Algorithm (coding) requirement for Quant Interview

[Xiruo Li]

Hello all,

I am a prospective MFE student and I have some questions for the preparations for quant interviews.

1. To prepare the algorithm part, some one suggest me using LeetCode. Could anyone tell me that what topics are frequent in the quant interview? Since I think quant is not SDE, it's not necessary for us to master all of the topics. Or, is there any other resource that is helpful for preparing the algorithm part of the interview?
Topics in the LeetCode:

2. When I do the algorithm problems, it's better to use python or cpp? For me, python is easier to use. But, it seems that cpp is still important for traditional quant.

Thanks!

 

[Daniel Duffy]

If you know C++ algorithms the you probably have better insight into the internal than with Python which is more high level.

 

[Xiruo Li]

If you know C++ algorithms the you probably have better insight into the internal than with Python which is more high level.

Thanks, I also believe that C++ is better to practice the algorithm.
For the topics in LeetCode, could you tell me what algorithms or topics are important for quant interviews?

 

[Daniel Duffy]

Thanks, I also believe that C++ is better to practice the algorithm.
For the topics in LeetCode, could you tell me what algorithms or topics are important for quant interviews?

This excellent post by Pavlos might help

How Quantnet's C++ certificates got me a job on Wall Street

@Pavlos Sakoglou

 

[Xiruo Li]

This excellent post by Pavlos might help

How Quantnet's C++ certificates got me a job on Wall Street

@Pavlos Sakoglou

Got it, I have sent a PM to him.

 

[ExSan]

Hello all,

I am a prospective MFE student and I have some questions for the preparations for quant interviews.

1. To prepare the algorithm part, some one suggest me using LeetCode. Could anyone tell me that what topics are frequent in the quant interview? Since I think quant is not SDE, it's not necessary for us to master all of the topics. Or, is there any other resource that is helpful for preparing the algorithm part of the interview?
Topics in the LeetCode:
View attachment 23830
.....
Thanks!

Most of them are relatively easy. Let me suggest you to learn Red Black Tree and all its operations. The implementation in C/C++ is another story

 

[Daniel Duffy]

RB Tree in Boost C++
Class template rbtree - 1.58.0

There are different levels

1, Understanding how to use
2. Applying and customising; knowing internals.
3, Integrating into applications. Writing your own b tree in an emergency (or buckets of time on your hands).