A guide to Quant programming interview practice
A guide to help you through Quant programming interviews
Programming interviews are one stage of the quant interview process.
This article will walk through:
Where to practice programming interview questions
How to select which questions to practice
A strategy to work through the questoins
What sort of questions Quant interviews like to ask
Some of my favourite resources for programming interviews
Programming interview practice platforms
The most well-known programming interview platforms are:
Leetcode
Hackerrank
I personally prefer Leetcode as it has a large variety of questions as well as many solutions under the free plan.
Selection of interview questions
It can be quite overwhelming to choose which question to do when you see there are 3203 questions on Leetcode. Luckily, there have been compiled lists which should cover 90% of the topics that may come up in interviews. These are some well-known lists:
Blind 75
Neetcode 150
LeetCode 75
Top Interview 150 on Leetcode
The most famous is the Blind 75 which was created by an ex-Meta Staff Engineer - I would suggest you start with this before doing the other lists. There will be a lot of overlapping questions so don’t spend too much time deciding on which list to do next.
How to work through the questions
Before attempting to work through the questions, I would make sure to first know the basics: how to traverse a tree, depth-first search, breadth-first search, etc.
Once you know the basics, you should start the practice questions. In the interview, you will have one hour to do 2-3 questions which means you have 20-30 mins per question. To simulate an interview situation, you should set a timer of 20-30 mins per question when practising.
However, when practising, if you find yourself stuck and unable to make any progress in the first 5 mins, I would recommend you to look at the solution. You don’t want to waste your time spending 30 mins stuck on a question making no progress. Often, it’s not because you aren’t smart enough which is why you can’t answer the question, but rather because you haven’t built up the intuition of solving the questions yet. You build an intuition by seeing the solutions to many different questions. Instead of spending 30 mins stuck on that question, you should spend the time reading the solution and building your intuition. Keep track of the questions you can’t answer in a spreadsheet and revisit them in the future.
Quant interviews like to ask dynamic programming questions
A lot of the programming questions asked in quant interviews require a dynamic programming solution. Make sure you practice a lot of these. There is also a nice selection of dynamic programming questions in the question lists I have mentioned above.
Dynamic programming questions are not neccarily hard but they require a lot of practise. An example of a popular dynamic programming quant interview question is:
Resources for programming interviews
Neetcode on YouTube - by far the best leetcode explainations I’ve seen.
Blind 75 practice guide - created by the author of the Blind 75 list
Interview Guide
I’m compiling a guide for Quantitative Finance interviews. It will include:
Valuable tips on securing interviews efficiently and avoiding the time-consuming process of applications
A detailed overview of the interview process, including best practices and strategies for success.
A comprehensive interview preparation roadmap
Technical practice questions including: Probability & Statistics, Finance & Derivatives, Python, Algorithms, Linear Algebra, and more.
Insightful questions to ask your interviewer to show your interest.
Proven ways to excel in HR interviews.
My real-life interview experiences + questions that were asked.
If you’d like to ace your next Quant interview, join the waiting list: here
Other Media
Twitter: @quant_prep
LinkedIn: Quant Prep
Medium: @quant_prep
Free Stoikov Market Making code: here
Free BTC Options Scenario Analysis code: here