本文介绍了量化金融职位候选人所需的能力，包括扎实的数学背景、编程技能和中级金融知识。面试通常涵盖广泛的主题，如概率、统计、微积分和线性代数，以评估应聘者的解决问题能力。建议候选人深入理解基础知识，练习面试技巧，仔细聆听，清晰表达，并能根据假设快速解决问题。面试的全面性源于面试官的专业背景差异和团队合作的需求。
A successful candidate for a quantitative finance position need?
- strong mathematics background
- probability
- statistics
- stochastic calculus
- solid programming skills
- basic to intermediate-level finance knowledge
- strong problem-solving skills (beyond reciting formulas or doing simple calculations)
Chapter 1 General Principles
1. Build a broad knowledge base
the style of quant interviews
- brain tease
- calculus
- linear algebra
- probability theory
- statistics
- derivative pricing
- programming problems
Why are quantitative interviews so comprehensive?
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interviewers often have diverse backgrounds. Each interviewer has his or her own favorite topics that are often related to his or her own educational background or work experience. As a result, the topics you will be tested on are likely to be very broad.
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Your problem solving skills–a crucial requirement for any quant job—is often positively correlated to the breadth of your knowledge. A basic understanding of a broad range of topics often helps you better analyze problems, explore alternative approaches, and come up with efficient solutions. Besides, your responsibility may not be restricted to your own projects. You will be expected to contribute as a member of a bigger team. Having broad knowledge will help you contribute to the team’s success as well.
only one suggestion to a candidate: Know the basics very well.
2. Practice your interview skills
3. Listen carefully
4. Speak your mind
5. Make reasonable assumptions
To solve quantitative problems, it is crucial that you can quickly make reasonable assumptions and design appropriate frameworks to solve problems based on the assumptions.
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