Quant job interview questions

This is the homepage for our interview question book.

This is now available on Lulu and CreateSpace. There is a preview on Lulu.

On Lulu, it is much better value if you pay in US dollars; you can choose the payment currency via a menu at the bottom right of the screen

Bulk discounts are available if you buy 20 or more copies. Contact Mark Joshi for more information.

The CreateSpace version is taller and narrower. It is on cream paper. The Lulu version is shorter and fatter, and on white paper.

Lulu ship from both Europe and the US. Createspace only ship from the US.

I think the CreateSpace version is slightly nicer but the shipping costs are high outside the US.

It will eventually be available on Amazon but probably not before mid 2009.

Here is Dominc Connor's review. He is a partner of the Paul and Dominic headhunting outfit.

Over 225 technical questions from actual interviews for jobs doing quantitative analysis in London and New York
Large number of questions on numerical algorithms and C++
Complete worked solutions for all technical questions
Multiple possible follow-up questions for each technical question
Soft and general finance knowledge questions
Discussion of the interview process and tips for getting that first job.

Authors:

Mark Joshi: author of "the Concepts and Practice of Mathematical Finance" and "C++ Design Patterns and Derivatives Pricing."

Nick Denson: PhD student in financial mathematics,

Andrew Downes: PhD student doing stochastic processes.

See the bulletin board to discuss questions and answers from the book.

Book cover .