Quant Interview Questions by Topic

Brain teasers test structured thinking under pressure — logic puzzles, invariants and clever counting that interviewers use to see how you reason, not just what you have memorised.

Probability is the backbone of every quant interview: conditional probability, Bayes’ theorem, expected value and classic puzzles like Monty Hall and the two-children problem.

Stochastic processes and Itô calculus — Brownian motion, random walks, gambler’s ruin and geometric Brownian motion — underpin derivatives pricing and quant research interviews.

Calculus and linear algebra questions cover integration tricks, limits, Taylor series, eigenvalues and the Gaussian integral that recur across quant research interviews.

Algorithms and numerical methods — from LeetCode-style coding to Monte Carlo simulation and Newton’s method — test the programming and computational skills quant desks rely on.

Finance questions cover the core pricing ideas: put-call parity, no-arbitrage, risk-neutral valuation, forwards and futures fair value, and the binomial model.

Options and Greeks questions probe your feel for delta, gamma, theta and vega — the intuition options market makers and traders are screened for.

Market making and games questions test the trading instinct itself: quoting fair value and a spread, adverse selection, betting games, auctions, arbitrage and game theory — the exact style Optiver, SIG and Jane Street use to screen traders.

Portfolio and risk questions cover the Sharpe ratio, Value at Risk, the Kelly criterion, diversification and drawdown — the toolkit of risk and portfolio interviews.

Statistics questions span the central limit theorem, estimators, regression, correlation and hypothesis testing — the foundation of quant research and data-heavy roles.