u/RopeAdventurous5609

Spent months reading Hull, Joshi, Shreve. All great. None of them prepared me for the actual interview.

Found this book called "Quantitative finance interview prep guide by Mikhail Zaitsev" maybe 6 weeks before my IMC rounds. It has brain teasers documented from specific firms — Jane Street, Citadel, Optiver, DE Shaw — with full solutions. Case studies from LTCM, the 2007 Quant Quake. A cheat sheet I had memorised cold before every round.

The gambler's ruin section alone got me through a question I would have completely blanked on.

Started reading it for quant prep. Ended up with the clearest understanding of options, risk, portfolio theory and probability I've ever had.

Spent months reading Hull, Joshi, Shreve. All great. None of them prepared me for the actual interview.

Found this book called "Quantitative finance interview prep guide by Mikhail Zaitsev" maybe 6 weeks before my IMC rounds. It has brain teasers documented from specific firms — Jane Street, Citadel, Optiver, DE Shaw — with full solutions. Case studies from LTCM, the 2007 Quant Quake. A cheat sheet I had memorised cold before every round.

The gambler's ruin section alone got me through a question I would have completely blanked on.

Started reading it for quant prep. Ended up with the clearest understanding of options, risk, portfolio theory and probability I've ever had.