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I there any course on for quant that covers all the factors such as logical reasoning, puzzles, statistics, probability, time series analysis, portfolio management, options, machine learning, and Python that are covered during Interview.

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closed as too broad by skoestlmeier, byouness, LocalVolatility, Theodore Weld, Gordon Jan 14 at 21:33

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Please consult What are the quantitative finance books that we should all have in our shelves? first prior to posting questions regarding resources for quantitative finance as there is a plethora of books mentioned there, two of which are about quant interview questions and ways to approach them.

Quant Job Interview Questions and Answers by Mark Joshi is an extensive compilation of 225 quant interview questions.

I have found the collection of interview questions mentioned in Max Dama on Automated Trading (see http://isomorphisms.sdf.org/maxdama.pdf) to be useful for learning about how to think about quant interview questions.

He introduces it with the following:

I never wanted to do brainteasers. I thought I should spend my time learning something useful and not try to “game” job interviews. Then I talked to a trader at Deutche Bank that hated brainteasers but he told me that he, his boss, and all his co-workers did brainteasers with each other everyday because if DB ever failed or they somehow found themselves out of a job (even the boss), then they knew they would have to do brainteasers to get another. So I bit the bullet and found out it does not take a genius to be good at brainteasers, just a lot of practice.

There are questions about probability theory, market making / betting, pattern recognition, and basic math / logic.

Here’s one of the probability theory questions mentioned:

Normal 52 card deck. Cards are dealt one-by-one. You get to say when to stop. After you say stop you win a dollar if the next card is red, lose a dollar if the next is black. Assuming you use the optimal stopping strategy, how much would you be willing to pay to play? Proof?

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I'd say Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Crack is the reference for logical reasoning, puzzle and a bit of the rest too. Frequently Asked Questions in Quantitative Finance by Paul Wilmott cover broader topics and provide further reading lists.

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  • $\begingroup$ that he's gone to 15th edition is testament to his curatorial acumen (my last edition was the 11th), however have to say his prose style and humour is an acquired taste! Stefanica et al not bad too and pocket - sized $\endgroup$ – Mehness Jan 14 at 19:54