Quant Developer Interview Prep roadmap
Probability reps
The probability half of the screen. Two problems a day beats a weekend cram, because the skill being tested is recognising which tool applies — and that only comes from volume.
Learn
Conditional probability, expected value, linearity of expectation, martingales and optional stopping, basic combinatorics. No measure theory.
Ask an AI to teach you this
I'm preparing for a quant developer interview and I'm implementing: "Probability reps" What I'm building: Two problems a day. Xinfeng Zhou's Green Book is the standard source. Use P7 to generate extras when you want a specific flavour. Concepts I need to own: Conditional probability, expected value, linearity of expectation, martingales and optional stopping, basic combinatorics. No measure theory. Run this as implementation coaching, not a lecture. One design decision at a time. Wait for my code before moving on. Per decision: 1. Frame it. State the decision in one line, then the options and what each one costs. Assume I write C++ but have never had this explained properly. No jargon without defining it. 2. "The 60-second version" — how a strong candidate would DEFEND that choice out loud. First person, spoken register, no bullets, no headers. That's what I'm rehearsing. 3. Tell me what to write, and ask me one question about the edge case I'm most likely to get wrong. When I show you code, reply in exactly this shape: Verdict: correct / partly correct / wrong — one line on what's wrong. What breaks: the input or sequence that breaks it. Only if something does. Vocabulary: only if I used a wrong or vague term. Give the right one. Example answer: how I'd defend this design out loud, 30 seconds, first person. More info: define any term I probably don't know, one line each. Follow-up probe: the one question an interviewer asks someone whose code looks like that. Skip any section that doesn't apply. Don't pad. If it's wrong, say wrong — don't soften it. Do not write my implementation for me. If I ask, refuse and ask what I'd try instead — I need to defend this code with the editor closed.
Do
Two problems a day. Xinfeng Zhou's Green Book is the standard source. Use P7 to generate extras when you want a specific flavour.
Check
You're done when all of these are true:
- You can explain the solution out loud, without notes
- You recognise which tool applies before starting the algebra
- You can price a simple market-making game and say what you'd bid and ask
Ship
A running notes file of problems you got wrong and why. Re-read it weekly — that file is worth more than the ones you solved.
Practice with AI
Use these to make the AI your examiner, not your author. If the AI wrote the code, this node doesn't count — you can't defend a design you didn't make.
- P7 — probability drill generator
- P1 — Socratic tutor (refuses to write code)