The QuantNet 2012-2013 International Guide to Programs in Financial Engineering have been released! Awesome guide, download it. Check out the table of contents: What do Financial Engineers Do? – Efficient Ways to Set Up a Successful Career – Which Master’s Degree is Right for You? – Do’s and Don’ts of MFE Applications – C++ Programming for Financial Engineering – Hunting the Quant Job: Questions and Answers – Questions Asked at Quant Interviews – Reading List: Books to Help Prepare for Quant Interviews, and more.
Don’t miss the chance to have a look at all the information you can find on QuantNet. For example, if you deem yourself strong at C++ try their good (and free) C++ on-line tests.
Just updated my Books page with a few lines of review about some popular “Quant job interviews” books.
Well written and useful, as the other Joshi’s books. Many non-trivial questions and original solutions. Interesting and unusual the section about C++ programming.
The classic reference for quant job interviews. On top of the probability-statistics and math finance problems, there is big section on “brainteasers” (I don’t like them…) and a chapter on non-technical questions.
A more mathematical tone with respect the other interview books. Even the brainteasers are non-irritating. Each section of questions is introduced by a quick and clever review of the math that should be used to solve the problems.
Different from all the other interviews books: the FAQ are a good opportunity to jump through different interesting topics. The answers and the references given in the book are the starting point for a further study.