Well-covered by maths, statistics, finance and programming. Topics include stochastic, calculus, linear algebra, derivatives, numerical analysis and algorithm, Practice is the key. The book "A Practical Guide to Quantitative Interview" was of great help especially for brainteasers. Also be prepared for the algorithm questions.
Motivation, academic background, technical details of thesis in context of the job, whiteboard prototyping of algorithms.
What is a martingale and why it is the building block in finance. Why the Brownian Motion is so important in finance and what are its characteristics. Write down an algorithm for computing the the square root of a number. Differences between Python and C++
Stats, brain teaser, options, markets, case study.
Basic programming questions followed by the couple of easy standard puzzles
All technical math and stats questions
coding: the hardest one is related to binary tree math: probability and statistics case study: I can't be specific and I don't think they will make it the same every year
How would you make a simulation scheme with the lowest variance?
How to derive OLS closed-form solution.
All problems were pretty much within expectation. Brain teasers/probability/calculus
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