QUANT RISK INTERVIEW PREP

[Helen Octopus]

Im trying to prepare for a Quant risk Internship interview at a very large hedgefund in the next week.


Im doing a masters in AI,I have done a module on Statistics, but it is not anything finance related.

What do you suggest is the best way to prepare? I was listening to Ptrck Boyle who suggested to perhaps come there with a risk model of your own, but I dont think i have the time to create anything of substance.
Should I read any stats books, Will they ask me to solve a black scholes merton? Are differential equations or matricies coming up. For context this interview is with their head of quant risk

Thank you

 

[MikeLawrence]

How long do you have?

Will they ask me to solve a black scholes model ? Are differential equations or matricies coming up. For context this interview is with their head of quant risk

Any one of these is possible. If you don't have very long, trying to cram in too much might be counterproductive. If you're with their head of quant risk, this should be the final interview (right?) so I'd make sure your very well prepared with your core competencies I guess. They put you through this far for a reason, try and execute as best you can.

Maybe others can give better advice.

 

[Helen Octopus]

How long do you have?


Any one of these is possible. If you don't have very long, trying to cram in too much might be counterproductive. If you're with their head of quant risk, this should be the final interview (right?) so I'd make sure your very well prepared with your core competencies I guess. They put you through this far for a reason, try and execute as best you can.

Maybe others can give better advice.

Its on Thursday, I Think its 1 out of 2 Final interviews , I believe final is HR . Im not sure what you mean by core competencies, Do you mean my stats?
Thanks for the help

 

[Andy Nguyen]

Risk Management Resources

Risk management related materials

quantnet.com

 

[MikeLawrence]

Do you mean my stats?

That is what I meant.

Risk Management Resources

Risk management related materials

quantnet.com

Smart thinking, good link.