Quant Job Interview Questions and Answers

by Mark Joshi, Nicholas Denson, Andrew Downes

The quant job market has never been tougher. Extensive preparation is essential. Expanding on the successful first edition, this second edition has been updated to reflect the latest questions asked. It now provides over 300 interview questions taken from actual interviews in the City and Wall Street. Each question comes with a full detailed solution, discussion of what the interviewer is seeking and possible follow-up questions. Topics covered include option pricing, probability, mathematics, numerical algorithms and C++, as well as a discussion of the interview process and the non-technical interview. All three authors have worked as quants and they have done many interviews from both sides of the desk. Mark Joshi has written many papers and books including the very successful introductory textbook, "The Concepts and Practice of Mathematical Finance."

Genres: Finance

388 pages, Paperback

First published May 25, 2008

Reviews

[Matt · Rating 5 out of 5]

Great selection of questions. Easy to use for a self-learner, and it shows you if there's any gaps in your knowledge. For someone with no experience in the field, I recommend working through this book a few months before your quant interview. More experienced people can work through problems a few days before the interview to prepare.

[Zhitao Fan · Rating 5 out of 5]

This book has a fantastic outline of the necessary knowledge to get a quant job. A must read.