Given your experience, I'd target at first something in the big data / data mining / machine learning field rather than pure software engineer: - Much of w

Given your experience, I'd target at first something in the big data / data mining / machine learning field rather than pure software engineer: - Much of what you have acquired as a Quant is potentially going to be re-usable - Becoming an actual SWE will potentially require you to learn a lots of new stuff (code review process, unit testing, large scale software architecture, code refactoring, OO, algorithms, code productionization, source control, debugging, etc... the list is very long) , and more importantly, you may have un-learn a lot of reflexes you might have acquired as a quant (of the "code, run once and throw away" persuasion)