Interview Questions

[willowman]

Hey everyone,
I'm new to the site and I need feedback...desperately! My story? I have a telephone interview with a financial consulting firm on the 6th of January...I'd like to know what to expect. I'll post part of the job ad and sit back while I await your input. Thanks a bunch.

Primary Responsibilities:
- Provide real time analytical support to solve financial problems related to trading portfolios and models.
- Develop, modify, optimize, test and implement real time quantitative trading models and strategies.
- Perform statistical analysis of historical and current financial market data.

Requirements of the Candidate include:
- University degree with background in statistics, mathematics, engineering or economics.
- Incredibly strong problem solving and analytical skills.
- Time series analysis and statistical modeling experience.
- C/C++ programming skills are a plus.


Cheers guys/ladies..I look forward to getting some feedback! :tiphat:


-Greg

 

[doug reich]

Scroll to the bottom of this page, for related threads on this.

Also, type "interview" into the live search box (don't hit enter, wait for the drop-down) and open all those threads.

 

[willowman]

Thanks Doug,

I'm still not too entirely sure what to expect. I've been studying a lot of time series related material as well as some C++. I haven't really touched on the probability stuff (as of yet). It's been quite a few years since I've done any brain-teasers. I really don't understand the rigor of the process...First, they specify your job function and then they ask you a bunch of 1st year conditional probability questions? You'd think they'd be more interested in your grades and some of the major projects you worked on in College. I know that such factors aren't necessarily great performance indicators (if you take into account cheating etc), but they should merit something. My point being, I think the interview process should be in line with whatever the candidate is bringing to the table. I can barely remember Bayes' theorem, but I can sure as hell talk your ear off about Pairs Trading etc. You know what I'm sayin'? Maybe I'm naive?
Some more input would be great!

 

[doug reich]

It is also possible that those questions will not be asked of you based on your experience and the level you are coming in at.

 

[ngohrvinet]

I also agree

- Develop, modify, optimize, test and implement real time quantitative trading models and strategies.
- Perform statistical analysis of historical and current financial market data.

rgs