I work in CAD and my experience is similar to the guy who works in the games industry. I invent new algorithms pretty much all the time. It's a more conservative environment culture-wise. "Science programming" (when all your clients have PhDs and work in academia and you do models of something or other or interpretation of experimental results) is also very intellectually challenging and the CS skills are a HUGE differentiator. It's not for everybody though as in those jobs you rarely work with other programmers or have good code to learn from.