From mental math
to Black-Scholes.
The structured curriculum for interviews at Jane Street, Citadel, and Two Sigma.
Candidates target roles at
Foundation first. Then your track.
Climb the foundation, branch into one of three specializations.
Mental Math
Algebra
Calculus
Probability
Python
Five parts. One outcome.
Every module follows the same shape so you build a rhythm. Read the theory, walk through a worked example, then prove you got it.
Reading
Concise theory written by quants. No fluff, no padding.
Walkthrough
A worked example shown end-to-end with the math and the code side-by-side.
Exercise
A small practice problem. Type your answer, get instant grading.
Quiz
Mixed brainteasers and MCQs that mirror real interview pacing.
Solutions
Full breakdowns of every problem. See how a quant would actually approach it.
Black-Scholes, line by line.
A live excerpt from the Trader track. Formulas, code, and intuition rendered with the same engine your modules use.
Black-Scholes prices a European call option as the discounted expected payoff under the risk-neutral measure:
where is the spot, is the strike, the time to expiry, the risk-free rate, the volatility, and the standard normal CDF.
python1from scipy.stats import norm 2import numpy as np 3 4def black_scholes_call(S, K, T, r, sigma): 5 d1 = (np.log(S/K) + (r + sigma**2/2)*T) / (sigma*np.sqrt(T)) 6 d2 = d1 - sigma*np.sqrt(T) 7 return S*norm.cdf(d1) - K*np.exp(-r*T)*norm.cdf(d2) 8 9# 6-month call: $100 spot, $105 strike, 5% rate, 25% vol 10print(black_scholes_call(100, 105, 0.5, 0.05, 0.25)) 11# 4.34
Every module, every track.
Foundation is universal. Pick one specialization on top of it.
Foundation
- Mental Math12h
- Algebra14h
- Calculus18h
- Probability16h
- Python14h
- + 7 more
Quant Trader
- Expected Value14h
- Brainteasers10h
- Black-Scholes16h
- The Greeks14h
- Market Making16h
- + 10 more
Quant Researcher
- Time Series18h
- Supervised Learning22h
- Bayesian Methods14h
- Backtesting16h
- Deep Learning20h
- + 10 more
Quant Developer
- Modern C++22h
- Multithreading18h
- Low-Latency20h
- Systems Design18h
- Networking14h
- + 10 more
Trader, Researcher, or Developer?
Pick the one that matches the role you actually want.
You want a trading desk.
Fast under pressure, comfortable with incomplete information, want to trade options or market-make.
Roles at
Jane Street · Optiver · IMC · SIG
You want to find alpha.
Like statistics and ML, prove ideas with data, comfortable with long research cycles.
Roles at
Citadel · Two Sigma · AQR · DE Shaw
You want sub-microsecond.
Love systems engineering, want to build the infrastructure HFT firms actually run on.
Roles at
HRT · DRW · Citadel Securities · Jump
Frequently Asked Questions
Everything you need to know about the curriculum and Premium plan.
