I didn't apply for QR jobs last year, but I plan on doing so this year, so let's see. To be honest, it might be way too difficult for me get a QR job, so my other options are to go into software engineering or to become a
"research engineer".
Also, you're welcome for the study guide, but having spent some time preparing for QR interviews I think it's a stupidly overcomplicated guide... IMHO, getting a QR job really just boils down to the following three points:
- Having something that shows you have really good STEM skills (e.g. degree from a top uni, winning maths/coding competitions, PhD with good publications, quant internships, etc); this is what gets you past the CV screening stage
- Strong interview skills: this comes down to studying quant interview books and doing coding puzzles (like Leetcode) while knowing the following basic topics (i.e. at undergrad level) really, really well: linear algebra, multivariable calculus, probability and statistics; this gets you past the interviews
- Having the skills to actually do the job; this could be pricing, data analysis, development, etc; this keeps you in your job
My guide is meant to address point (2) - getting strong interview skills - and I can't really help with points (1) and (3). To get strong interview skills, I'd recommend doing the following steps:
- Learn linear algebra, multivariable calculus, probability and statistics really well*
- Linear algebra by 3Blue1Brown
- Calculus by 3Blue1Brown
- Linear algebra by Khan Academy
- Calculus by Khan Academy
- Probability and statistics by StatQuest
- Probability by brilliant.org
- Statistics in Introduction to Statistical Learning
- Tradermath or Zetamac for mental maths (moreso for trading tbh)
- Go through quant interview books and coding puzzles**
- A Practical Guide to Quantitative Finance Interviews (often called the "green book")
- Other quant interview books (but the green book is the one I see the most)***
- Leetcode roadmap by Neetcode
- 14 patterns for coding interviews
- Blind 75 or Neetcode 150
The above are a large part of QR interviews: know linear algebra, multivariable calculus, probability and statistics really well, and be very familiar with quant interview/coding puzzles. Of course, you'll be asked more in-depth questions like about your research or your projects, but you should know those very well anyway since you're the one that executed them.
There's also this Reddit post summarising a lot of research about quant finance careers so that you don't waste time like I did.
Hope this helps and good luck
*3Blue1Brown is better for getting the intuition/visualisation, Khan Academy is better for learning by doing examples.
**In my last post I said you can figure out what to study by failing interview questions. You can still do this: fail the questions in the green book, which will tell you which of linear algebra/calculus/probability/stats you need to study.
***I've read that there aren't as many option pricing jobs these days compared to pre-GFC, so you don't need to go heavy on option pricing/stochastic calculus; just knowing the basics and knowing the Greeks is a good place to start. Also, skip the coding/algorithms questions which will be handled by doing Leetcode.
