low-latency jobs; learning python#CSY

I believe my current trading system is latency-sensitive (as a large-scale [1] order management engine), but on this job I don’t do anything about latency — this is just another equity trading system job. I feel you don’t need to aim for low latency. Just aim for any c++ job that’s not off-putting to you.

[1] I consider it large scale because it has probably 10-20 developers working on it, for at least 5 years.

Low-latency jobs are harder to get, and they usually prefer developers in their 30’s or younger.

I don’t exactly avoid such jobs, but I don’t hold up any serious expectation of an offer by those teams. The main barrier of entry is technical capabilities, either coding test or obscure c++/linux questions. Even if I’m lucky to hit familiar, well-prepared tech questions, they may still find reasons to take a pass, as I experienced in my technical wins at SIG, Bloomberg etc.

Java and python are never show-stoppers for these jobs, so
* if you only aim for low-latency jobs, then don’t worry about python or java
* if you widen your search scope, then I suggest you pick up python, not java

Taking a step back to get a perspective, I think job seekers are like smartphone makers — we need to adjust our “product” for the changing customer taste. The “product” in this case is our testable tech skills. Domain knowledge is losing importance; Python is now in-demand; coding tests are growing harder; Linux/compiler system knowledge has always been important to low-latency interviews .. so we need to decide how to adjust our “product” to attract our customers.

—- Earlier email —-

How is your python practice?

This is a personal journey. Therefore some people don’t like to discuss in details how they are learning something new. So feel free to disclose any amount of information you feel comfortable with.

I advocated solving coding problems in python. I now realize both you and me don’t want to solve every problem. Out of 10 problems, we might solve 1 or 2 in real code. So in the past 4 weeks, perhaps you didn’t look at 10 problems so the number of problems you could solve in python might be very low. Therefore, my suggestion may not work for you.

In that case, I wonder what python coding experiments you prefer.

I once said python is easier to learn, but like learning any new language, it still demands a huge commitment, sustained focus, and personal sacrifice. Therefore, it helps greatly if there’s a python project on a day job. Without it, we need self-discipline, determination, and clear targets to sustain the focus and energy. None of these is really “easy”.

Talking about clear targets, one example is “solve one coding problem of medium complexity each week, in python”.

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