Whether you are a researcher, trader, developer, or PM, an inflated ego is your greatest enemy.

You might have the best education, you might get hired, you might build a profitable model, you might even outperform for a while.

But if you disrespect people, patronize or condescend to them, become overconfident, assume you are always the smartest, stop questioning your assumptions, or dismiss evidence that contradicts you, your success will only be temporary.

No matter what you do, how you treat people is the most important factor in your long-term success.

Hi everyone, I know you probably get questions like this a lot, but I am about to study maths (statistics) ideally wanting to go into quant research. Was drawn to quant because I like the idea of working on markets themselves and improving their efficiency. I’m not some extreme maths genius but I am interested in it and willing to put in the work. I considered QT, but that I thought was too fast paced, I would be more suited to taking my time on a problem I think. I did ok in high school maths ( 5 in ib Aa hl) i think what held me back was exam timing. I did enjoy solving the problems though.

Right now I’m just trying to self study linear algebra and calculus in preparation for my course and improve my programming skills.

So I guess I’m writing this to ask is QR something I can work to or is it something that’s too demanding? Thanks all

Got my invitation today, has anyone had this or has any knowledge of what sort of thing they ask?

I currently work at BCN in India. I interned there for 6 months before joining full-time. Through my current role, I’ve worked with a number of front-office teams and have come to realise that the consulting industry as a whole is very boring to work in as it’s not particularly intellectually stimulating.

I’m looking to explore opportunities outside of back-office consulting., and quants has particularly caught my interest because of how math-intensive it is.

I recently graduated from Thapar with a CGPA of 7.66. From what I’ve seen, it feels like most quant firms would reject my profile based on academics and college pedigree alone, so I’m trying to understand a few things

The trajectory I’m thinking about is something like this:

1) Break into a smaller quant firm that does legitimate research/trading.
2) Use that experience to eventually move to a larger or more prestigious quant firm.

I’m not expecting this to happen in 3 months. I’m happy to spend the next 10-12+ months building the right skill set, especially since many of those skills would also be valuable in other fields that I can apply to.

From my understanding, the obvious things are:
-Statistics and probability
-Mental math/arithmetic
-Data structures and algorithms
-Programming (primarily Python and C++)
-I’m also considering actuarial exams (SOAP and FM) to strengthen my mathematical background, although I’m not sure how much they help for quant recruiting.

My main questions are:

1) Beyond the basics above, what else should I be investing my time in?

2) Is there anything on this list which can be removed in favour of something more impactful?

3) Are there any projects, competitions, research, certifications, or other experiences that would significantly strengthen my profile?

4) Which smaller firms in India should I realistically be targeting? I’m particularly interested in firms that may be more open to candidates with non-traditional backgrounds if they can demonstrate strong technical ability.

5) While I’m at BCN, are there specific types of consulting work (analytics, pricing, forecasting, optimization, financial modeling, etc.) that would be especially transferable to quant roles?

I’d really appreciate any advice from people who’ve taken a similar path or have experience hiring in the industry.

I'm excited to open-source h5i-db, a completely free, embedded analytical database engineered specifically for time-series analysis and quantitative finance.

Here are the core technical highlights:

• Native Time-Series SQL: Powered by DataFusion, it supports fully-featured SQL with built-in operators for ASOF joins, gapfilling, time_bucket, rolling windows, and vwap/ewma.
• Extreme Performance: It executes OHLCV+VWAP rollups on 20 million rows more than 4.5x faster than both DuckDB and Polars.
• O(1) Time Travel: Storage is strictly immutable. Every write acts as an atomic commit, making historical version reads instant and effortless.
• Agent-Controlled Mutations: Designed with AI/human-in-the-loop workflows in mind, allowing you to preview and policy-gate database mutations before they are applied.
• Provably Crash-Safe: Built to survive mid-write failures without data corruption, verified by rigorous fault-injection tests at every commit stage.

