A practical guide to quantitative finance interviews
by Xinfeng Zhou · first published 2008
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…can think of as the Cracking the Coding Interview of quant finance (insofar as that is a homogenous field, which it isn't): 1. Heard on the Street 2. Quant Job Interview Questions and Answers 3. A Practical Guide to Quantitative Finance Interviews You want to also practice algorithms as you would for a Google/Facebook whiteboard interview, but alongside that drill down on statistics. If you have the time review your linear algebra. Higher math…
on “Ask HN: How to prepare for algorithm trading interview as a developer” ↗…and statistics problems the more mainstream hedge funds like to ask their quant candidates, read Crack's Heard on the Street, Joshi-Denson-Downes' Quant Job Interview Questions and Answers, and Zhou's A Practical Guide to Quantitative Finance Interviews.
on “Dark Motives and Elective Use of Brainteaser Interview Questions” ↗…weapons, but you must learn to use them proficiently. Solving problems is therefore critical. Some good sources of problems: Sanjoy Mahajan (2010) "Street Fighting Mathematics" Xingfeng Zhou (2008) "A Practical Guide to Quantitative Finance Interviews" Timothy Crack (2019) "Heard on The Street: Quantitative Questions from Wall Street Job Interviews"
on “Ask HN: How can I “work-out” critical thinking skills as I age?” ↗…consists a guide on cracking the type of interview questions Google used back in the mid 2000s/early 2010s (how many ping pong balls can fit in an airplane), with much more demanding problems though: A Practical Guide To Quantitative Finance Interviews, Xinfeng Zhou https://www.amazon.com/Practical-Guide-Quantitative-Finance-...
on “A collection of quant riddles with answers” ↗Yeah there's a famous but outdated book called A Practical Guide to Quantitative Finance Interviews by Xinfeng Zhou that gives you some idea of what questions they like to ask.
on “Jim Simons has died” ↗