October 30th, 2015, 9:32 am
QuoteOriginally posted by: mekornilolThere's been an interesting turn of events that I thought I'd share with the forum. Essentially, while I was finishing my research proposal to enter the PhD program next September, I managed to arrange a couple of interviews at two investment banks here in London. I have to say that I nearly got to the point of mental exhaustion after so many stages, brainteasers and all that jazz... but I have been finally made an offer to work as a front office quantitative analyst at an american investment bank, which I have accepted. I will be forgetting about doing a PhD for a long while I think.I know that there are many and varied reading lists for people looking for quant jobs, but in case mine helps anyone, three of the books that have really helped during my interviews have been:1) Brownian Motion and Stochastic Calculus (Karatzas and Shreve, I had to study this book while writing my research proposal as it was also a requirement to enter the PhD program)2) Concepts and Practice of Math Finance (Joshi)3) C++ for Quantitative Finance (Halls-Moore, I actually prefer this one over C++ Design Patterns by Joshi)Some chapters from a couple of other books have also helped, but what interviewers really liked was bringing up during interviews some projects that I had implemented in C++ and Python in my own time and be able to discuss them. Maybe this is less important for more experienced people, but I have got the impression that for junior roles it's rather essential. I might be wrong though.I am a fan of this book. Not exactly a popular choice, but I find it does a much better job than e.g. Shreve in introducing the concepts, instead of getting you drowned in formulae in no time.