[noob] best career direction for someone with an interest in mathematical programming

Brussels Sprout

tl;dr in advance

I recently graduated with a MSc in Mathematical Modelling & Scientific Computing. This was a course that was designed with the intention of teaching students from a technical background (I'm originally a chemical engineer) the IT skills to enable them to carry out more advanced mathematical calculations. The course used the following languages/programs:

C#: started off with the basics of programming, moving on to OOP topics, before creating windowed applications. An example of something we would have done would be the double pendulum where the user can interact with the application which itself runs on a foundation of calculus, geometry and trigonometry.

Mathematica: We used this as our main mathematical software package. We used it for numerical methods, calculus, In some assignments we ran applications that used C# and mathematica together.

MySQL: We learned the basics of this: creating databases, using the select and delete statements. Joining rows. Retrieving information using C# etc.

Java: We did this in less detail than C#. Used Eclipse and had short introductions to Maven and Hibernate.

C: We used this for a module on Parallel Computing where we were using it in conjunction with the MPI protocol.

Most of the other lectures then were on the mathematical side of things (non-linear analysis, population dynamics, cellular automata etc.).

Is there a particular area of development that would suit someone who has done more maths than someone would have done on the average CS degree?

I ask this because I believe that for a lot of jobs that are out there I'm at a disadvantage versus CS graduates. For one thing, I tend to see lots of languages and terms that I don't really know or understand (AJAX, CSS, PERL, Ruby, Javascript, ASP, PHP etc).

I'm also aware that I'll probably need to learn a lot of new stuff before becoming employable but I'm not really sure where to start as there's so much out there.

Of potential relevance: I've been doing the Project Euler puzzles as well and have managed to get onto the front page of the leaderboard for Ireland. I'm not sure what type of programming this is but I really enjoy it. I suspect this may be only of recreational value however.

onemorechance

You have a great foundation in CS.

You should not worry too much about:

(AJAX, CSS, PERL, Ruby, Javascript, ASP, PHP etc)

(you can learn the above quickly should the need ever arise)

when you have:

C, C#, Mathematica, MySQL, Java, Eclipse, Maven, Hibernate, MPI, calculus, geometry, trigonometry, non-linear analysis, population dynamics, cellular automata

most of these are subjects which require more in depth study and practice.

You have a wide and varied array of prospects ahead of you.

Firstly there is research so if that is of interest you I would expect that there could be a lot of interesting research opportunities open to you.

If you want to get into industry, again I would think that there are many and varied options open to you.

Automotive, Machine building, Plastics processing, Medical Device Engineering (a great industry to get into, doing well in Ireland on the research side and people are getting sicker and living longer), Graphics, Animation, Games programming.

Good luck!

onemorechance

Check out http://www.opengl.org/ to see if it interests you.

srsly78

If you happen to like money as well then work in finance.

5uspect

Have you considered a PhD?

You're quite well equipped for a research environment.
I would consider adding Matlab and Fortran to your skills if you do wish to work in research. Matlab is somewhat similar to Mathamatica. It's an interpreted basterdised version of C and Fortran and is great for putting things together quickly.
Massively parallel numerical simulations with C, but mostly Fortran using MPI is the bread and butter of a lot of academic research.

In terms of industry you should look at finance, engineering or biotech/bioinformatics. The likes of PHP and Javascript don't matter a great deal in these industries compared to your skills.

syklops

The two areas I can think of are computer game programming and security software, e.g. Encryption. Both require a lot of math.

jmcc

Big Data ( http://en.wikipedia.org/wiki/Big_Data ) or Datamining?

Regards...jmcc

Genghiz Cohen

Are Havok hiring?

scotty_irish

OP I have a similar background - studied Civil Eng then did an MSc in High Performance Computing. Currently doing a PhD in computational mechanics. If you wanted to do a PhD you would be snapped up in two seconds, I know people recruiting if you're interested.

krd

Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,

In Dublin and London. They'll nearly take your hand off. Or even New York.


