What kinds of technical questions do you get at interviews for quant teams at AM firms (BlackRock, PIMCO, Putnam)? Are there any specific topics (from econ, math, stats, etc.) that are worth brushing up on?
Know how to do simple programming problems (print out every letter of the alphabet etc). If a bond shop, know how to bootstrap/interpolate yield curve. Know which instruments to use when strappin'
^
Are there any resources besides Crack's "Heard on the Street" (which seems more geared toward trading) you would recommend for becoming familiar with some of these questions?
There are a lot of books but most of them, including Heard on the Street, are just for sellside quants. I don't think that you need stochastic calculus in buyside.
fluxThere are a lot of books but most of them, including Heard on the Street, are just for sellside quants. I don't think that you need stochastic calculus in buyside.
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Know how to do simple programming problems (print out every letter of the alphabet etc). If a bond shop, know how to bootstrap/interpolate yield curve. Know which instruments to use when strappin'
^ Are there any resources besides Crack's "Heard on the Street" (which seems more geared toward trading) you would recommend for becoming familiar with some of these questions?
There are a lot of books but most of them, including Heard on the Street, are just for sellside quants. I don't think that you need stochastic calculus in buyside.
What's the main difference between sell-side and buy-side quants?
Ducimus suscipit sed exercitationem dicta praesentium quos cupiditate. Voluptas tempora aspernatur et qui. Id corrupti ut ducimus itaque voluptas cum minus.
Et molestiae eum asperiores et deserunt voluptatem iure modi. Recusandae praesentium itaque enim quis. Rerum sunt magni cum ipsa dolorum ipsa. Aperiam sunt odio omnis nesciunt laudantium est. Aut sit ut sunt repudiandae assumenda non error. Dolores odit delectus eum doloribus dignissimos dolorum aut.
Ducimus aut odit ratione et. Repudiandae voluptatem placeat laboriosam est error quis. Et voluptate ipsum et non magnam.
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