| 1. | Interview brainteasers 1 |
| 2. | Interview brainteasers 2 |
| 3. | Interview brainteasers 3 |
| 4. | Interview brainteasers 4 |
| 5. | Combinatorial geometry |
| 6. | Multiplayer games |
Puzzles and Brainteasers
Quantitative finance, software development, and data science companies use interviews to select their employees. Puzzles and brainteasers are very common on these interviews.
This website has some questions that appeared at job interviews in quantitative finance.
The selection was made from the books written by Dan Stefanica, Rados Radoicic, Tai-Ho Wang, and Ivan Matic. These authors are professors at the Master of Financial Engineering Program and the Department of Mathematics at Baruch College. They regularly teach probability, statistics, stochastic calculus, derivative pricing, numerical linear algebra, and modelling of volatility and interest rates.
The following three books contain puzzles and brainteasers from the interviews:
150 Most Frequently Asked Questions on Quant Interviews
by Dan Stefanica, Rados Radoicic, and Tai-Ho Wang, third edition, FE Press 2024, 331 pages
Topics:
- Mathematics, calculus, differential equations
- Covariance and correlation matrices. Linear algebra
- Financial instruments: options, bonds, swaps, forwards, futures
- C++, algorithms. Data structures
- Statistics. Machine learning
- Monte Carlo simulations. Numerical methods
- Probability. Stochastic calculus
- Brainteasers
Probability and Stochastic Calculus Quant Interview Questions
by Ivan Matic, Rados Radoicic, and Dan Stefanica, FE Press 2021, 334 pages
Topics:
- Discrete probability
- Random walks and martingales
- Continuous probability
- Brownian motion
- Stochastic differential equations
Challenging Brainteasers for Interviews
by Rados Radoicic, Ivan Matic, and Dan Stefanica, FE Press 2023, 345 pages
Topics:
- "Aha questions"
- Logical conundrums
- Discrete probability
- Continuous probability
- Counting challenges
- Games and algorithmic puzzles
- Number theory
- Geometry
- Calculus
- Linear algebra