จาก Wall Street Programmer
Advice for Newbie Wall Stree Programmers

Here’s a typical entry-level candidate with a good understanding of Computer Science, a medium grasp of C++, and absolutely no foundation in financial products:

After 2 years of working at Goldman, Morgan, Lehman, or Merrill, the candidate reaches a pretty good level of understanding of financial products He also gains a substantial amount of interoffice social skills (a result of office politics), a thorough respect for a slower than snail release process, and an anticipation of the requirement to have 2 weeks worth of meetings in order to approve an environment variable change in a configuration file. His debugging skills probably improve, but his programming skills are now completely in the toilet.

After 2 years of working at a small company, the candidate reaches a painfully thorough understanding of a small area of the financial world (whatever the company was focusing its business model on). He gains the same level of interoffice social skills (politics cannot be avoided…anywhere). He also gains excellent debugging skills by analyzing raw Solaris core dumps on a daily basis, and gains environment foundation skills by constantly tweaking Rendezvous channels, Sybase settings, Solaris process heap sizes, XML configuration files, and logging frameworks – in a live production environment (because DEV sucks everywhere…always). He gains an understanding of ‘trader-speak’ – something which will serve him greatly no matter where he goes, learns to build and deploy code to production within minutes of noticing a problem, and picks up about 4 new programming languages including C (because most API layers are in C), some shell language (because you just have to), Perl (because shell sucks), and a REALLY good understanding of SQL (using sqsh, or isql from command line).