Interview Readiness
Curated bank and hedge fund question sets calibrated to depth — not pattern-matched answers. Each question expects rigorous reasoning, stated assumptions, and (where applicable) working code.
L1 = junior quant · L2 = senior quant · L3 = quant researcher
Question Categories
Probability & Statistics
Conditional expectation, moment generating functions, convergence theorems, order statistics, Bayesian reasoning, and martingale stopping.
Stochastic Calculus
Itô's lemma applications, change of measure, martingale arguments, SDE solutions, quadratic variation, and the generator of a diffusion.
Derivatives Pricing
European and exotic options, Greeks derivation, put-call parity, model selection, barrier options, interest rate models, and smile dynamics.
Numerical Implementation
Write code that compiles, produces correct reproducible results, and demonstrates convergence analysis. C++ or Python with stated precision.
Brainteasers & Logic
Probability puzzles, expected value problems, and logical deduction — the format used in trading firm and prop desk screens.
Risk & Model Critique
Identify model weaknesses, propose improvements, quantify model risk, assess P&L attribution, and stress-test assumptions.
Full challenge sets with verified solutions and peer review are in development. Today's Focus covers the same depth in a structured daily format — start there.