[Sticky] How to prepare for Quant Research Interviews?

Brief Overview

Quant interviews are highly technical. Most of the behavioral/non-technical questions will be about your academic background and prior projects you have worked on. The technical subject matter varies depending on the company you interview with, however, the most common subjects are:

• Probability
• Statistics
• Stochastics
• Calculus
• Linear Algebra
• Finance (like options pricing)
• Algorithms 
• Machine Learning
• Programming (typically the "python" programming language, sometimes java and/or C++) 
• Brainteasers

The interview will usually focus on 3-4 of these subjects, depending on which the company prioritizes. You should do some research (glassdoor is a good starting point) on each company to get an idea of which types of technical questions they tend to ask their applicants.

Some Good Prep Resources:

For mathematics subjects (probability, statistics, stochastics, calculus, linear algebra, brainteasers), below are good sources to get started:

• "A Practical Guide To Quantitative Finance Interviews" by Xinfeng Zhou 
• "Heard On The Street: Quantitative Questions From Wall Street Job Interviews" by Timothy Falcon Crack 

For computer science-related subjects (Algorithms, Programming), below are some good sources to get started:

• Leetcode - is good for getting programming practice. If you can master the "medium" level problems you are likely in decent shape for entry-level positions.
• GeeksforGeeks - Good for looking up specific algorithms 
• Cracking The Coding Interview by Gayle Laakmann McDowell - This is a very in-depth book to help crack the software engineering coding interview. This is likely more than needed for the Quant interview but it can be good to look at if you have extra time to prepare and want to get some algorithms practice. 

While most people tend to be strongest in only a number of these subjects, practicing both your weaknesses and your strengths is essential. A common mistake is only focusing on your weaknesses then by the time your interview comes around you're only "okay" at everything. Make sure your strengths are sharp and your weaknesses improve before your interview!