Quant Interview Practice Questions

500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.

Quant Developer Questions (45)

C++ and Python coding challenges for quant developer interviews

Cooperative Thread Cancellation with jthread - easy concurrency question
Bitfield Order Flags - easy data_structures question
Doubly Linked Order List - easy data_structures question
Simple Moving Average with Circular Buffer - easy data_structures question
RDTSC Cycle Counter - easy low_latency question
Branch-Free Min/Max - easy low_latency question
Compiler Barrier Fence - easy low_latency question
Cache-Line Aligned Market Data Struct - medium memory_optimization question
RAII Scope Exit Cleanup Guard - medium memory_optimization question
PMR Pool Allocator - medium memory_optimization question
Binary Header Cast - easy memory_optimization question
Compacting Memory Allocator - very_hard memory_optimization question
Placement New in Buffer - easy memory_optimization question
Weak Pointer Cache - medium memory_optimization question
Custom STL Allocator - medium memory_optimization question
Flyweight Symbol Pool - hard memory_optimization question
Stack-Allocated Fixed Array - easy memory_optimization question
Reference-Counted Object Pool - hard memory_optimization question
Shared Pointer Basics - easy memory_optimization question
Memory-Mapped File Allocator - medium memory_optimization question
Chained PMR Resources - hard memory_optimization question
Cross-Venue Arbitrage Detector - very_hard architecture & logic question
FX Currency Converter - medium architecture & logic question
Order State Machine - easy architecture & logic question
Leaky Bucket Rate Limiter - medium architecture & logic question
Position Netting Engine - medium architecture & logic question
Smart Order Router - hard architecture & logic question
Full Order Book Reconstruction - hard architecture & logic question
Exchange Fee Model - medium architecture & logic question
Binary Protocol Codec - medium architecture & logic question
TWAP Order Scheduler - medium architecture & logic question
Full Price-Time Matching Engine - very_hard architecture & logic question
Basic PnL Calculator - easy architecture & logic question
FIX Message Builder - medium architecture & logic question
Tick-to-Trade Latency Measurer - hard architecture & logic question
Circuit Breaker for Exchange Gateway - hard architecture & logic question
Order Book Snapshot Builder - medium architecture & logic question
VWAP Calculator - easy architecture & logic question
FIX Session State Machine - hard architecture & logic question
Drop Copy Trade Reconciler - hard architecture & logic question
FIX Checksum Validator - easy architecture & logic question
Multi-Leg Order Builder - hard architecture & logic question
Iceberg Order Slicer - medium architecture & logic question
Cancel-Replace Order Logic - medium architecture & logic question
Sliding Window Rate Limiter - medium architecture & logic question

Quant Researcher Questions (55)

Statistical analysis and quantitative modeling problems

Amihud Illiquidity Ratio - easy statistical_analysis question
Sortino Ratio - easy statistical_analysis question
KDE Value-at-Risk Estimate - hard statistical_analysis question
Coskewness Matrix - hard portfolio_optimization question
Modified Sharpe Ratio - medium risk_management question
Realized Variance Signature Plot - medium time_series question
Rolling Volume-Weighted Average Price - easy data_manipulation question
Absorption Ratio - easy risk_management question
Exponentially Weighted Quantile - medium statistical_analysis question
Cross-Sectional Factor Neutralization - medium machine_learning question
Tick Imbalance Bars - hard data_manipulation question
Lead-Lag Cross-Correlation - medium time_series question
Heston Stochastic Volatility Call Price - hard options_pricing question
Garman-Klass-Yang-Zhang Volatility - medium statistical_analysis question
Hawkes Process Intensity - medium stochastic_processes question
Kyle's Lambda Estimation - medium statistical_analysis question
Garman-Kohlhagen FX Option Price - easy options_pricing question
Bachelier Option Price - easy options_pricing question
Carr-Madan Fourier European Call Price - hard derivatives question
Detrended Fluctuation Analysis Exponent - medium time_series question
Corwin-Schultz High-Low Spread Estimator - medium data_manipulation question
Herfindahl-Hirschman Portfolio Concentration - easy portfolio_optimization question
Baxter-King Band-Pass Filter - medium time_series question
Cochrane-Orcutt GLS Regression - medium statistical_analysis question
Merton Jump-Diffusion Call Price - hard derivatives question
EWMA Kurtosis Estimator - medium statistical_analysis question
Treynor Ratio - easy portfolio_optimization question
Clark-West Forecast Comparison Test - medium statistical_analysis question
Modified Dietz Return - medium portfolio_optimization question
GPD Tail VaR (Peaks Over Threshold) - hard risk_management question
Wald-Wolfowitz Runs Test - medium statistical_analysis question
Omega Ratio - medium risk_management question
Breusch-Pagan Heteroskedasticity Test - hard statistical_analysis question
Circular Block Bootstrap Confidence Interval - hard statistical_analysis question
Linear Quantile Regression - medium statistical_analysis question
Effective Number of Bets - medium portfolio_optimization question
Lopez VaR Scoring Rule - easy risk_management question
Augmented Dickey-Fuller Test Statistic - hard statistical_analysis question
Ornstein-Uhlenbeck MLE Calibration - hard time_series question
Kalman Filter for 1D State-Space Model - medium time_series question
Parametric Expected Shortfall - easy risk_management question
Marginal Contribution to Parametric VaR - hard risk_management question
Yule-Walker Partial Autocorrelation - medium time_series question
Hamilton Regime-Switching Filter - hard time_series question
EWMA Pearson Correlation - easy risk_management question
EWMA Skewness Estimator - medium statistical_analysis question
EWMA Beta Hedge Ratio - medium risk_management question
Sample Autocorrelation Function - medium time_series question
Gerber Statistic - medium statistical_analysis question
Marchenko-Pastur Eigenvalue Clipping - hard machine_learning question
Ulcer Index - medium risk_management question
Variance Inflation Factor - medium statistical_analysis question
Spearman Rank Correlation - easy statistical_analysis question
Down-and-Out Call Option - hard options_pricing question
Margrabe's Exchange Option - medium options_pricing question

