4 ms·
Depending on the hedge fund (I'm thinking of a few in particular), there isn't really a route to practicing these problems just to get better at the interview.
by throwawaymath 8y ago
Depending on the hedge fund (I'm thinking of a few in particular), there isn't really a route to practicing these problems just to get better at the interview. You'll be asked to talk about your own research in the domain and you'll work on re-deriving (very small parts of) the research of other members of the team with guidance and from first principles. Regardless of applicability to the job, if you're asked to prove a theorem on the board you either know it (and have known it for a while, and in depth), or you don't. In that sense they're not brainteasers to practice a particular formula for, like solving an algorithms question or probability estimation.
That being said if you're just talking about mathematics and statistics problems the more mainstream hedge funds like to ask their quant candidates, read Crack's Heard on the Street, Joshi-Denson-Downes' Quant Job Interview Questions and Answers, and Zhou's A Practical Guide to Quantitative Finance Interviews.
- misiti3780 8y agothanks