Quant
Job/Intern
Application
Checklist
Jintong
Zheng
4/28/14
1. Reference
Books:
a)
Financial
Math
i.
A
primer
for
the
mathematics
of
financial
engineering,
second
edition,
Dan
Stefanica
ii.
Stochastic
Calculus
for
Financial
Math
I
and
II,
Steven
Shreve
iii.
Quantitative
Finance,
Wilmott
b)
Product
Knowledge
i.
Interest
Rate
Modelling,
vol
1,2
and
3,
Leif
Andersen
and
Vladmir
Piterbarg
ii.
Options,
Futures
and
Derivatives,
John
Hull
c)
Statistics
i.
Analysis
of
financial
time
series,
third
edition,
Ruey
Tsay
ii.
The
Elements
of
Statistical
learning,
Trevor
Hastie,
Rob
Tibshirani
and
Jerome
Friedman
iii.
d)
Statistical
Inference,
George
Casella
and
Roger
Bergers
Programming
i.
Thinking
in
C++,
vol
I
and
II
ii.
Introduction
to
Algorithms,
Cormen,
Leiserson,
Rivest
and
Stein
2. Interview
Preparation
Books:
a)
Quant
Interview
Questions
and
Answers,
Mark
Joshi
b)
A
Practical
Guide
to
Quantitative
Finance
Interview,
Xinfeng
Zhou
c)
150
Most
Frequently
Ask
Questions
on
Quant
Interviews,
Dan
Stefanica,
Rados
Radoicic
and
Tai-Ho
Wang
d)
Heard
on
The
Street,
Timothy
Crack
e)
Elements
of
Programming
Interviews,
Adnan
Aziz,
Tsung-Hsien
Lee
and
Amit
Prakash
3. List
of
Companies
hiring
interns/fulltime
quants
a)
INVESTMENT
BANKS
i.
Bank
of
America
Merrill
Lynch
ii.
Barclays
Capital
iii.
BNP
Paribas
iv.
Citigroup
v.
Credit
Suisse
vi.
Deutsche
Bank
vii.
Goldman
Sachs
viii.
J.P.
Morgan
ix.
Morgan
Stanley
x.
Nomura
xi.
Societe
Generale
xii.
UBS
xiii.
HSBC
xiv.
Royal
Bank
of
Canada
xv.
Wells
Fargo
b)
ASSET
MANAGEMENT
i.
Bank
of
New
York
Mellon
ii.
BlackRock
iii.
Oxam
iv.
PIMCO
v.
TD
Securities
vi.
Wellington
Management
vii.
Putnam
Investments
c)
COMMERCIAL
BANKS
i.
Commerzbank
ii.
ING
iii.
Royal
Bank
of
Scotland
iv.
Standard
Chartered
Bank
d)
HEDGE
FUNDS
i.
AQR
Capital
Management
ii.
Aviva
Investors
iii.
Bogle
Investment
Management
iv.
Bridgewater
v.
Citadel
Group
vi.
Clinton
Group
vii.
DEShaw
viii.
DFG
Investment
Advisers
ix.
First
Quadrant
x.
GBAR
xi.
Glenwood
Capital
Investment
xii.
Houlihan
Lokey
Howard
&
Zukin
xiii.
Infinum
Capital
Management
xiv.
Investec
xv.
KCG
xvi.
M&G
Investments
xvii.
Mitsubishi
UFJ
Securities
International
xviii.
Numeric
Investors
xix.
Nuveen
Investment
xx.
Optiver
xxi.
QVT
Financial
xxii.
SIG
Susquehanna
xxiii.
State
Street
xxiv.
Tower
Research
Capital
xxv.
Two
Sigma
Investments
e)
INSURANCE
COMPANIES
i.
American
International
Group
(AIG)
ii.
Aflac
iii.
Ameriprise
Financial
iv.
Genworth
Financial
v.
Lincoln
Financial
Group
vi.
MassMutual
Life
vii.
MetLife
viii.
Nationwide
Financial
Services
ix.
Pacific
Life
x.
Principal
Financial
Group
xi.
Prudential
Financial
f)
PROP
TRADING
i.
Chicago
Trading
Company
ii.
Chopper
Trading
iii.
DRW
Trading
Group
iv.
Jane
Street
v.
Jump
Trading
vi.
Nico
Trading
vii.
Quantres
viii.
RSJ
ix.
Spot
Trading
x.
TransMarket
Group
xi.
Walleye
Trading
xii.
g)
Wolverine
Trading
RATING
AGENCIES
i.
Fitch
Rating
ii.
Moodys
iii.
Standard
&
Poors
h)
ACCOUNTING
i.
Deloitte
ii.
Ernst
&
Young
iii.
KPMG
iv.
PwC
i)
FINANCIAL
SERVICES
i.
Bloomberg
Financials
ii.
FINCAD
iii.
Gloucester
Research
iv.
Interactive
Brokers
v.
Numerix
vi.
Opera
Solutions
vii.
Quantifi
Solutions
viii.
R
Financial
Technologies
ix.
Thomson
Reuters
4. Head
Hunters/Job
Websites
for
full
time
positions
a)
Huxley
Associates
b)
Analytic
Recruiting
c)
GQR
d)
Option
Group
e)
Efinancial
[Link]
