I've been interviewing all week for Wall St. development positions in an attempt to move to NYC and while there's a lot of database/perl script hacking roles out there the interesting stuff seems to be in Quantitative Engineering. They use some pretty heavy duty stuff to pull this off. Heavy parallel processing, Monte Carlo algorithms, and a lot of optimizing to data mine massive amounts of information for decision making and trading. Pretty daunting for a guy coming out of the retail software realm. Just wondering if anyone else has done this type of role before and what their opinion is.