6/23/24, 7:46 AM Building My Quant Interview Prep Curriculum | Pranav on Data Science

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Building My Quant Interview Prep

Curriculum
JUNE 22ND, 2021

Building My Quant Interview Prep

Curriculum
I will be graduating in Spring 2022 with a degree in Computer Science and Mathematics from
Northeastern University (https://www.northeastern.edu). Despite having had more than a year’s
worth of internship experience, I have been at a slight fork in the road in terms of knowing the exact
job/career path I want to specialize in.

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I spent 10 months working at a FFRDC (federally funded research and development center) in Cyber
Security, two months working at Dell (also in Cyber), and 4 months working as a software engineer
at a well established fintech company. As of now, my ideal industry is quantitative finance as I
believe the subject matter, and work environment to be a good fit for my personality type.

The quantitative hedge fund industry seems analogous to a highly abstracted game of poker where
billions of dollars are on the line. Working in such an industry will allow me to merge my competitive
drives (satisfied by poker) with my intelectual drives (satisfied by coding and math.) These jobs are
certainly not easy to break into and demand a high degree of interview preparation. That being said,
the skills tested in these interviews seem to cover the entire subject matter of my mathematics
degree. Therefore, the act of preparing for these interviews will aid in the total assimilation of what I
have learned these last 4 years and are a worthwhile activity regardless of my career outcome.

Based on my educational background, there are two viable job archetypes I am suited for:
quantitative developer, and quantitative trader. After conducting exhaustive research I have come to
the conclusion that the day to day job functions of both these roles differ based on the strategies
deployed by specific funds.

Quantitative traders utilize tools built by quantitative developers to execute upon strategies
developed by quantitative researchers. Traders are ocassionally extended research responsibilities
and as well as development tasks depending on the organizational structure, strategy set, and size
of the hedge fund.

The archetype of a quantitative developer appears to be back-end focused requiring skills in C++,
Python combined with algorithm skills and well developed mathematical maturity. Additionally,
database programming skills (SQL) and knowledge of networks and distributed systems seem to be
in high demand as well.

The interview process for a quantitative developer focuses heavily on algorithms and data structures
with bits of math brain teasers dropped in. A quantitative trader interview is the complement of a
quant-dev interview: math brain teaser heavy with bits of algorithm and data structures dropped in.

I have concocted a hybrid interview prep curriculum to ensure I am prepared for both interviews. The
benefit is that practicing the mathematical brain-teasers along with algorithms and data structures
will prepare me for machine learning engineer interviews at big tech companies. Therefore, I believe
this interview prep curriculum to be a sound hedge that will increase my market value regardless of
whether I make it into a hedge fund or not.

Quantitative Developer Archetype

C++/Python/Matlab
Familiarity with machine learning concepts and models
Knowledge of networks and distributed systems
Database programming

Quant Developer Interview Prep

C++ specific knowledge (pointers, templates, design patterns, modern C++ concepts)
Algorithms and Data Structures
SQL knowledge (joins and ability to formulate complex queries)
Probability brain teasers

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Materials
Grokking The Coding Interview (https://www.educative.io/courses/grokking-the-coding-
interview)

Quantitative Trader Archetype

High degree of mathematical maturity
Python/Matlab
Financial mathematics + applied derivatives

Quant Trader Interview Prep

Mental Math
Probability and Statistics
Miscelanious logic and math brain-teasers
Calculus and Linear algebra trick questions
Basic stochastic processes
Financial mathematics (options)
Light algorithms and data structures
well developed mathematical proof concepts

Study Materials
Math Trainer (mental math training tool) (https://www.mathtrainer.org)
Heard on The Street (https://www.amazon.com/Heard-Street-Quantitative-Questions-
Interviews/dp/0994138695/ref=sr_1_1?
dchild=1&keywords=Heard+on+the+street&qid=1624396275&sr=8-1)
A Practical Guide To Quantitative Finance Interviews (https://www.amazon.com/Practical-
Guide-Quantitative-Finance-Interviews/dp/1735028800/ref=sr_1_1?
dchild=1&keywords=a+practical+guide+to+quantitative+finance+interviews&qid=1624396241&sr=8-
1)

Study Plan
Module 1: Probability and Statistics + Sliding Window
Algorithms
In this first module, I will do a comprehensive refresher of probability and statistics and practice
sliding window algorithm questions on leetcode (https://leetcode.com). My understanding of
Probability is decent as I have taken multiple courses that have covered the subject matter.

Materials
A Practical Guide to Quantitative Finance Interviews
Chapter 4
Heard On The Street
Chapter 4
Grokking The Coding Interview: Sliding Window (https://leetcode.com/tag/sliding-window/)

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Module 2: General Brain Teasers + Two Pointer

Technique
The brain teaser section of both the quant prep books cover a variety of math topics. The questions
test basic math but in novel and interesting ways. The two pointer technique questions on leetcode
will aid in building my algorithm skills.

Materials
A Practical Guide To Quantitative Finance Interviews
Chapter 1
Heard On The Street
Chapter 1
Grokking The Coding Interview: Two Pointer Technique

Module 3: Calculus/Linear Algebra Review + Fast & Slow

Pointers
I expect the calculus and linear algebra review to go smoothly. I recall most of this content so the
preparation process will simply entail solving the questions from the prep book and actively seeking
tough questions from my old textbooks.

Materials
A Practical Guide To Quantitative Finance Interviews
Chapter 3
Grokking The Coding Interview: Fast & Slow Pointers

Module 4: Stochastic Processes + Merge Intervals

I will likely need to refresh some of my stochastic processes knowledge from my previous
coursework.

A practical Guide to Quantitative Finance Interviews

Chapter 5
Grokking The Coding Interview: Merge Intervals

Module 5: Finish Grokking The Coding Interview +

Mental Math
At this point, I will wrap up my interview prep by finishing Grokking The Coding Interview, and aiming
to hit level 99 on math-trainer.

Materials
Grokking The Coding Interview
Cyclic Sort
In-Place reversal of a linked list
Tree breadth first search
Tree depth first search
Two Heaps

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Subets
Modified Binary Search
Bitwise XOR
Top ‘K’ elements
K-way merge
Knapsack
Topological Sort
Miscellaneous
Math Trainer: Reach Level 99
Practice squaring, and square roots of large numbers

Module 6: Estimations
Many quant interviews and big tech interviews have been known to ask estimation-based questions.
These include ‘how much should you charge to wash every window in Seattle’ and the like. There is
an abundance of questions available online for practice. These will be the final and lowest priority
aspect of my interview prep.

 Quantitative Finance (2) (/categories.html#Quantitative Finance-ref)

 Interview Prep (3) (/tags.html#Interview Prep-ref)

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Pranav Ahluwalia
My name is Pranav Ahluwalia. I am a Data Scientist and avid poker player
More About Me (https://www.prandev.com)

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