Articles
Original interview write-ups from people who actually went through the process. More resources below.
Trader vs Researcher Is the Wrong Question: The Five Axes That Decide Your Quant Career
Titles barely describe the job. Every quant seat is a point in five dimensions; sort by where the alpha comes from and the field collapses into six families. How to pick the one that fits you.
Guest PostWhat I Went Through in the Jane Street Quant Trader Interview
A personal, first-person account — two technical rounds and a Super Day of market-making games — from someone who got the internship offer. What he actually noticed, shared as-is.
Citadel Quant Interview Questions — Complete Breakdown
What to expect in Citadel’s quant researcher and developer interviews. Common question types and preparation strategies.
Probability Questions Asked at Top Trading Firms
A deep dive into the probability questions that show up most frequently in quant interviews, with intuition-first explanations.
Insider articles & deep dives
Firm breakdowns, interview strategies, and quant industry insights delivered to your inbox.
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Other resources
Drill into a single topic, target a specific firm, or follow a guided study path. Every link goes to curated, worked-through practice.
Practice by topic
Guides & deep dives
How to prep for quant interviews
A full study plan: what to learn, in what order, and how long it takes.
Read guideBest quant interview books
Which books are worth your time, and which to skip.
Read guideGreen Book companion
Worked solutions and practice for the Practical Guide.
Read guideHeard on the Street guide
Crack classic, mapped to practice problems by chapter.
Read guideJoshi's Quant Job questions
The Joshi list, with solutions and where to practice each.
Read guideMosteller's Fifty Challenging Problems
The 1965 classic quant interviews still draw from, worked properly.
Read guideHow QuantVault compares
📚 Essential Reading
Probability & Statistics
All of Statistics — Larry Wasserman
Introduction to Probability Models — Sheldon Ross
Probability and Statistics for Engineering and the Sciences — Jay Devore
Stochastic Calculus & Financial Math
Options, Futures, and Other Derivatives — John Hull
Paul Wilmott on Quantitative Finance — Paul Wilmott
Concepts and Practice of Mathematical Finance — Mark Joshi
Linear Algebra & Optimization
Convex Optimization — Stephen Boyd & Lieven Vandenberghe
Matrix Analysis and Applied Linear Algebra — Carl D. Meyer
Interview Preparation
Heard on The Street — Timothy Crack
Quant Job Interview Questions and Answers — Mark Joshi
Fifty Challenging Problems in Probability — Frederick Mosteller
Programming & Data Science
Hands-On Machine Learning — Aurelien Geron
Elements of Statistical Learning — Hastie, Tibshirani, Friedman
📋 Quick Reference Formulas
Key Formulas to Know
Black-Scholes: $C = S_0 N(d_1) - Ke^{-rT}N(d_2)$ where $d_1 = \frac{\ln(S/K) + (r + \sigma^2/2)T}{\sigma\sqrt{T}}$
Put-Call Parity: $C - P = S_0 - Ke^{-rT}$
Ito's Lemma: $df = f'(S)dS + \frac{1}{2}f''(S)(dS)^2$
VaR: $\text{VaR}_\alpha = \mu + z_\alpha \sigma$ (parametric, normal)
Portfolio Variance: $\sigma_P^2 = \mathbf{w}^T \Sigma \mathbf{w}$
Bayes' Theorem: $P(A|B) = \frac{P(B|A)P(A)}{P(B)}$
OLS Estimator: $\hat{\beta} = (X^TX)^{-1}X^TY$
Duration: $D = -\frac{1}{P}\frac{dP}{dy}$, price change $\approx -D \cdot \Delta y \cdot P$
💡 Interview Tips
General Approach
1. Think out loud — Interviewers want to see your thought process, not just the answer.
2. Start simple — Solve a simpler version first, then generalize.
3. Check edge cases — Does your answer make sense for extreme values?
4. Know your distributions — Be fluent with Normal, Poisson, Exponential, Geometric.
5. Practice mental math — Quick estimation is valued highly.
Common Question Types
Probability Expected value, conditional probability, counting, Markov chains
Statistics Estimation, hypothesis testing, regression, Bayesian reasoning
Finance Options pricing, Greeks, risk measures, portfolio theory
Brain Teasers Logic puzzles, Fermi estimation, game theory