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Interview Questions

willowman

Joined
12/27/08
Messages
2
Points
11
Hey everyone,
I'm new to the site and I need feedback...desperately! My story? I have a telephone interview with a financial consulting firm on the 6th of January...I'd like to know what to expect. I'll post part of the job ad and sit back while I await your input. Thanks a bunch.

Primary Responsibilities:
- Provide real time analytical support to solve financial problems related to trading portfolios and models.
- Develop, modify, optimize, test and implement real time quantitative trading models and strategies.
- Perform statistical analysis of historical and current financial market data.

Requirements of the Candidate include:
- University degree with background in statistics, mathematics, engineering or economics.
- Incredibly strong problem solving and analytical skills.
- Time series analysis and statistical modeling experience.
- C/C++ programming skills are a plus.


Cheers guys/ladies..I look forward to getting some feedback! :tiphat:


-Greg
 
Scroll to the bottom of this page, for related threads on this.

Also, type "interview" into the live search box (don't hit enter, wait for the drop-down) and open all those threads.
 
Thanks Doug,

I'm still not too entirely sure what to expect. I've been studying a lot of time series related material as well as some C++. I haven't really touched on the probability stuff (as of yet). It's been quite a few years since I've done any brain-teasers. I really don't understand the rigor of the process...First, they specify your job function and then they ask you a bunch of 1st year conditional probability questions? You'd think they'd be more interested in your grades and some of the major projects you worked on in College. I know that such factors aren't necessarily great performance indicators (if you take into account cheating etc), but they should merit something. My point being, I think the interview process should be in line with whatever the candidate is bringing to the table. I can barely remember Bayes' theorem, but I can sure as hell talk your ear off about Pairs Trading etc. You know what I'm sayin'? Maybe I'm naive?
Some more input would be great!
 
It is also possible that those questions will not be asked of you based on your experience and the level you are coming in at.
 
I also agree

- Develop, modify, optimize, test and implement real time quantitative trading models and strategies.
- Perform statistical analysis of historical and current financial market data.

rgs
 
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