I just gave the FIX log example because that's what I am familiar with, that's all. :-)

> Are firms actively looking for people with these kinds of skills?

Generally, I used to use efinancialcareers.com and other industry-specific recruiters to gauge demand. On the flow side / sell-side, unless you have elevated into a more quant-focused role, the IT folks often end up dealing with FIX, but I suppose it also depends on which instrument...I was in equities.

> Finally, you mentioned I'm underpaid--what do you recommend I ask for in terms of a raise, and after how many months would it be appropriate? I'm a few months in and this is my first job ever because I did the master's right after my bachelors.

Honestly, I don't know. I'm in Hong Kong and I don't have a pulse on NYC salaries right now. I somehow thought you had some years of experience, so the salary you mentioned may not even be low if this is your first job?

If I was in your situation, I would do a survey among my friends to gauge the appropriate salary. Be careful about recruiters' opinions, though : it benefits them to make you feel dissatisfied at your present job, so they may exaggerate how much you could get if you jumped jobs. If the gap is too much, I would immediately put in a word in with my manager : "Hey, I was just talking to my friends and I found out that I started off at the lowest salary among the bunch. On the average, the difference is $40k or more. Do you think you can revise my base or bonus at some point in the future?". It is politically important to put it across as a concern / request, not as an aggressive stand. If the gap in salary between you and your batchmates at other places is not that much, you can wait till the year-end / half-year review...

Plus, there are all the other issues of your employer's brand-name, the kind of work you do, how nice your colleagues are to you, how nice of a person is your boss, etc;...All these have tremendous value, too, and employers are keenly aware of their brand-value as well as whether the work you are being allowed to do is coveted, and don't hesitate to pay you less than market-rate if either factor comes into play!

> Knowing this, would you still recommend I stay in finance?

Yes, finance is so large an industry that stereotypes need not apply to you. For example, Jane Street is much more respectful of good coders / thinkers has a startup feel to it. You can aspire to join such a small firm rather than JPM, GS, or other axis-of-evil participants. :-) Or you can join a smaller buy-side shop, etc;

The top three things I would suggest doing are a) network; need not be aggressive; just do things you like with other people. Go to an R meetup or python meetup, for example. Meetups hosted at other firms' offices are a great way to check them out and get intel on what the industry is like outside your firm b) identify fields of interest and become good at them; could be tech, could be particular instruments of trading, etc; c) wait. Wait until the field and the players become more clear. Wait until you come across a firm or opportunity that makes you go, "Wow, I'd like to work there / on that!". Then the energy will come to you naturally. Or maybe you see them all and it becomes really clear that you don't even want to be in NY?

I think it's great that you posted on HN and asked for advice. It's great that you acknowledged that you are dissatisfied. The tricky part after seeing a problem is waiting. :-) The natural tendency is to jump to a solution, and often, we just simply pick the thing that looks most different from where we're uncomfortable (startups instead of finance; SV instead of NY, etc;). Staying with the discomfort till your feelings crystallize more clearly is probably the most tricky yet important skill for anyone.