Interviewing Guide for fund PM/trader roles

I've gone thru a couple interviews for portfolio manager seats, and i was not prepared for a few questions they asked, so i thought i'd list them here for future reference. The people who interview you for a PM seat are very smart, and they are risk averse...so they focus more on losses than gains.

1) your detailed P&L history, sharpe ratio, standard deviation P&L, largest loss, win/loss %
2) if you run your strategy current position thru the last 12 years of daily closes, what is the worst 1 day performance
3) what is your edge? describe it, in great detail.
4) how do you scale your strategy to larger size?

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Jun 1, 2018
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