Hello all,some urgent advice needed. I am finishing my PhD and got contacted by an HH. I told them I still have several months before I am intending to start, but they have rather helpfully gotten me interviews with Goldman, Credit Suisse, Barcap, Lehman, and some others for Quant roles. I did a computational finance PhD but my math is a little rusty. I've read Shreve and Musiela and some other technical books but am by no means a stochastic calculus expert (I do have several half-decent math finance/comp finance papers though but how effective can this be for an interview?). My dilemma is this: if I go back and prepare a couple of weeks for interviews I know I would be able to handle the math questions OK, but at present I am worried I might make a right fool of myself (although I feel quite confident with the C++ questions) and lock some of the doors for later on. On the other hand the opportunities might not be there if I tell the headhunter to get back to me later.what do you think?

You'll never be 100% there....that's my mistake I made rejecting interviews doubting the amount of work I had done! You get one shot in most cases, so just hit it with the best you have - just do as much as you can!

I say go for the interviews now. Two or three weeks will make no real difference in your ability to answer the questions; they'll cover too broad a set of material.

hi, that s interesting. where are you based? How come as a PhD candidate your math is rusty?Given that you are comp finance PhD candidate they might expect you to know more finance,financial mathematics than when interviewing engineers or scientists, this I cannot judge, you better find out. That said, I did exactly the same as you, things got a bit hectic, so I decided to take a few weeksoff, sat down and read stuff. In my case it was pretty basic stuff and I think it did help definitely, in other words a couple of weeks made a huge difference for me. In your case however I would be inclined to say: go for it! Given your background, a couple of weeks can't make the difference, you have had years in the field!

Yes. It does beg the question of why your maths are rusty.It does happen that they choose on the basis of relative performance. If Joe has a simple Bachelors and you have a PhD, even though ypur maths be better than Joe's, if Joe's level is maths is better than expected and yours is less than expected, they'd choose Joe.

Thanks for having taken the time to reply, it has been very helpful.