Hi guys. I'm currently a software engineer at a defense contractor, but I'll be getting my Master's in Computer Science in December and was planning to make a career change at that time.
The reason I'm thinking finance (specifically high-frequency trading) is because I really love math and want to be on the cutting-edge of computer science. The other places I can think of to get that would be being a full-time PhD student and a couple of the Silicon Valley companies. Getting a PhD was my plan when I started the MS, but it requires a desire to focus on a single problem for 6-12 years that I lack. As for Silicon Valley, I'm planning on applying to a few and they're strong options, but I'm not sure I like the West Coast-vibe they all strive for.
I've heard terrible things about the long working hours on Wall Street, but that's not much of a concern for me because I already spend 60+/hrs a week coding between my job, grad school, and hobby projects. Besides, I'd be spending all that time learning from really smart people, I'd be working similar hours at Google, and I'd be well-paid.
The curent companies I'm looking at applying to are Citadel, Two Sigma, and Jane Street, but that's flexible. Citadel's on that list because it's historically significant. Two Sigma's there because a friend of a family friend is a VP there. Jane Street's there because a friend interviewed there and it has the best employee reviews on Glassdoor, but it's the most iffy since I have a grudge against functional languages that are not Haskell. Any suggestions from people
who already do this kind of work would be appreciated.
My main worry, besides the occasional doubt that I'm not good enough to even get a job there, is that if I disappear into a hedge fund or prop shop and don't like it, I'd be stuck there for at least a couple years, before I could leave without looking like a "job hopper".
Anyone here have any comments or things I should think about? Working in finance or as a computer scientist is definitely not a prereq for being insightful, but if the poll from "Who are the Mustachians?" is accurate, then finance and SW should be about 1/4 of you.