I was offered positions at several companies before deciding to accept my current post. Having a scientific background is an excellent selling point.
I wasn't sure what I wanted to specialise in, so I was searching for programs with a broad scope and a lot of freedom to design your own course schedule. I spoke with the program director and was very happy with the way everything was presented. Plus it's in Amsterdam!
My thesis was about mapping novel finite difference algorithms to massively parallel GPU hardware in the context of financial product pricing. It was a great success, not only in the pursuit of faster methods for pricing portfolios, but also as an opportunity to learn about GPU programming and gain a better understanding of the tools used in high performance algorithm design and implementation.
I had a lot of freedom, which is a double-edged sword. It was very nice to have to the flexibility to choose courses from virtually any department that I found interesting, but it was challenging to put together a coherent plan that met all of the requirements for graduation. Dr. Drona Kandhai, the instructor for Computational Finance and my thesis adivser, was truly stellar. He certainly stands out for me as one of the best teachers of my entire educational career.
Outside of our department, I also highly recommend the course in applied Machine Learning offered by the Artificial Intelligence master.
The atmosphere at Science Park is great. It's a beautiful campus and there is always plenty of space to get your work done. I also really enjoyed the close relationship I developed with PhD students and post docs over the years. I'm still friends with them today. I'll also take this opportunity to plug the colloquia, which I thought were really thought provoking. It's probably what I miss most about leaving the university.
I graduated in the spring of 2013 and began work at Enthought in the fall. Personally, I didn't think it was particularly difficult to find open positions and I applied, interviewed, and was offered positions at several companies before deciding to accept my current post. Having a scientific background is an excellent selling point, but you will certainly need to do extra preparation to familiarise yourself with the “developer interview,” including studying algorithms and software design if you want to work in a setting like this one.
I develop applications to aid scientists and data analysts get their work done. This ranges from writing FORTRAN and OpenCL code to ensure good performance, all the way up the stack to GUI application design and even web applications. Usually it's centered around data processing and visualization in some way or another, but there is a very wide range of fields that we are asked to work in. In the last year I've worked in electron microscopy, geophysics, finance, oceanography, and have also begun as an instructor in our Python for Scientists and Engineers courses. I'm having a great time.
I'm pretty happy doing what I'm doing now, but the idea of starting my own company is definitely on the table.