I know two brilliant recent graduates in applied #maths, one from Stanford, the other from Harvard. I’ve known them since they were pre-teens. Both of them, for years, had expressed the desire to become #quants. They recently interviewed at Jane Street and both were rejected, not because they lack mathematical sophistication—far from it—but because they lack computational (specifically FP of the OCaml persuasion) skills.
I accept that the pace of work at Jane Street cannot afford train-up time. In any case, this was a loss on the part of Jane Street.
It is all for the better, though. In a few years, these two kids would have earned their applied maths PhDs, and would have acquired the requisite computing chops, say in Agda or Lean, and they can dive bomb straight into the senior-level quant role, instead of having to work their way up from the bottom with just an undergraduate diplomas.
