A good book for Quant Interview with modern questions.

[StochasticMan]

Hello folks,

I'm creating this thread to talk about resources from preparing Quant interviews.

This year, I was involved in more than ten interviewing process and I remarked a large disparity between the content proposed in book for preparing the interview and the real world interviews.
e.g: A lot of companies are starting their migration from classical brainteasers to leetcode/hackerrank questions ( Without sharing a screen )
-Something that is recurrent is the multi-asset questions ( My payoff is f(S1,S2) i'm long or short correlation, vol ... )
-Machine learning techniques are also coming over and over in the interviews.

Is there any good ressources/books for preparing this large variety of questions. ( this book seems amazing Ace the Data Science Interview: 201 Real Interview Questions Asked By FAANG, Tech Startups, & Wall Street: Singh, Nick, Huo, Kevin: 9780578973838: Amazon.com: Books but the amazon reviews on it are not that thrusty )

( It can maybe help some people: to prepare interviews, I used Dan Stefanica's book ( 150 most FAQ ) and the popular " A practical guide for quantitative finance interview" )

Thanks you

 

[Phi-quant]

Thoughts on Stefanica's book? How helpful is it?

 

[OoozeDonatin]

both Dan Stefanica's books are the best to prepare for interviews

 

[mr_spectre]

both Dan Stefanica's books are the best to prepare for interviews

You mean the mathematical primer and 150 frequently asked interview questions?

 

[OoozeDonatin]

so OOP is asking about books related to interview questions, Dan and the Baruch's faculty have two books:

https://www.amazon.com/Probability-Stochastic-Interview-Questions-Interviews/dp/1734531223/

https://www.amazon.com/Frequently-Questions-Interviews-Second-Pocket/dp/097975769X/

the latter is much more difficult

 

[Andy Nguyen]

I heard from a few people that they have good results from this book. And a lot of MFE admission interviews use this book to screen applicants.
Most people refer to this as the "green book" because of the cover color.

https://www.amazon.com/Practical-Guide-Quantitative-Finance-Interviews/dp/1735028800

 

[Paul Lopez]

I heard from a few people that they have good results from this book. And a lot of MFE admission interviews use this book to screen applicants.
Most people refer to this as the "green book" because of the cover color.

https://www.amazon.com/Practical-Guide-Quantitative-Finance-Interviews/dp/1735028800

We use this a ton at Morgan Stanley. Excellent suggestion!

 

[MamtaBankoti]

Hey, here are some excellent book recommendations for quant interview preparation.
1. 150 Most Frequently Asked Questions on Quant Interviews by Dan Stefanica, Rados Radoicic, and Tai Ho Wang.
2. Cracking the Finance Quant Interview: 75 Interview Question and solutions by Jean Peyre
3. Quant Job Interview Questions and Answers by Mark Joshi, Nicholas Denson, and Andrew Downes.
4. A practical Guide to Quantitative Finance Interviews by Xinfeng Zhou
5. Mastering Wall Street Quant Interview: Comprehensive Question and Answer by X Y Wang.

Hope this will help you.

 

[rajivp]

And some good news from Dan here "Admissions IQ: MFE Interview Edition" - new book