Quantitative finance interview questions

73 quantitative finance questions from quant interviews, each with the approach, the worked solution, and the concepts it tests.

The set breaks down as 4 easy, 20 medium, 30 hard and 19 expert.

Firms that ask quantitative finance questions in this bank include Citadel, BlackRock, Morgan Stanley, Goldman Sachs and Jane Street.

A question from this topic: What is the Kelly Criterion?