Many a Wall Streeter has humble beginnings, and Goldman Sachs President and COO Gary Cohn is no exception.

Though Cohn's story is, perhaps, a much better one than most.

As Cohn originally revealed in his commencement address at the Kogod School of business -- a story relived today in a Bloomberg profile -- with a little white lie and some erudition, Cohn made directly from selling aluminium siding to Wall Street.

Back in the day, Cohn was selling window frames and aluminum siding for the home-products division of United States Steel.

Between Monday and Thursday, Cohn got his week's work done, so he took a day off on the Friday to go to the city, where he made a bee line for the commodities exchange.

At the end of the day, Cohn shared a cab to the airport with a Comex trader.

And so started the path to Goldman:

I said, here’s my shot. I’ve got 45 minutes, in traffic on a Friday afternoon to convince this guy that I’m hirable and need a job. He literally went through and grilled me on my knowledge of financial markets, grilled me on my knowledge of certain aspects and I think I moderately passed.

By the end of the taxi ride, he says, ‘what do you know about options.’ I said, ‘everything.’ He said, ‘great, I want you to come back Monday, I want you to interview.... I said, ‘no problem, I’m your guy.’"

Cohn was not the trader's guy at all -- he was not an options expert. So he went straight to the bookstore, bought Lawrence G. McMillan's "Options as a Strategic Investment" and read it four times. (Not bad for someone who was diagnosed with dyslexia as a child). By the time he was interviewed, Cohn was an options guru and naturally, he got the job.

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