Read up on options trading, and Qaunts: Quantative Analysis - It's complete nonsense - but that's what they're paying the bucks for. They need computer guys capable of understanding the maths to implement the trading algorithms.

onemorechance

krd wrote: »

Finance ...

Read up on options trading, and Qaunts: Quantative Analysis - It's complete nonsense - but that's what they're paying the bucks for. They need computer guys capable of understanding the maths to implement the trading algorithms.

Do you work in this area?

Is it interesting work? Is it stressful / pressurized work?

I guess it's safe to say it's well paid!

Finance in London, NY, Singaopore, Hong Kong . . . :cool:

If I was the OP I would look at research positions if I could find something of interest to me.

Either this or one of the more interesting industries; such as biomedical, can be highly pressurized but very interesting and also well paid, but you will earn your money! Also you may extend or save some lives!

mathperson

krd wrote: »

Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,

In Dublin and London. They'll nearly take your hand off. Or even New York.


Read up on options trading, and Qaunts: Quantative Analysis - It's complete nonsense - but that's what they're paying the bucks for. They need computer guys capable of understanding the maths to implement the trading algorithms.

What type of maths are used for quantative analysis? Im doing a comp sci degree and taking the honors maths stream. Would that be good enough to get into this area or would you need a masters?

And what kind of money would you be looking at in this field?

srsly78

Money varies between silly and outrageous: http://www.quantfinancejobs.com/jobs/quant-developer-london.asp

The hard kind of maths is used, think more like quantum mechanics than accounting.

You don't "need" any qualification to get into finance, but every little helps as it's very competitive. Some places only interview grads with a 1st from oxbridge...

krd

mathperson wrote: »

What type of maths are used for quantative analysis? Im doing a comp sci degree and taking the honors maths stream. Would that be good enough to get into this area or would you need a masters?

And what kind of money would you be looking at in this field?

In the Guardian today. Read this http://www.guardian.co.uk/science/2012/feb/12/black-scholes-equation-credit-crunch

There's a lot of stuff you can read. The Merton Scholes equation, is actually based on a book by a guy called Ed Thorp, "beat the market".

The maths wouldn't be that complicated (okay, it's a long time since I've been in college, and I've forgotten how to do nearly all of it but for someone in college, it shouldn't be too hard.)

And I think all they're really using is excel spreadsheets - but not many people understand the formulae. Before you finish your course - you could find out what people are doing, what data their using and precisely how they're using it. Call people up. See if they'll give you an informal look at what they're doing.

I think the way the trading operations work is, the maths guys to do the formula, the IT guys to build the program, and the trader to hit the ANYKEY

If you can hit the ground running, the very least you should be looking at is 40k to start. You could probably earn quite a bit more. The whole Quant thing has become like a religion, and they're applying it across broad sweeps of finance where it was never used before.

srsly78

krd wrote: »

The maths wouldn't be that complicated (okay, it's a long time since I've been in college, and I've forgotten how to do nearly all of it but for someone in college, it shouldn't be too hard.)

It depends, dedicated phd researchers produce the maths. Most quant developers just need to know enough to implement it. The maths itself can be pretty brutal, integrating probability densities etc (just like qm).

krd wrote:

And I think all they're really using is excel spreadsheets - but not many people understand the formulae.

Yeah excel is used heavily, mostly for quick and dirty stuff. Proper systems are not done in excel, it doesn't scale well, is too easy to hack, and hard to audit. A lot of the work would be taking some excel mockup and implementing it in c# or whatever.

Brussels Sprout

Thanks so much for all of the replies.

onemorechance wrote: »

Firstly there is research so if that is of interest you I would expect that there could be a lot of interesting research opportunities open to you.

Is it possible to get into research without going down the PhD route. I quit a job and supported myself for a year as a mature student to do the Masters and quite frankly I couldn't hack another 3-4 years of living from hand to mouth.

