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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?
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