Quant Job Interview Questions And Answers

by Mark Joshi, Nick Denson, Andrew Downes

Designed to get you a job in quantitative finance, this book contains over 225 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. Mark Joshi wrote the popular introductory textbooks "the Concepts and Practice of Mathematical Finance" and "C++ Design Patterns and Derivatives Pricing." He also worked as a senior quant in industry for many years and has plenty of interview experience from both sides of the desk.

Genres: Finance

326 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.