You also mentioned biomedical as an industry to get into. I wasn't aware that they look for people with IT skills. Do they carry out research in Ireland? I though they just had manufacturing facilites here. What kind of things would an IT person be doing?

krd wrote: »

Finance, Finance ,Finance, Finance ,Finance, Finance ,Finance, Finance ,

In Dublin and London. They'll nearly take your hand off. Or even New York.
They need computer guys capable of understanding the maths to implement the trading algorithms.

onemorechance wrote: »

Do you work in this area?

Is it interesting work? Is it stressful / pressurized work?

I guess it's safe to say it's well paid!

Finance in London, NY, Singaopore, Hong Kong . . . :cool:

If I was the OP I would look at research positions if I could find something of interest to me.

Either this or one of the more interesting industries; such as biomedical, can be highly pressurized but very interesting and also well paid, but you will earn your money! Also you may extend or save some lives!

I think I'm at a disadvantage on the finance front as there are a lot of dedicated Masters such as financial engineering which steer their students down that route. (I only heard of the Black-Scholes equation after I finished my course for example).

Now obviously the money would be great and it might be interesting but I wonder would there be much job satisfaction in it at the end of the day. Like even if you're working for a pharmaceutical company you can kid yourself that you're improving people's lives (while making a handy profit for the company). You can't really do that in the financial industry. 60 hour weeks seem to be the norm as well. That'd be sustainable for a year or two but hard to build a life around.

srsly78

Finance is not a zero-sum game, when two parties trade they can both benefit.

I write analysis software for traders. In theory this can make them trade more efficiently, in theory this leads to a more efficient financial system. A more efficient financial system leads to a lowering of global interest rates. In theory this leads to more investment and growth.

So, if one developer writes software that adds 0.00001% to the world's economic growth, how many gazillion does that add up to over the next few years? How many peoples lives does that affect? Is this number larger or smaller than the theoretical normalised benefit given by that same developers same work in Pharmaceutical company?

Would need to hire loads of quantitative analysts to calculate all that stuff, then you could make a proper decision on which career would best benefit humanity.

onemorechance

Brussels Sprout wrote: »

Thanks so much for all of the replies.

Is it possible to get into research without going down the PhD route. I quit a job and supported myself for a year as a mature student to do the Masters and quite frankly I couldn't hack another 3-4 years of living from hand to mouth.

Many companies will do R&D, it's essential to continued growth.

Brussels Sprout wrote: »

You also mentioned biomedical as an industry to get into. I wasn't aware that they look for people with IT skills. Do they carry out research in Ireland? I though they just had manufacturing facilites here. What kind of things would an IT person be doing?

They also have R&D here; it's probably the most important part of their business; they will quickly cease to exist if they do not continually develop new and improved products. The big ones I know of are Medtronic and Boston Scientific in Galway, there are many more of various sizes.

Their R&D departments would need expertise such as mechanical and electrical engineers, material sciences and of course computer science as there are more and more intelligent medical devices and software is playing an ever increasing role.

I expect real time computing would be important as I doubt there are many more time critical uses of software, e.g. more intelligent pace-makers, auto insulin dispensers, more intelligent imaging. I'd expect many of the topics from your MSc in Mathematical Modelling & Scientific Computing would be well suited, plus you already have Chem. Eng.

There are some amazing and down-right freaky developments going on; I know of some related to the brain such as wire less brain stimulation to alter mood and replace the need for pills in treating depression for example; it's essentially mind control! :pac:

Brussels Sprout wrote: »

I think I'm at a disadvantage on the finance front as there are a lot of dedicated Masters such as financial engineering which steer their students down that route. (I only heard of the Black-Scholes equation after I finished my course for example).

Now obviously the money would be great and it might be interesting but I wonder would there be much job satisfaction in it at the end of the day. Like even if you're working for a pharmaceutical company you can kid yourself that you're improving people's lives (while making a handy profit for the company). You can't really do that in the financial industry. 60 hour weeks seem to be the norm as well. That'd be sustainable for a year or two but hard to build a life around.