I do applied ML research and have few applied ML published papers and have a PhD in applied ML. I'm thinking of making a move into financial firms in London for TC reasons. What are some good resources for interview prep? How's the interview like? What sort of roles should I be applying to?
Source: I got a good offer from Citadel Securities and one more very top quant firm which I will not disclose because it will immediately reveal my identity. In my experience, very few quant firms in London pay really top dollars (ok, pounds). They asked me the following questions: 1. Many questions around linear methods, Gauss-Markov, orthogonalization, PCA, etc. 2. Many questions regarding ensembling methods. 3. Some basic bayesian statistics. 4. Classical brainteasers (like random walks, MM games, combinatorics). 5. Design questions. For example, how to design scalable gradient boosting; how to deal with p>>N, etc. 6+. Not to mention coding questions: __modern__ C++, Algorithms, Data Structures, basic questions on how to manage programming projects.
To make the top dollars, is the US the only way to go?
Not sure about $, but it is def possible to make top £ in UK.