Quant Job Interview Questions And Answers - Softcover

Mark Joshi

  • 4.16 out of 5 stars
    57 ratings by Goodreads
 
9781438217031: Quant Job Interview Questions And Answers

Synopsis

This is the first edition. The second edition is now available.

Designed to get you a job in quantitative finance, this book contains over 225 interview questions taken from actual interviews in the City and Wall Street. Each question comes with a full detailed solution, discussion of what the interviewer is seeking and possible follow-up questions. Topics covered include option pricing, probability, mathematics, numerical algorithms and C++, as well as a discussion of the interview process and the non-technical interview. Mark Joshi wrote the popular introductory textbooks "the Concepts and Practice of Mathematical Finance" and "C++ Design Patterns and Derivatives Pricing." He also worked as a senior quant in industry for many years and has plenty of interview experience from both sides of the desk.

"synopsis" may belong to another edition of this title.

About the Author

Mark S. Joshi is a Professor in the Centre for Actuarial Studies at the University of Melbourne. He has wide experience of teaching courses in financial mathematics and has previously held posts at the University of Cambridge and at Royal Bank of Scotland Group Risk Management. In February 2004 he was appointed Head of Quantitative Research Centre (QUARC) at RBS. He is the author of six books and numerous papers on both financial and pure mathematics, and has been an invited speaker at many international conferences.

Review

Review of first edition

... Joshi's book justifies the price both in cash, and more importantly the number of hours it will consume to make sure you do this stuff right. Give there are >225 main questions that can work out as one to two weeks of your life, and of course, I have to tell you that the longer you take to work through it the more time you should work on this stuff to get the job you want. ...
Given this review you can expect to see it in the new recommended reading list for our Quant Career Guide.

Dominic Connor on wilmott.com

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780987122827: Quant Job Interview Questions and Answers (Second Edition)

Featured Edition

ISBN 10:  0987122827 ISBN 13:  9780987122827
Publisher: Pilot Whale Press, 2013
Softcover