Starting from Scratch - Interview Prep

[SpadeQuant]

I have seen several posts on this forum regarding resources to study for studying for quant interviews and have spoken to several people about how they studied to land positions and have heard somewhat different perspectives on how to study. I was wondering if anyone had any advice on how I should proceed with preparing for interviews. I have not had to do substantial mathematics in several years, so I am out of practice even in topics that I am familiar with (probability, calc, stats- anything beyond actual application and understanding of results).

I work a fulltime job and am starting a masters program in the fall so I have limited time to study but I would like to get some legs under me before starting my masters. Would it be best to just slowly work through questions and try to learn concepts on the fly? Or should I focus on a more fundamental understanding of the math first and read some books before starting on questions? If I take the fundamental approach I found and downloaded The Concepts of Mathematical Finance and Financial Calculus. Are there any books that might be better to start with / more time efficient that anyone recommends? Also, if anyone knows any courses that progress through the key mathematical concepts I would also consider that.

Any advice and or resources is helps. Thank you!

 

[achirikhin]

You may start with Rennie/Baxter and then Shreve or Wilmott. Shreve more for math, Wilmott for the breadth of knowledge.

For most quant jobs you will need programming, ideally C++, but at least Python. It is the ability to construct algos that is important, not just knowing thr languages.

In all cases, unless you have worked as a quant already, the interview will mostly assess your motivation and commitment to the job, of which your having studied quant finance and programming is an indirect indicator. You will learn the real tech skills mostly on a job. Becoming a quant is more like going through an apprenticeship; it is an engineering, not theoretical or a research-like job in most cases.

To get a glimpse of what the job really is and possibly showing even more commitment at the interviews, consider taking

Quantitative Analyst, Developer, Strat: The Profession

They won't teach you that at MFE programs.