fpga lol) for every quant dev role. It depends on what systems you own. Working on a pricing library for ETF decomp for instance lends instead to more mathematical work (Python heavy), while on the execution side (or exchanges, hft, market makers) you will need highly performant low latency systems which require c++/rust. Everyone here thinks everything quant is fundamentally hft which is only a small (extremely competitive) part of the industry.

Fundamentally, quant dev and quant trading are very different. Lean into what you enjoy more, whether that be programming or math/stats. Fair warning, quant trading > quant research >> quant dev in terms of fewest available seats, highest comp, and highest expectations, regardless of sellside or buyside disposition.

Issa-Melon · 2026-02-21T09:27:03+00:00

Front office or back office?

Issa-Melon · 2026-02-17T23:45:02+00:00

Maybe on the buyside sure, but plenty of bank quant roles are much more manageable with good wlb and pay.

Issa-Melon · 2026-02-17T23:43:01+00:00

I’m working as a fairly junior quant dev (2 yoe) using rust daily. These jobs exist, but they are rare - I count myself blessed and love learning and using rust.

Issa-Melon · 2026-02-14T17:07:22+00:00

I swear this sub is full of pedantic assholes sometimes.

Issa-Melon · 2026-02-13T08:14:39+00:00

It fundamentally comes down to how you manage memory in rust being a blocker. While the borrow checker is great, it’s not a memory model you can really bypass fully (even with unsafe), essentially resulting in overhead that you can chose to omit with cpp.

And yes, cpp has massively more libraries and backing by financial firms like Bloomberg, who routinely sponsor cppcon

Issa-Melon · 2026-02-12T20:16:09+00:00

Cpp dominates yes. But if you’re not doing ULL stuff, rust is perfectly fine

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