How to prepare for a quant interview?
In the upcoming days I will have two quant interviews for summer internships. One is with an IB over the phone and one is with a quant firm in person. I’m doing a master’s in physics and I lack a proper education in statistics, as we’ve only learned the basics. Also, I wouldn’t consider myself exceptionally smart, but I enjoy research and problem solving with maths and programming. I bought a book called “A practical guide to quantitative finance interviews” and have been solving a lot of probability/stats questions from that, but I don’t feel comfortable to do well under interview conditions.
What do you suggest is the best way to prepare? Shall I try other books or perhaps scheme read through the syllabus of a probability module from a maths course? Also, what parts of mathematics would you suggest that I revise? I’ve heard that differential equations and matrices come up a lot.
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