How to prepare probability interview questions for Quant
How to prepare probability interview questions for Quant
One may interested in prepare probability interview questions for Quant. Quant is a common job in the USA especially for people who are interested in Quant or Finance/Arbitrary but have background in Math or Physics. However, people who have background in math/phys usually learn math in the continuous sense.What I mean by continuous is that the math dealing with the continuous function.
For example: Calculus, analysis, real analysis, complex analysis, Ode, Pde, Fourier transform, Laplace transform.... That kind of math. Since I think 99% of physics is solving differential equations. Newton mechanics need to solve newton F=ma. and Maxwell equations are pde which been used to solve the electrodynamics. Other pde like schrodinger equation in Quantum mechanics or Einstein equation in the general relativity. So physicists are people who are good at solving various pde and good at computation at least most of them.
There are other physicists, they are like amateur pure math guys. They like string theory and topological quantum field theory. So they are good at some topology, algebra, or even algebraic geometry which are notorious difficult to understand even for the smartest guy in the world like Nima. Only Grothendieck and his friends knew them. Go to study the EGA if you are insane like me.
So the continuous math and the notorious pure math usually can not make money in the real world. Poor US!!!!!!
On the otherhand, the math in the quant is more likely to be discrete math. So probability and discrete math like Graph theory or complexity theory in the computer science are much more lucrative and relative to the real money world.
I have some experience of quant interview, most of them will ask you about the mathematics in the probability. There are some strange probability questions they will appear again and again in the interview. So I built a youtube list and answer some of them in my own way and my own perspective. Go to check them if they help. Hope you guys can learn something.
Example:
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