![]() Obviously, if you are more interested in working in that specific subfield of finance, this would be a good choice. It focuses too much in my opinion on modeling options, rates and derivatives which just isn't really the focus of most quant finance jobs at this point. Actually, I'll rephrase that to say by saying it is a relic lost in time. My Take: I like this book as well but it feels a bit dated now. He was both a practitioner for a number of years at RBS and an academic at the University of Melbourne. He wrote quite a few texts and held a PhD from MIT. Option Pricing Probability Interest Rates Numerical Techniques and Algorithms Mathematics Coding in C++ Logic/Brainteasers The Soft InterviewĪbout the Author: Joshi unfortunately passed away in 2017. So did quants not have to go through this whole quant interview process charade? Quant Job Interview Questions and Answers The famous Black-Scholes paper came out in 1973, 22 years before the first quant interview book came into existence. I do wonder how people landed quant jobs prior to 1995. ![]() Indeed, it was the first of its kind in 1995. And, the book in its 21st edition as of now which does show that love and care has definitely gone into this book to work out lots of the kinks. It also boasts 264 non-quant interview questions for you to practice which are equally important to get right. He is definitely more of an academic than a practitioner. ![]() Purely Quantitative & Logic Derivatives Other Financial Economics Statistics Non-QuantitativeĪbout the Author: Crack is currently a professor at the University of Otago, and worked a few years at Barclays Global Investors (BGI indeed, it's been a little while). Heard on the Street: Quantitative Questions from Wall Street Job Interviews This book is also available in Chinese which might be useful to some. But then again, some of these interviews devolve into you just regurgitating answers so maybe who cares. You will however benefit from any urge to cheat and look at the solutions before really giving it an honest shot. The questions and answers are in different chapters so you end up flipping back and forth which I personally find annoying, but maybe you won't. This was first published in 2013 which means most of the questions are still relevant today. The physical size of the book is nice and makes it quite convenient to just bring around without feeling like an idiot. He is definitely in the academic camp, but given his role as director of a masters program, you can be certain that this book is quite practical. Math, Calc, Differential Equations Covariances and Correlation Financial Instruments C++ Monte Carlo Simulations Probability, Stochastic Calculus BrainteasersĪbout the Author: Stefanica is the Director of the Baruch College Financial Engineering Program and holds a PhD from NYU. 150 Most Frequently Asked Questions on Quant Interviews Also, it is nice that the solution immediately follows the question which makes it easy to "guide" yourself using the answer if you are stuck. I think the bigger font and more white spaces in the book just makes it easier. I'm not sure what it is but it was somehow the least painful to just open up and grind out some questions. My Take: This is the book that I personally used the most when preparing for my interviews. It makes sense for this reason that he would include "Practical" in the title of his quant interview book. In-depth Book Review A Practical Guide To Quantitative Finance Interviewsīrainteasers Calculus and Linear Algebra Probability Theory Stochastic Process and Stochastic Calculus Finance Algorithms and Numerical MethodsĪbout the Author: Zhou has the most actual experience working as a quant/strat/portfolio manager in a number of institutions including Barclays Global Investors, Goldman Sachs, Point72 and Millennium. Quant Job Interview Questions and Answersįrequently Asked Questions in Quantitative FinanceĬracking the Finance Quant Interview: 51 Interview Questions and Solutions Let us begin!Ī Practical Guide To Quantitative Finance Interviewsġ50 Most Frequently Asked Questions on Quant Interviewsĭan Stefanica, Radoš Radoičić, Tai-Ho Wang But which one of these lovely books should you purchase? I own 5 of the 7 that we will be reviewing together below and have flipped through and done some qualitative research on the other 2. That is quite fortuitous since you will definitely need to prepare or else failure is almost certain (unless you are a Mensa?). ![]() You need to prepare for those pesky quant interviews and realized that thankfully people have written interview books specifically for quant roles. Quant Interview Questions Book Comparison
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