• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

UCB MFE UCB MFE Round 2

The interview was purely technical. They ask questions from Linear Algebra, Calculus, Probs & Stats, ML, C++, finance etc. They will also see what you have on your resume and ask questions on that.
 
Last edited:
No. But I am afraid that it's because my last recommendation was submitted in early April. And I haven't heard anything since then.
 
The interview was purely technical. They ask questions from Linear Algebra, Calculus, Probs & Stats, ML, C++, finance etc. They will also see what you have on your resume and ask questions on that.
Hi, I have an interview scheduled in the next couple of days. Could you recommend some resources you used to prepare for the technical portion?
 
Hi, I have an interview scheduled in the next couple of days. Could you recommend some resources you used to prepare for the technical portion?
All the above mentioned concepts can be found in a typical Quant Finance interview prep book mentioned in the thread below:

I used the Zhou (a.k.a. the green book) btw.
Good luck. :)
 
Last edited:
All the above mentioned concepts can be found in a typical Quant Finance interview prep book mentioned in the thread below:

I used the Zhou (a.k.a. the green book) btw.
Good luck. :)
I've been going through the green book, but its just puzzles. So I was confused as to what extent (depth) I should know each topic. Did you get into UCB btw? If yes, I'd love to know how you tailored your interview prep to your resume
 
not sure how much you can do in only a couple of days but here's a broad outline of topics to prepare:

math
- linear algebra
- prob
- calculus

statistics + ml

finance

programming
(python, c++, or whichever language you have experience in)

resume

i'd say projects on your resume should be of highest priority, if you can't answer questions about what's on your resume, you're unlikely to get selected

the next most important topics would be probability and statistics (this is where the green book will come in handy — it's just puzzles??? by that token all math is just puzzles!), then, based on how/what you answer, they can riff off on topics such as ml, related linear algebra or calculus

you will definitely get a question on programming, not super complicated but they will try and gauge if you have decent experience in coding (they're language-agnostic, at least in the interviews, but you'll have to learn python if you get admitted)

and then of least importance would be finance — they'll want to know if you have basic knowledge of, or interest in, the markets, they might also ask simple questions on options — black scholes, greeks and the like
 
not sure how much you can do in only a couple of days but here's a broad outline of topics to prepare:

math
- linear algebra
- prob
- calculus

statistics + ml

finance

programming
(python, c++, or whichever language you have experience in)

resume

i'd say projects on your resume should be of highest priority, if you can't answer questions about what's on your resume, you're unlikely to get selected

the next most important topics would be probability and statistics (this is where the green book will come in handy — it's just puzzles??? by that token all math is just puzzles!), then, based on how/what you answer, they can riff off on topics such as ml, related linear algebra or calculus

you will definitely get a question on programming, not super complicated but they will try and gauge if you have decent experience in coding (they're language-agnostic, at least in the interviews, but you'll have to learn python if you get admitted)

and then of least importance would be finance — they'll want to know if you have basic knowledge of, or interest in, the markets, they might also ask simple questions on options — black scholes, greeks and the like
Thank you!
 
Back
Top