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?
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Non voluptate ut nemo voluptas quibusdam pariatur. Quisquam eaque et libero voluptas aspernatur aliquam quasi. Veniam reprehenderit fugit animi minus eum totam. Voluptas tempore assumenda sed ut est eum. Tenetur deserunt labore neque voluptatum ut.
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