[dsacco]

It's hard to provide very detailed advice without knowing what exactly you're doing - are you developing market making algorithms? Working on execution algorithms? Implementing strategies developed by researchers? Is this a hedge fund or a prop trading firm? There is a lot that can encompass "quantitative developer" in the front (and back!) office.

There are three standards that you can think of as the Cracking the Coding Interview of quant finance (insofar as that is a homogenous field, which it isn't):

1. Heard on the Street

2. Quant Job Interview Questions and Answers

3. A Practical Guide to Quantitative Finance Interviews

You want to also practice algorithms as you would for a Google/Facebook whiteboard interview, but alongside that drill down on statistics. If you have the time review your linear algebra.

Higher math will be less necessary if you're a developer as opposed to a researcher, but they'll still want it. It's probably in your best interest if you know at least one "serious" language used for performance (C++, Java typically) while also being familiar with the data analysis libraries of Python.

If you have no experience with finance and you're coming in to that cold, give Options, Futures and Other Derivatives a read. I'm assuming you're in this boat because you're asking the question.

This is sort of catch-all advice. If you're working at Virtu or Jump, you're going to want to know as much as you can about low level programming with regards to latency, networking and memory, because those are HFT firms. If you're working at a place like Two Sigma, Java will be more applicable and you want to know more about statistics and data analysis on a practical level, because you're be implementing the strategies developed by quantitative researchers.

Tailor your approach to the type of trading the firm engages in. I've made two assumptions here - 1) you're interviewing with a firm considered "quantitative" as opposed to discretionary and 2) you're interviewing for a front office role, not a back office role (support, farther from money).

If you give more information about the type of firm and the type of role we can provide much more constructive advice.

[AppeasingRoko]

Hey! Thank you so much for your answer, it's very helpful. I'll give that book a read. I'm applying for a dev job at Janestreet, which I know is very competitive. I'm a pretty good at maths for a programmer, and pretty good at programming for a mathematician, but I'm not sure if the interview will be a mix of both or specifically on designing algorithms, doing toy problems, etc.

[Abynthe]

I (successfully) interviewed at Jane Street about 5 years ago at their London office. I ultimately went elsewhere, but I can give a general overview of the stuff we talked about.

My background was, at the time, electronic market making in fixed income with substantial experience in functional programming using languages other than OCaml. Prior to that, I'd done signal processing for radar systems in C++.

We did multiple general programming questions, working on purely functional data structures, system design in functional languages and then some stuff on concurrency and asynchronous systems in OCaml.

The asynchronous systems conversation then ended up with a conversation about some category theory from the viewpoint of a functional programmer - I suspect that arose from my background and I don't imagine it's something they ask everyone about.

Finally we had a bunch of more mathematical questions, where we covered some number theory, some linear algebra and some formal logic. Again, it's hard to say how much of that is part of their normal set of questions and how many of those were specific to my background.

I'm not sure any of that is directly applicable/useful to you, but hopefully there's something that helps!

[sharemywin]

Sound like a lot of places if you can't impress them with something on your resume. take it off or put in a caveat about you working with it minimally.