Hi,I have a first round written test (followed by an interview if I pass the test) with Gloucester Research, a hedge fund. This is the first time interviewing with any financial institution, am a postdoc in a university (Phd in Physics, main expertise is in numerical solution of PDEs). Any suggestions about what to expect/prepare, information about the firm?thanks

Googling will get you there on the firm, won't tell you a great load of detail but it will show that you are genuinely committed, and also give you some ideas for the "why do you want to work for us ?". Jobs are like sex, you are more likely to get it if you seem interested in them in particular not just getting laid / hired.If you bung your CV to Dominic@PaulDominic.com I can let you have the Guide to quant careers which answers this thoroughly, but the short version is make sure you can answer questions based upon your CV, (people forget stuff), and work through as many of the brainteasers on this site as you can.For you personally, I'm assuming that the PDEs weren't financial ones, so it would not hurt to revise this aspect, but in general don't try to learn anything new and big, polish what you have.

The focus is on quant trading strategies and the firm has an academic style. Math brain-teasers. (E.g. statistics, probabilities, applied maths).Check out the following past papers covering advanced probability, statistics, etc. I think they would be useful pre-reading. http://www.maths.cam.ac.uk/postgrad/mat ... .pdf"Heard On The Street" would be a relevant read. Drop me an email if your looking for a quant role.