Quant Trader Questions (50)

Trading MCQs, probability brainteasers, and market scenarios

Expected Value of Perfect Information - hard Conditional Expected Value question
Zipf Distribution in Order Flow - hard Market Microstructure question
One-Step Binomial Model: Risk-Neutral Probability - medium Options & Greeks question
Curse of Dimensionality in Finance - medium Data Science question
Markov Chain Steady State - hard Probability & Statistics question
Dark Pool Midpoint Fill - medium Market Microstructure question
Contango and Roll Yield - easy Finance question
Drunkard's Walk - hard Probability & Statistics question
Order Book Data Structure - medium Number Theory & Algorithms question
Portfolio Aggregate Delta Calculation - medium Options & Greeks question
Entropy of a Fair Die - medium Probability & Statistics question
S&P 500 Backtest Bias - medium Regression Analysis question
Lévy Flight Trader - hard Probability & Statistics question
Conditional Independence and Marginal Independence - medium Conditional Probability question
False Discovery Rate Control - hard Regression Analysis question
Covariance Calculation - easy Probability & Statistics question
Jensen's Inequality and Log Returns - medium Probability & Statistics question
Poisson Arrival Probability - easy Probability & Statistics question
Volatility Drag Calculation - medium Finance question
Memory-Mapped Tick Data - medium Networking & Systems question
Jumbo Frames and Throughput - easy Networking & Systems question
TCP Congestion Control Impact - medium Networking & Systems question
Kernel Ring Buffer Performance - hard Networking & Systems question
NUMA-Aware Memory Allocation - hard Networking & Systems question
Spin Lock vs Mutex - medium Networking & Systems question
Context Switching and Thread Pinning - medium Networking & Systems question
MESI Protocol and False Sharing - hard Networking & Systems question
Zero-Copy Latency Impact - hard Networking & Systems question
Nagle's Algorithm Latency Impact - medium Networking & Systems question
PTP vs NTP Precision - medium Networking & Systems question
FPGA vs CPU Order Processing - medium Networking & Systems question
Multicast vs. Unicast Market Data - medium Networking & Systems question
DPDK Latency Reduction - hard Networking & Systems question
TCP vs UDP for Market Data - easy Networking & Systems question
Swaption Pricing Model - hard Algorithms & Data Structures question
Cross-Currency Swap Features - hard Financial Instruments question
TIPS Principal Adjustment - medium Algorithms & Data Structures question
Callable Bond Convexity - hard Algorithms & Data Structures question
Convertible Bond Embedded Option - hard Algorithms & Data Structures question
Repo Rate and Financing - medium Algorithms & Data Structures question
Immunization with Duration Matching - medium Algorithms & Data Structures question
Bootstrapping a Yield Curve - hard Algorithms & Data Structures question
Z-Spread vs OAS on Callable Bonds - hard Algorithms & Data Structures question
Credit Default Swap Trigger Event - medium Algorithms & Data Structures question
OIS-SOFR Spread Interpretation - medium Algorithms & Data Structures question
Swap Rate vs. Par Rate - medium Algorithms & Data Structures question
Key Rate Duration vs. Effective Duration - hard Algorithms & Data Structures question
DV01 Calculation - medium Algorithms & Data Structures question
Bond Price Change Approximation - medium Algorithms & Data Structures question
Decimal Precision in Trading - easy Code Analysis question

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