Monthly Archives: February 2008

Interview Question: Tale of Two Concepts in Regression

Posted on 2008/02/29 by Quant Career Guide

Sample Question #272 (statistics / econometrics)   My junior quant just told me that when I run a regression like y=bx+e, where y is the dependent variable and x the independent variable, the coefficient estimate on b is just the … Continue reading →

Posted in Sample Qs | 3 Comments

Get My Book for Under $11

Posted on 2008/02/28 by Quant Career Guide

OK, a bit of self-promotion here. I just came across this and got excited, so I wanted to share it with my blog visitors who hadn’t read my book yet.   Buy.com carries my book, "Starting Your Career as a Wall … Continue reading →

Posted in Books | 2 Comments

Where to Find Internship Opportunities

Posted on 2008/02/28 by Quant Career Guide

One question I often hear is "where can I find internship positions?" My book devotes an entire section of the job hunting chapter to internships. But if you’re desperate to find such opportunities, you need to be a little creative. … Continue reading →

Posted in Advice and Tips | Leave a comment

Amazon Special: Quantitative Equity Portfolio Management Book

Posted on 2008/02/27 by Quant Career Guide

Amazon.com has a special pricing (71% off cover) on an otherwise pricey book on quantitative equity portfolio management. Here’s the link:    http://www.amazon.com/Quantitative-Equity-Portfolio-Management-Applications/dp/1584885580/?tag=asin-blnk-20   I haven’t read the book yet but it seems a practical and relevant guide to quantitative modeling … Continue reading →

Posted in Books | 2 Comments

Interview Question: Average Pay

Posted on 2008/02/21 by Quant Career Guide

Sample Question #271 (brainteaser)   I was having lunch with my financial engineering coworkers the other day when someone came up with this question:   We have just had our reviews and received our 2007 bonuses. Everyone in the lunchroom … Continue reading →

Posted in Sample Qs | 5 Comments

Gloomy State of Financial Job Market

Posted on 2008/02/21 by Quant Career Guide

Over the long weekend I took a trip back to New York where I met some Wall Street buddies. Everyone was feeling depressed — even though many of these guys took home some fat bonus checks in late January. Everyone … Continue reading →

Posted in Uncategorized | 2 Comments

Interview Question: Influential Factors

Posted on 2008/02/15 by Quant Career Guide

Sample Question #270 (finance – portfolio theory)   Describe the Fama-French factor model. What’s wrong with it as an investment tool?

Posted in Sample Qs | 1 Comment

Interview Question: Dice Mania

Posted on 2008/02/15 by Quant Career Guide

Sample Question #269 (probability theory)   You roll a normal dice three times in a row. What’s the probability that the second roll gives a number larger than the first roll, and the third roll gives a number larger than … Continue reading →

Posted in Sample Qs | 3 Comments

Interview Question: Finding Maximum

Posted on 2008/02/15 by Quant Career Guide

Sample Question #268 (programming – C/C++)   Write a one-line C or C++ statement that stores in x the larger of two numbers, x and y, without using the if statement. (If x=y, return x.)

Posted in Sample Qs | 6 Comments

Interview Question: Find the Pattern

Posted on 2008/02/13 by Quant Career Guide

Sample Question #267 (brainteaser)   Find the whole number that best completes the sequence below: 6,2 = 4 8,4 = 3 12,6 = 3 16,4 = ? You have exactly one minute.   [Source: The Mensa Puzzle Calendar 2008]

Posted in Sample Qs | 4 Comments

Interview Question: Deciphering Code

Posted on 2008/02/05 by Quant Career Guide

Sample Question #266 (programming – C++)   What does the following C/C++ code do?     x-=y=(x+=y)-y;   (Hint: break this down into separate statements)

Posted in Sample Qs | 5 Comments