1. Frequently Asked Questions in Quantitative Finance
Known widely for his books as well as opinions on finance, Paul Wilmott in this book has helped the students, as well as aspiring job aspirants, understand the intricacies of financial modelling and risk assessment. Explaining concepts in a funny as well as easy to understand ways, the book contains both short as well as a lengthy explanation of solutions for the people to understand. Concepts such as stochastic calculus, volatility modelling etc. have been explained in easy to comprehend manner along with examples and questions for learners to understand.
2. Quant Job Interviews Questions and Answers
After years of guiding students with regards to interviews as well as job opportunities in the quantitative finance domain, Mark Joshi has come up with this masterpiece which has information with regards to the complete quantitative analyst interview process down to every detail. The book covers a broad spectrum of questions starting from probability, risk assessment modelling to C++ and some brainteasers to strengthen your thinking nerve. You would find some questions here repeated as well as present in other books. However, the book is a complete guide to the most updated interview questions you can expect to be asked.
3. Heard on The Street: Quantitative Questions from Wall Street Job Interviews
A classic Wall Street interview book, ‘Heard on the Street’ has been written by Timothy Falcon Crack, an expert in the financial domain. The book has exercises as well as short lessons on concepts of quantitative analysis, financial domain, statistics as well as a few non-quantitative concepts. Considered as the bible for a quantitative analyst interview across Wall Street, you would find questions from this book being repeatedly asked by interviewers. Having a mix of easy as well as mind-numbing questions, this book, if aced can help you secure a job on Wall Street.
4. A Practical Guide to Quantitative Finance Interview
A self-published work of Chinese author Xinfeng Zhou, this book contains approximately 300 questions which are likely to challenge your thinking power and problem-solving ability. The book has been criticised by many due to the non-professional writing and presentation style, however, is an excellent guide for anyone willing to have an additional and more in-depth understanding of the quantitative finance concepts. Concepts of linear algebra, numerical methods and many brainteasers can be found and studied using this book.
5. Starting Your Career as a Wall Street Quant: A Practical, No-BS Guide to Getting a Job in Quantitative Finance
Compared to the books mentioned above, this book written by Dr Brett Jiu provides the solution to securing a job as a quant analyst on a philosophical scale. Dr Jiu says how the market has changed in the past decade, and hence has caused a rise of jobs in the funds. He focusses on the importance of learning a programming language like C++ if you wish to make it big in the sector. This is more of a guide centred on letting the aspirants understand what all steps are required to secure a job on Wall Street.
