Quant Job Interview Questions and Answers (Second Edition) - Softcover

Joshi, Mark; Denson, Nicholas; Downes, Andrew

Softcover

ISBN 10: 0987122827 ISBN 13: 9780987122827

Publisher: Pilot Whale Press, 2013

Synopsis

The quant job market has never been tougher. Extensive preparation is essential. Expanding on the successful first edition, this second edition has been updated to reflect the latest questions asked. It now provides over 300 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. All three authors have worked as quants and they have done many interviews from both sides of the desk. Mark Joshi has written many papers and books including the very successful introductory textbook, "The Concepts and Practice of Mathematical Finance."

About 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 edition

• Publisher: Pilot Whale Press
• Publication date: 2013
• ISBN 10: 0987122827
• ISBN 13: 9780987122827
• Binding: Paperback
• Edition number: 2
• Number of pages: 388