How to become a good candidate for ML / Quant roles

Undisclosed Fanghope11
Nov 20, 2018 24 Comments

Just wanted to ask what sort of things hedge funds like two sigma and citadel look for when sourcing candidates for more ML / AI / quant roles as opposed to general swe .

Background :
Top 5 CS school ( masters and undergrad both, focusing on ML as part of part time masters)
Little yoe but main focus on backend work ( scala spark and java ) as of now .

Thanks

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TOP 24 Comments
  • Ayasdi ioUp78
    Do you know stochastic calculus?

    Is W_t^2 a martingale?
    Nov 20, 2018 12
    • New numaye
      It is 100% not necessary to know for interview purposes
      Nov 20, 2018
    • Facebook StarSpace
      Stochastic calculus is only important if you're pricing exotics, or for showing off.
      Source - worked as a quant at one of the firms OP mentioned, for many years.

      And I agree, it's rare to find a good MFE quant.
      Nov 20, 2018
    • Roku strong2
      I got a quant researcher offer. Interviewed at multiple places. Stochastic calculus is not needed.
      Nov 20, 2018
    • Qualcomm Kimjeller
      @strong2 what’s the offer?
      Nov 20, 2018
    • Roku strong2
      400k TC for first year
      200+bonus thereafter
      1 yoe after masters
      Nov 20, 2018
  • Facebook StarSpace
    Read ESL. And I mean *really* understand it.

    It's hard to prepare for quant interviews because they're not standardized, you can't leetcode for it.

    Source: I was a quant for many years
    Nov 20, 2018 9
    • Undisclosed Fanghope11
      OP
      “Facebook is a good enough brand name “ 😂😂 it’s amongst the best in the world wut lol
      Nov 20, 2018
    • What is ESL?
      Nov 20, 2018
    • English as a Second Language
      Nov 20, 2018
    • Undisclosed Fanghope11
      OP
      I think he/ she was referring to elements of statistical learning
      Nov 20, 2018
    • Facebook StarSpace
      Yes, sorry, ESL = Elements of Statistical Learning, like OP said
      Nov 20, 2018
  • New numaye
    Get referred. If you went to a top 5 school you should know plenty of people at these firms
    Nov 20, 2018 0