QuoteOriginally posted by: DataI'm looking at statistical arbitrage because it seemed like the field in quantitative finance that was closest to my current workIt sounds like you are plenty smart or technically qualified to do the work. I would be looking instead at whether this is a guy who will fit in with our lifestyle or working culture, who will be happy and energetic doing the specific tasks we are asking of him, and whether the markets will really hold his interest.A guy with your background, who also demonstrates a curiosity and energy for what people are doing in trading, would be very attractive. So you might avoid asking questions like how late do people at the office usually work? And avoid saying things like I am surprised, that sounds pretty crude and simplistic, I imagined people were using some more elegant and high-level statistical methods to solve these sorts of problems.And avoid quoting specific trading strategies you have heard about. Since the people at a specific group may have a specific way of thinking about things, and be biased against people who think about things in a way that seems stupid or pop-culture to them. You want to be a teachable, trainable person, not a know-it-all.As to the Bayesian and C++ stuff, that sounds good. It may be there are smart particle physicists who are challenged when it comes to thinking in that way. If you are not interested in programming, I think it is hard to fake it though this is an area where you could study the popular interview challenges. So far as Bayesian thinking, you could go through examples to make sure you at least understand what it is.I like the popular challenge of suppose there are two envelopes, and one contains double the amount of money in the other. If someone gives you one, and then offers you the option to trade it for the other, should you take it? In theory, you stand to gain 100% or lose only 50%, so you should always switch, right? Or it goes something like that.