SciComp - Futures Volatility Surface Calibrator

Why we hate Computer Science Graduates

I’d just like to clarify my view on people who have studied Computer Science, since I have given the impression that I despise them. That’s because it’s true… At least in part. What we have here is not a directional term, but amplification under scrutiny. Whilst blogging and replying to posts I try to reflect the reality of succeeding in a quant career. That means saying nice warm fuzzy things like “C++ is good”, and harsh things like “CS grads who can’t do C++ are shambling morons”. That is the reality of the situation, indeed some managers at top tier places have told me that they don’t want to see the CVs of CompSci grads at all.
CompSci does not usually contain the sorts of maths most desired in this game, not least because the rules are typically set by applied mathematicians and physicists. But as I so often say, 60% of quant work is programming, and having an advanced qualification in a field sets an expectation that you can at least do the basics, even outside your speciality. Some Compsci courses don’t do C++, which is sad, and more than a little dimwitted, but in the real world you’re not likely to emerge as an ace C++ hacker from any undergrad programme, and only a tiny minority of PhDs require heavy duty C++ coding.
But what I expect on behalf of our clients is competence in C++ from those with formal CompSci qualifications. If someone who has done little or no programming for 5 years, having studied physics or economics can pick up a book and get to a baseline, then why exactly am I supposed to admire someone who has studied computers yet has not bothered to learn the language that is most important in this line of work ? Either too lazy, or they are too dumb to do C++. Failing to show basic effort and/or being weak at programming are not qualities that commend weaker CompSci Grads to us.
I am not ignorant of the difficulties of learning C++, having had to spend quite literally years of my life fighting the bloody thing. But C++ shows you to be tough enough to handle any crap that computer might throw at you, even if half your work is VBA and Matlab.