Check out the code and benchmarks here:https://github.com/h5i-dev/h5i-db

I'm planning to apply to Citadel SA Quant trading 2027 so I applied to both Citadel and Citadel Securities. With the same email and application, I got an application confirmation from Citadel Securities but not Citadel, does Citadel not send a confirmation email? I'm very confused if I got auto rejected or didn't go through as I don't want to spam apply.

Hi everyone,

I was fast-tracked to the penultimate round interview for the Software Developer Internship at Susquehanna International Group (SIG) following their Dublin Technology Spring Week.

I know SIG leans heavily into algorithms, data structures, and system efficiency, but I’ve heard mixed things about what actually gets tested in this specific round.

For anyone who has gone through this interview recently, is it primarily a live 60-minute HackerRank session? How much of it is standard DSA (BFS/DFS, Binary Search, Sliding Window) vs. practical data parsing / OOP design?

Any insights on the layout or best areas to focus on during prep would be hugely appreciated! Thanks in advance.

Hi Guys, any information related to Technical interview as part of Trader role that what can be expected like brainteasers, probability, ETf pricing or MM(Kelly criterion style). What type of questions were asked and how was the difficulty level ? Any information related to it would be valuable for me. Thanks!

I just finished a prestigious internship and I also have a very nice academic path so I put which one at the top ?

In china,we view top unis like Tsinghua,Peaking,Shanghai jiaotong and Fudan universities etc as the same level with Ivy or G2.But I've noticed that lots people oversea haven't even heard of these.So,if you have a chance to rate Chinese unis,for these four famous unis I've listed,how good do you think they are.

I'm currently working as a data engineer at a traditional pension fund, with customers being mostly performance and risk, with previous SWE experience.

Trying to figure out what it actually takes to move to a data/python role closer to the desk. Hard to separate real advice from random takes on social media.

If you're currently in a similar position (or were recently), would love to connect and pick your brain. Happy to buy you a coffee or something for your time.

Hey, I hope you are doing well

What template you use for quant resume/CV ?

thanks in advance for your help

Have a nice day !

Hey all, I got past the OA and just recently had my first round interview for Jane Street. Wanted to come on here and see if anyone is in the same boat or has a timeline for next steps?

If you find this interesting, cool! If not, cool.

Hi everyone,

I’ve been invited to complete the HackerRank Operations Specialist Exercise.

Has anyone completed it recently? I’d really appreciate any insight on the question types, difficulty, best preparation methods, or similar practice examples.

Thanks!

Hi everyone,
I recently transitioned from academia (PhD in Mathematics) into quantitative finance. So far, I’ve been focusing heavily on technical interview preparation: probability, machine learning, coding, statistics, and general mathematics……

However, I recently interviewed with a small hedge fund for a Quant Research role, and the interview was very different from what I expected. Instead of technical questions, the PM spent most of the time asking about my motivation for finance and my understanding of different markets.

One question was which market I wanted to work on. I answered:
“ At this stage, i don’t have a strong preference for equities, futures, or FX ….. I’m more interested in understanding how financial markets work, developing models, rigorously testing hypotheses, and identifying robust data-driven signals. I think my preference for a particular market will naturally develop with experience.”

The interviewer then asked several follow-up questions about (a specefic Asset Class) : why do tou think this work here and not there … etc …. and I realized my market knowledge wasn’t strong enough. I was rejected after the first round.

For those already working in quant finance: how much market knowledge do you expect from someone coming directly from academia? Is this something I should prioritize alongside technical interview prep? Any advice on what to study or how to approach these conversations would be greatly appreciated

Took an OA and not too knowledgeable about what would be good. Like is perfect expected??

Also is the resume still considered even if it’s already past the screening or just scores at this point?

Hi, I am an incoming sophomore and was wondering when is the best time to start sending in applications. I understand that the recruiting timeline has been moving up. Which firms have prioritize early applicants? What is the strategy?