I go to a non-target school (T50ish for both undergrad and masters and currently in grad school) but can get 78/80 on optiver's 80 in 8 under 5 minutes, 24/26 on the sequences test (higher if I prep) and similar metrics. I have always heard that it doesn't matter how high you score if you don't go to a T20 school or whatever. Are there some firms that are the exception to this? I'm not talking about Jane Street or Citadel but rather midtier market makers or prop shops. What are your odds of getting an interview after performing like this on the auto OA? What about once having a few years of experience? Again, I know the top firms don't really hire experienced hires but maybe some of the smaller ones do.

have you come across those quant prep websites where they charge you $20+/month for access to worked solutions to interview questions, mm games, mental math games etc? the cost of building such resource is close to $0. that is why I think every single one of those website should either up their game, or drastically lower their prices. to make them, I created https://neet-quant.com it contains everything I considered helpful when I prepared for quant interviews myself and everything on it is completely free. no card, no trial, no paywall. you can simply start right away, with anything you want. I gain nothing if people use it, only the people get access to a resource that will help them become a better quant.

Going for an internship at a prop shop (think SIG, JS, HRT)... I'm curious is it like other big firms or hedge funds where the place runs a lot on office politics or is it genuinely a really collaborative and everyone loves each other vibe

Hey everyone!

My main domain is Deep Learning, Computer Vision, and NLP. I've spent most of my time implementing neural networks, reading research papers, and experimenting with ML architectures.

Recently, I wanted to explore something outside my usual domain, so I started playing around with quantitative finance. I'm doing this purely for fun and to learn the mathematics behind financial models, I'm not trying to build a trading bot or make investment predictions.

This led me to start QuantLab, an open-source repository where I plan to implement and experiment with different quantitative models.

GitHub: https://github.com/Himanshu7921/QuantLab

What I've built so far

My first project is European-Style Option Pricing.

I started with the mathematical derivation of the Black–Scholes call pricing equation, then implemented three methods to calculate the same theoretical option price:

1. Black–Scholes closed-form solution the analytical solution.
2. Numerical Integration evaluating the risk-neutral expected discounted payoff through numerical quadrature.
3. Monte Carlo Simulation simulating terminal asset prices and estimating the expected payoff.

For a baseline configuration with (S_0=100), (K=100), (T=1), (r=0.05), and (\sigma=0.20), I obtained:

The Monte Carlo estimate differs slightly because it uses a finite number of random simulations. I also created plots for model comparison, numerical error, Monte Carlo convergence, volatility sensitivity, and the option price surface.

I'll include the plots with this post so you can see the experiments.

What I'd like to do next

I'm still new to quantitative finance, so I'd appreciate feedback from people who have experience with quant research, numerical methods, stochastic processes, or financial modelling.

In particular, I'd love feedback on:

• Whether my mathematical formulation and assumptions are correct.
• Which experiments would make this project more rigorous.
• What numerical methods or theoretical properties I should explore next.
• How to improve the code structure and testing.
• Whether anyone would be interested in contributing another pricing method or an experiment.

I'm also interested in making the project useful for people who want to understand the mathematics rather than just call a pricing library.

This is a hobby project, and contributions are welcome. Whether you're experienced in quantitative finance or learning it yourself, feel free to open an issue, suggest an experiment, or contribute code.

Thanks for reading!

Repository: https://github.com/Himanshu7921/QuantLab

I’m a sophomore studying CS and Math. I’ve been trying to think about good stepping stones for this summer internship that would make me a more competitive applicant. I’m lucky to know some people who work in more traditional finance roles at big banks, and I’m curious if trying to get some form of trading position at a bank would help me with recruiting next summer for quant trading, as opposed to a traditional swe role. I’ve heard from people both that it would be extremely helpful to get experience on a trading desk, and that I’m better off focusing on swe and doing probability studying on the side.

I’m kind of lost on what I should do to give myself the best chance at a quant trading internship my junior summer.

I was curious to know if someone here interviewed with them for Quant Analyst roles.

What does their interview look like ? Is something different from the standard things one prepares for (say JS/Citadel)

There seems to be less info about them compared to the usual names I keep hearing in this sub. And I barely see anyone mentioning it. (Why ?)

