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I use SQL to build tables to store data for quantitative analysis and sometimes for reporting purposes as well. It has a pretty good reporting tool SQL-SRS

Hey vkaul, was it the GS interview? what other questions did they ask? It would be helpful if you can share them, I have some interviews coming up.

Thanks Andy, that's a good list of non-technical questions.

{Xn} is an iid sequence Suppose {F(n)} is a filtration and {Xn} is "adapted" to {Fn} then {Xn} would be a martingale if E[Xn] < infinity and E[xn+1/Fn] = Xn So being an iid is more likely a prerequisite for a martingale, you can clearly see its a necessary but not a sufficient condition.

I will try to explain just using words. This is a basic definition- A martingale is a stochastic process with sequential variables where expected value of each variable is the same and independent of previous observations. It was originally developed to demonstrate fairness of gambling games...

Thanks for the reply, No I haven't contacted any recruiter, I am thinking of applying directly to company's websites.

Hey Guys, I have MS in financial mathematics/BA in Mathematics and two years of experience in commodity trading and risk management, my strong points are stochastic/mathematical modeling/MatLab/C++/R. Currently I work at an Energy firm and want to shift to an investment bank quant role. How...