I am reading some questions in Joshi's book on Quant Job Interview Questions, and am perplexed at some of the questions in the book.

Some of them are extremely easy (like, "explain the Black Scholes equation" or "write C++ code to compute Fibonacci numbers" or "why can't t you sort an array of length N in O(n)-time"). I could do this in my sleep.

But then there are these weirdo questions that require Stirling's approximation or knowing a power series expansion of $\sin x$. I mean, I know what's going on and I understand the solution to the questions totally, but ... I don't walk around with the power series expansion of $\sin x$ in my head, sorry I just don't.

There's even a question about contour integration (CONTOUR INTEGRATION!) in there. Here's the solution taken from the book:

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WTF? Are you supposed to give this solution on a whiteboard at a job interview?

Are such questions actually asked? Why?

  • $\begingroup$ Interviews are as creative as the interviewer wants to assess your merits. Taking the approach that the questions should fall only within a purview of your own determination is not sensible. It is entirely possible that they are testing skills because based on their experience of relevant tasks. Indeed testing someone on new problems of unfamiliarity is one of the most useful. I don't care you can read a book and repeat, I might care you can assess something new and leverage your existing knowledge in an innovative way. $\endgroup$ – Attack68 Jun 15 '19 at 16:08

The topics are relevant, so if you find something you don’t understand then would be worthwhile brushing up on the maths. It is unlikely that someone will ask you the exact same question though, the questions might be on related topic or sub part of the questions or a topic that is not covered in the book, but you can use these as an assessment of your preparation.

And don’t forget interview does not mean you speaking to some guys in front of you. These days you will have to go through a whole assessment days and that could include written/practical tests.

But you don’t have to get every question right except the basic ones. Not being able to solve the contour integration is not a serious mistake, but getting basic thing, such as Ito or risk neutral, wrong could be a catastrophe.

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