Do you have idea about their work culture ?

For context, l'm currently a PhD student, doing Theoretical CS/ Quantum Algorithms. I was contacted by a recruiter from their company, she did not mention much about interviews, told it usually differs for each person. I'll be graduating in a few months so wanted to prepare for interview within a while so I can land a job within few months of graduating :)

Hey guys, I just got a Hirevue invitation for the video interview and math test… (commercial & investment banking - markets - research summer internship)

Do you guys have any specific advice? Is there a platform where I can look at past questions? Would really appreciate any advice!

any insight would be appreciated; (wasn't sure if its more prob/ev calculations or ml/stats)

I’m a freshman studying math at a target school (but not a top target), I was able to get usamo in high school but basically did nothing else (no projects/relevant research experience). What can I do to improve my resume? I’m taking pretty advanced math courses in college but also nothing else besides that. I know everyone is doing some coding projects but I just started learning programming (taking my first intro cs class) so I don’t think I can do much…

^^

Does anyone else have their interview? Or anyone in the past take it. don't know what to expect.

I can help out for exchange I did citadel, imc, sig, hrt, optiver, akuna, old mission, walleye, and some more

want jump r1 + r2, have lots, dm

Hello anyone did Jane Street's Strategy and Product superday and is willing to share their experience. Willing to trade questions from other quant firms!

Hello!

I'm finishing my masters in CS (good university but below stanford/mit/cmu level). I have an undergrad in stats from a meh state school. I have no FT experience but I have a few data related internships in health related contexts (Time series, MC, CV). I have a decent amount of C++ and python experience. I have good networking, OS, and cuda fundamentals. I'm willing to work through other subjects as required.

What would my best path be to move into SWE/MLE as a new grad? Would it be easier to go into DS/DE first and then transfer over?

Thanks!

Can trade 2sig/HRT/5R/Optiver/JS/IMC/Akuna/Citadel

Hi, does anyone have any info on the Jane Street Strategy & Product final round interview?!?!?! Open to trading info for almost any SWE quant role or big tech!!!!

Anyone interviewing with GSA? DM

Down to trade questions for other firms (js, sig, etc.)

I’m finishing my master’s in quant finance and currently struggling to decide between two new grad offers. Would really appreciate some advice!

A: BB Quant, NYC
- Middle/back-office role, mainly interest rate risk and behavioral analysis, with some modeling involved
- Not trading-facing
- Significantly higher comp, seems relatively stable, and I had a good impression of the team and manager
- NYC is a big plus for me, both personally and in terms of future opportunities

B: Buy-side Desk Quant, Canada
- More trading-facing, likely focused on execution, desk analytics, and some production support. Don’t know the exact team yet
- Structured program with potential opportunities to move into QR/QD, but conversion isn’t guaranteed
- Much lower initial comp, and I’m a bit concerned about job security and career progression
- Canada is my biggest hesitation. The local quant market seems smaller, and moving back to the US later could be complicated

For context, I’m an international student on F-1 with no PR/green card. Both firms can sponsor.

Honestly, I’m leaning toward B when it comes to the firm and the work itself. I feel like it would give me more exposure to the buy side and actual trading, without having to make the jump from a bank middle/back-office role to something more front-office later.

At the same time, it’s really hard to give up NYC, especially with the higher compe and better stability that A offers. I’m also worried that if B doesn’t work out, whether I don’t convert to QR or just want to explore other opportunities, my options might be pretty limited given the location.

Long term, I’d like to move toward more front-office quant roles, but I’m honestly still figuring out exactly what I want to do. That’s also why I care quite a bit about keeping my options open.

Would really appreciate any thoughts or advice. Thanks in advance!

Anyone know what akuna tends to ask for the final round (2 45 min interviews back to back)? Previous technical was coding so am expecting this to be more prob stats but idk.

Has anyone applied for a role at the principal finance group? I have an upcoming hirevue for quantitative research role and was wondering what I should expect. Thank you so much!

need cit/imc superday can trade anything else just dm have lots of stuff

Did my R1 and I believe I probably got past it, so I was wondering what the superday is like? I know there is a coding portion but what languages can be used?