Saturday, August 28, 2010

what skills differentiate trading developers

I said before that core java trading system developers need a few special skills

1) multi-threading
2) messaging
3) data structures and algorithms
?) distributed caching -- trading system often avoid hitting database, so they keep large amounts of data in memory
?) serialization
?) Spring DI beyond MVC
?) java tuning
?) distributed computing using RMI, web services, ejb etc

1 and 2 are by far the most broadly recognized requirements.

Now I feel most of these skills are built on top of fundamental java skills. Messaging system uses threading, serialization, data structures. Caching uses threading, data structures, serialization ...

I don't know a well-defined list of "fundamental java skills" but interviewers often zoom into threading, collections and OO. Among these, threading presents by far the highest complexity in reality, but most applications stick to well-tested fool proof patterns.

I feel java generic collections (in a multi-threaded environment) is perhaps the 2nd in complexity. (I realized this after reading c++. C++ generic collections are quite a bit messier than java.) Most java developers I know never need to go beyond scratching the surface of generics.

In conclusion, to pass interviews, over-prepare on threading and collections, and prepare for high-level questions on messaging. To be a good trading programmer, become really good at threading and serialization... among other things

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http://www.linkedin.com/in/tanbin