Methodology · Tool · Last updated 2026-05-08
How Quant Interview Question Generator works
How the Quant Interview Question Generator builds reproducible practice sets from a curated bank.
Curation
Every question is hand-written, not LLM-generated. Solutions are checked by a human author. Topics map to the five canonical pillars at first-tier prop firms and hedge funds:
- Probability — discrete and continuous, expectations, conditional, Brownian.
- Statistics — estimators, hypothesis testing, multiple testing.
- Derivatives — Black-Scholes, Greeks, parity, vol surfaces.
- Microstructure — order books, impact, Kyle's lambda, VPIN, execution.
- Regression — OLS, BLUE conditions, multicollinearity, regularization, IV.
Difficulty calibration
- Easy: solvable in 2–5 minutes by a candidate with one course in the topic.
- Medium: requires a non-trivial step or insight; 5–15 minutes.
- Hard: non-obvious derivation, multi-step, or unfamiliar setup; 15–25 minutes.
Selection algorithm
Filter the bank by selected topics and difficulty. Apply a Fisher-Yates shuffle seeded with the user-supplied seed (LCG). Slice the first n entries. Same inputs → same set.
References
- Joshi, M. S. (2008). Quant Job Interview Questions and Answers, 2nd ed. ISBN: 978-0-9879549-1-5.
- Crack, T. F. (2024). Heard on the Street: Quantitative Questions from Wall Street Job Interviews, 23rd ed. ISBN: 978-0-9941311-3-9.
- Wilmott, P. (2007). Frequently Asked Questions in Quantitative Finance. Wiley. ISBN: 978-0-470-05826-8.
Limitations
- Bank size is bounded — repeated runs with the same filters will eventually exhaust unique combinations.
- Real interviews include market-making and behavioural rounds we don't cover.
- Solutions are intentionally terse; consult a textbook for the full derivation.