I'm wondering if a) this is on topic, and b) if the phrasing is appropriate:

I have an upcoming quantitative trading interview, and I would like to have some good questions to ask about the group. In particular, I am soliciting questions in addition to the following, as well as suggestions about better phrasing.

1) What my long and short-term roles will be within the group?

2) ...

EDIT: I am looking for job-specific questions, such as

2) What markets do you operate in?

3) How often do you balance your portfolio?

4) What is your Sharpe ratio?

I am unsure if these questions are appropriate to ask (asking about Sharpe feels like asking 'are you good at your jobs?'), and if their answers will tell me much about what the group does.


Subject: Issues when considering a quantitative trading/finance firm

Question: I have an upcoming quantitative trading interview (prop desk at a large bank), and I would like to have some good questions to ask about the group. However, I am changing fields from academia, and I do not have a good idea about what sort of things I should be looking for and what questions would probe my fit with the group/firm and give me a better idea of how they work.

Here are two suggestions I have received so far, which illustrate the type of questions I would be looking for:

What markets do you operate in?

What is your Sharpe ratio?

In addition to the question, a brief explanation of how to interpret the group's answer to the question would be appreciated. For example

What is your Sharpe ratio? - A high ratio tells you ... Avoid groups with low ratios because ...

One question/explanation per answer, please. Feel free to use and expand on the examples I've given.

  • $\begingroup$ with your edits I think it will work, and you should try it $\endgroup$ Sep 16, 2011 at 2:10

3 Answers 3


It's not on-topic for the simple reason that interviewing for a quant role is no different from interviewing for any other job. For an entry-level position, treat it either like a programming job or an analyst job, depending on what your recruiter has told you.

  • $\begingroup$ I hope my edit has addressed your point: I am looking for trading-specific questions. $\endgroup$ Sep 15, 2011 at 14:22

It's not on topic. Read the FAQ:

To prevent your question from being flagged and possibly removed, avoid asking subjective questions where …

  • every answer is equally valid: “What’s your favorite __?”
  • your answer is provided along with the question, and you expect more answers: “I use _ for _, what do you use?”
  • there is no actual problem to be solved: “I’m curious if other people feel like I do.”
  • we are being asked an open-ended, hypothetical question: “What if __ happened?”
  • it is a rant disguised as a question: “__ sucks, am I right?”

Interview questions are liable to fall prey to all of these.

On the other hand, if you were asked a very difficult question about quantitative finance during the interview, then feel free to come back and ask, though perhaps mention that it was an interview question and refrain from answering your own question in order to not bias the solution.

  • $\begingroup$ Maybe I can phrase the question as "What questions should you ask to get a good idea of how a group of quantitative professionals interact/work"? Of course it is slightly subjective, but so is quant.stackexchange.com/questions/881/good-quant-finance-jokes $\endgroup$ Sep 15, 2011 at 14:30
  • $\begingroup$ Perhaps it would work as community wiki, although I think there was initially some misunderstanding regarding the purpose of CW on SE that the staff have since cleared up, and indicated that such questions are generally not appropriate. Also, the question you mentioned would get extremely different answers if you replaced "quant finance" with any other profession, not so for your question. $\endgroup$ Sep 15, 2011 at 15:07
  • $\begingroup$ Even after the edit? $\endgroup$ Sep 15, 2011 at 15:39
  • $\begingroup$ I think we're getting nearer to the point of on-topic-ness. Consider broadening the question to something like "what issues are important to investigate to determine whether a quantitative trading/finance firm is an appropriate fit?" After all, that is the point of asking questions when being interviewed, no? $\endgroup$ Sep 15, 2011 at 15:46
  • $\begingroup$ Thanks for the feedback Tal. I've added a proposed phrasing taking your suggestion into account. $\endgroup$ Sep 15, 2011 at 18:10
  • $\begingroup$ Post it and see if it survives. $\endgroup$ Sep 15, 2011 at 18:11

I guess it is off-topic, a good way to re arrange the question would be:

"at the occasion of an interview, I wonder what are the main characteristics of a quantitative fund..."

It would be a very nice question indeed, even if I am not sure that quants are the best people to ask it to...


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