A good book for Quant Interview with modern questions.

[StochasticMan]

Hello folks,

I'm creating this thread to talk about resources from preparing Quant interviews.

This year, I was involved in more than ten interviewing process and I remarked a large disparity between the content proposed in book for preparing the interview and the real world interviews.
e.g: A lot of companies are starting their migration from classical brainteasers to leetcode/hackerrank questions ( Without sharing a screen )
-Something that is recurrent is the multi-asset questions ( My payoff is f(S1,S2) i'm long or short correlation, vol ... )
-Machine learning techniques are also coming over and over in the interviews.

Is there any good ressources/books for preparing this large variety of questions. ( this book seems amazing Ace the Data Science Interview: 201 Real Interview Questions Asked By FAANG, Tech Startups, & Wall Street: Singh, Nick, Huo, Kevin: 9780578973838: Amazon.com: Books but the amazon reviews on it are not that thrusty )

( It can maybe help some people: to prepare interviews, I used Dan Stefanica's book ( 150 most FAQ ) and the popular " A practical guide for quantitative finance interview" )

Thanks you

 

[Phi-quant]

Thoughts on Stefanica's book? How helpful is it?

 

[OoozeDonatin]

both Dan Stefanica's books are the best to prepare for interviews

 

[mr_spectre]

both Dan Stefanica's books are the best to prepare for interviews

You mean the mathematical primer and 150 frequently asked interview questions?

 

[OoozeDonatin]

so OOP is asking about books related to interview questions, Dan and the Baruch's faculty have two books:

https://www.amazon.com/Probability-Stochastic-Interview-Questions-Interviews/dp/1734531223/

https://www.amazon.com/Frequently-Questions-Interviews-Second-Pocket/dp/097975769X/

the latter is much more difficult

 

[Andy Nguyen]

I heard from a few people that they have good results from this book. And a lot of MFE admission interviews use this book to screen applicants.
Most people refer to this as the "green book" because of the cover color.

https://www.amazon.com/Practical-Guide-Quantitative-Finance-Interviews/dp/1735028800

 

[Paul Lopez]

I heard from a few people that they have good results from this book. And a lot of MFE admission interviews use this book to screen applicants.
Most people refer to this as the "green book" because of the cover color.

https://www.amazon.com/Practical-Guide-Quantitative-Finance-Interviews/dp/1735028800

We use this a ton at Morgan Stanley. Excellent suggestion!