4 ms·

I work in finance, most often front desk trading. I love what I do, and I can't imagine doing anything else. I won't go into exact compensation figures, but my

I work in finance, most often front desk trading. I love what I do, and I can't imagine doing anything else. I won't go into exact compensation figures, but my total compensation tends to be mid-6-figures (plus on a good year -- most of my comp is bonus based), but I also work a lot of hours. I have very unique skills for high-performance, low-latency programming especially in Java and C++. There aren't too many people who go digging through assembly dumps from Hotspot. I've been doing this for about 15 years now. It can be very stressful. I've literally had a day where I lost a million dollars in seconds, but I've also had days where I've made tens of millions in seconds. I'm a very good programmer. My math skills are pretty good too. I live in NYC (I've also lived in Chicago). No surprise there. Right now I'm actually taking a pay cut to work at a finance startup. Maybe one day I'll be principle of my own firm. Or at leave a C-level :)

CyberDildonics 10y ago
So if I can write programs that out perform Java programs I can make 250k?
- kasey_junk 10y ago
  Yes. Especially if you can deliver them at the same rate as the Java team and with the same or fewer bugs. That bar may be surprisingly more difficult than you think...
- jnordwick 10y ago
  Can you write Java programs that can outperform C++ programs is the questions? That are also significantly bug free? Oh yeah, and don't GC, and either use only in-house libraries or or ones you've written. Almost everything I've done is hand written just because of the very unique nature of the softish-RT and high-performance requirements. The work is very interesting, very demanding, and very fun.
  - CyberDildonics 10y ago
    I would use ISPC and optimized memory layouts to shame whatever programs people told me couldn't be faster.
    - kasey_junk 10y ago
      I've interacted with ISPC based trading cores, they provide some value but the trading context is frequently not that parallelisable and often the things that ISPC is good at are even better done by custom hardware. The real challenge is integrating with other systems and changing the code as new requirements come to market, so the kind of work being described is to make the some Java component that must be communicated with fast enough to not have to be rewritten entirely. In any case, if you have a mix of Java/C++/HPC, can prove it, and enjoy it, there are lots of finance jobs that pay in that relm.
      - jnordwick 10y ago
        One thing I've really wanted to try is a FPGA on a socket. I've seen FPGAs that fit in CPU sockets before and used the QPI link to communicate to the other processor and anything else on the ring. Since you don't need to pay the PCI bus latency costs you could potentially do some pretty wild things such as talk to the NIC directly and keep your book on the FPGA and pushed into the LL cache. You can even speak to the LL cache directly, make DMA calls. Talk to the memory controller. Etc. I've tried some GPU stuff for options and looking down futures curve, but the cost of going off core is prohibitive in most cases.
        kasey_junk 10y ago
        I assume you mean wouldn't pay the PCI bus costs. But yeah that would be cool. I've never had a chance to work on in router asic/FPGA and I'd like to try that some time.
kidlogic 10y ago
may I ask what your education background is?
zerr 10y ago
Another thing judging from your profile - the best way to get a raise is to change a job. You seem to be changing jobs in every year (or less).
- jnordwick 10y ago
  A lot of that was a string of consulting gigs. I hated that. Employee positions was about every other year. That was still a bad habit. I'm really working on changing that. Part of changing that is finding a really strong team. It sounds weird, but I don't want to be the strongest member of a team :) And I'm pretty damn good. I want to learn and be pushed to be better. A team like that can be hard to find.
ccostes 10y ago
NYC and Chicago seem to be the hotspots, but is anyone familiar with this sort of work going on in the Atlanta area?

CyberDildonics 10y ago

So if I can write programs that out perform Java programs I can make 250k?

kasey_junk 10y ago
Yes. Especially if you can deliver them at the same rate as the Java team and with the same or fewer bugs. That bar may be surprisingly more difficult than you think...
jnordwick 10y ago
Can you write Java programs that can outperform C++ programs is the questions? That are also significantly bug free? Oh yeah, and don't GC, and either use only in-house libraries or or ones you've written. Almost everything I've done is hand written just because of the very unique nature of the softish-RT and high-performance requirements. The work is very interesting, very demanding, and very fun.
- CyberDildonics 10y ago
  I would use ISPC and optimized memory layouts to shame whatever programs people told me couldn't be faster.
  - kasey_junk 10y ago
    I've interacted with ISPC based trading cores, they provide some value but the trading context is frequently not that parallelisable and often the things that ISPC is good at are even better done by custom hardware. The real challenge is integrating with other systems and changing the code as new requirements come to market, so the kind of work being described is to make the some Java component that must be communicated with fast enough to not have to be rewritten entirely. In any case, if you have a mix of Java/C++/HPC, can prove it, and enjoy it, there are lots of finance jobs that pay in that relm.
    - jnordwick 10y ago
      One thing I've really wanted to try is a FPGA on a socket. I've seen FPGAs that fit in CPU sockets before and used the QPI link to communicate to the other processor and anything else on the ring. Since you don't need to pay the PCI bus latency costs you could potentially do some pretty wild things such as talk to the NIC directly and keep your book on the FPGA and pushed into the LL cache. You can even speak to the LL cache directly, make DMA calls. Talk to the memory controller. Etc. I've tried some GPU stuff for options and looking down futures curve, but the cost of going off core is prohibitive in most cases.
      - kasey_junk 10y ago
        I assume you mean wouldn't pay the PCI bus costs. But yeah that would be cool. I've never had a chance to work on in router asic/FPGA and I'd like to try that some time.

kidlogic 10y ago

may I ask what your education background is?

zerr 10y ago

Another thing judging from your profile - the best way to get a raise is to change a job. You seem to be changing jobs in every year (or less).

jnordwick 10y ago
A lot of that was a string of consulting gigs. I hated that. Employee positions was about every other year. That was still a bad habit. I'm really working on changing that. Part of changing that is finding a really strong team. It sounds weird, but I don't want to be the strongest member of a team :) And I'm pretty damn good. I want to learn and be pushed to be better. A team like that can be hard to find.

ccostes 10y ago

NYC and Chicago seem to be the hotspots, but is anyone familiar with this sort of work going on in the Atlanta area?