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How do you get started in that field? Do most of them have a financial background with some computer science, or the reverse?

Well, it's a big field. A good place to start is wilmott.com and get into their forums. I have found the community there to be very helpful. I have seen postings with requirements for developing in C++ and C# and some places, if they can see that you have the programming ability, will teach you (or pay for your education) to take you further. It's a field where companies look SO much to get the edge that there are whole companies building straighter fibers (or microwave links) to the exchanges across the US to shave milliseconds off the time of a transaction.

Okay, let's say it's 50%

The only personal experience I have with this is that, among many other things I do professionally, usually at any organization I'm at (as a consultant or otherwise), I'm embarrassingly the "Excel guru".

Using Excel a moderate amount, I do try to use VBA pretty sparingly given its obvious slowness compared to other methods of calculation, but on occasion, it's markedly more efficient than other designs (e.g. testing for a series of involved conditions which would otherwise process extremely slowly using a formulas, etc.)

I've found that even on modern hardware, Excel 2007 VBA execution, of identical code, is much slower than Excel 2003.

For that reason, along with the sheer inefficiency of the ribbon design in terms of responsiveness and usage of screen real estate, I keep all Office 2007 usage relegated to a VM which I rarely even need.

To further clarify the issue, I have developed a personal library of macros I use in simply navigating spreadsheets efficiently. Even on modern hardware, Excel 2007 cannot keep up with my usage of these macros and throws errors repeatedly whereas I never see such errors in Excel 2003. Keep in mind, this is on modern hardware.

My interpretation of this is that speed and efficiency were low priorities for the Office development team. Given that their interface redesign was, I believe admittedly, largely geared towards novice users, these alleged low priorities make more sense.

To appeal to your sense of empiricism, which I appreciate, please see (perhaps not of the greatest quality...)
http://www.wilmott.com/messageview.cfm?catid=10&threadid=81967
http://www.excelbanter.com/showthread.php?t=137875
http://www.ozgrid.com/forum/showthread.php?t=78673&page=1

for what it's worth, I always disable screen refresh and calculation during a macro (except in rare circumstances when that behavior is necessary)

You are right.
A respectable C++ QD is on around £80K base.
The distribution includes developers on £400K including bonus (OK, not *this* year, but still not poor). 200 K is above average, but not unusual.
Entry level is 'merely' twice what a games programmer gets.

I headhunt these people, so the numbers I cite are real.
The skills are remarkably similar. High end investment banking/hedge fund S/w is written in C++, with bits of maths/physics thrown in.

The working environment is wholly better. Bankers work shorter hours than games developers, and treat their staff with something that approximates to respect, usually

The technologies overlap in ways that are not obvious at all. GPUs and FPGAs have a growing role, and PPUs are being poked at to see what they do.
Banks use a mix of open source, closed, and a large amount they knocked up themselves.

http://www.wilmott.com/blogs/dcfc

Riemann.

I think you mean Gauss.

But seriously -- how would one get in touch with you?

It's not me but Google is your friend. You can find some rather interesting threads. Including one where someone says that knowledge of differential geometry is necessary:

http://www.wilmott.com/messageview.cfm?catid=34&threadid=36727

about half way down.

Quite frankly I'm at something of a loss to imagine what outside of research would actually have a use for differential geometry (maybe I wouldn't be suitable for a job :-) ). But maybe I should shorten my sig to 'God said "dF=0," and there was light' just in case ;-)

Tim.

Financial Engineering is a good high paying math/programming job. Look at the jobs at wilmott.com http://www.wilmott.com/categories.cfm?catid=5

While you're there, check out this thread for a quant's-eye view of "technical analysis" which is being lauded in another thread.

You might want to ask this question on the Wilmott Software Forum. There's a decent number of quants and quantitative developers over there, and the the archives will be useful, too.

You might want to ask this question on the Wilmott Software Forum. There's a decent number of quants and quantitative developers over there, and the the archives will be useful, too.