Get your dream quant job
The secrets to ace any interview
Written with quant recruiters, risk managers, and trading desk professionals. 411 pages of the problems they actually ask.
279 copies sold – 4 of these the past week.
“The probability and expected value sections cover what trading desks actually ask. I've screened thousands of quant candidates, and this is the most complete prep resource I've come across.”
Reviewed by quant professionals and trading desk insiders
Reviewed and contributed to by people working in quantitative trading, risk management, and quant recruitment.
Author
Technical reviewers
Contributing Experts
What's Included
- 411 pages of problems with full worked solutions
- 281 exercises covering probability, stochastic calculus, brainteasers and more
- PDF you can read on any device, yours to keep
- Every major quant interview topic in one book
- Reviewed by 24 quant professionals and trading desk insiders
- Solutions written so you can walk through them in an interview
- Free updates when new content is added
Book Contents
412 pages across seven parts. Four tracks (trading, development, FPGA, research), four annotated mock interviews, 281 original exercises, and an 8-week plan.
The Pipeline
Screen to superday, firm by firm: who runs each round, how long it lasts, what it filters for, and what's genuinely negotiable when the offer arrives.
Mental Math & Probability
The arithmetic that survives a clock, drilled to the standard Optiver and SIG actually apply. Plus conditioning, symmetry, and the handful of moves that generate an answer when you've never seen the question.
Four Tracks
One full part each for trading, development, FPGA and research. Market making and Greeks, low-latency C++ and system design, synthesisable RTL, signals and ML. You read yours and skip the rest.
Four Annotated Mock Interviews
Complete transcripts with the interviewer's scoring rubric running down the margin. You see what was being written down while the candidate talked.
281 Original Exercises
Written for this book, not recycled from problem sets you've already seen. Each solution names the move that cracks it instead of just asserting the answer.
The 8-Week and 12-Week Plans
Day by day. Pick the one that fits the time you actually have before your first round, not the time you wish you had.
Who This Book Is For
Written for candidates preparing for quant trading, development, FPGA and research interviews.
Final-year and master's students
You're applying in the 2027 cycle and this window is the one you get.
PhDs converting
Physics, maths or CS. Real mathematical maturity, no finance, no idea what a superday is.
Working engineers
Dev or FPGA, moving to a trading firm. You can build. You've never been scored on how you think out loud.
Second attempt
You reached the on-site last cycle and didn't convert, and the feedback was one sentence long.
What readers say
“I had about 300 LeetCode problems under my belt and still blanked the first time someone said 'make a market.' Wrong kind of practice. The chapter on quoting a width before a level is what finally clicked. I started saying a number out loud instead of hunting for the 'correct' formula. That alone changed how the rest of the round went.”
“Nobody told me the online assessment was basically a speed filter. I knew the answers and still timed out. I ran the eight-week plan almost day by day, mostly the mental math drills, and retook something similar at another firm two months later. Same material. Completely different result. I wish I'd bought this before the first try, not after.”
“I kept getting the right final answer and still walking out with a one-line rejection. The annotated mocks fixed that for me. Seeing the scoring notes in the margin while the candidate talks is weirdly uncomfortable the first time, then useful. I stopped performing correctness and started showing how I decide under uncertainty.”
“I was preparing for Virtu thinking it was going to be a standard maths test. It's not. The firm one-pager told me exactly what format to expect and what they weight, and I stopped wasting time on topics they don't actually ask. I didn't know I needed that page until I read it.”
“I'm a maths grad who can barely write a for loop. The dev track isn't for me and I assumed I'd have to muddle through it anyway. You don't have to. The routing through Part II and Part III was exactly what I needed, and Part IV only became relevant when I wanted to understand what my dev colleagues go through.”
“The conditional probability section corrected something I'd been getting wrong for two years. I checked, and the standard answer that circulates is off by a factor of two. That one page probably saved me from confidently giving a wrong answer at the exact worst time.”
“I could solve the problems fine on paper but I kept running out of time on the timed test. The mental math drills in Part VII fixed that. Two weeks of those, twenty minutes a day, and my speed on the online assessment went from borderline to comfortable.”
“The 'moves not formulas' framing in the probability chapter is the thing that stuck. You learn five or six patterns and then most problems you haven't seen before fall into one of them. I stopped trying to recall a specific formula and started recognising which pattern I was looking at.”
“I started the eight-week plan in September and walked into my first superday in November feeling like I'd actually prepared for what was coming. The plan tells you when to stop studying and start drilling. That's the part most people get wrong on their own.”
Get the Playbook
Pay once, keep it forever
- 411 pages, 281 problems with full worked solutions
- PDF you can read on any device, yours to keep
- Probability, stochastic calculus, brainteasers and more
- Reviewed by 24 quant professionals and trading desk insiders
- Free updates when new content is added
Full refund within 30 days if you're not satisfied
Built for the hardest interviews
The problems in this book come from the same firms readers are applying to.
Citadel Securities
Jane Street
Two Sigma
Optiver
Jump Trading
IMC
SIG
Renaissance
Hudson River Trading
Tower Research
Virtu Financial
Akuna Capital
QRT
Chicago Trading
Bloomberg
CME Group
Balyasny
Simplex
Da Vinci
Maven SecuritiesFrequently Asked Questions
Why not just grind free problem sets?
Grind them as well, they are useful. But a problem set is a problem set: answers to memorise, with nothing on how a round is actually scored, nothing on mental math under a clock, nothing for the dev, FPGA or research tracks, and no plan for the eight weeks in front of you. Recognising a shape you have seen before is not the skill being filtered for. Producing one you have not is.
Why one payment instead of a subscription?
Because a recruiting cycle is not a monthly habit. You prepare for a fixed window, you interview, and then you are either in the seat or waiting a year. Charging you every month through that would mean charging you hardest while you sit waiting for December decisions and there is nothing left to prepare for. You pay once, you keep it, and every revision after that is free.
I'm not from a target school. Is this pointless?
No, but be honest about what the school changes. A target gets your CV read. It doesn't get you through a round, because nobody has ever been hired for their university at the moment they're quoting a market. Part I covers how non-target candidates actually get read: referrals, timing, and how to write the CV. The other six parts cover the part that's identical for everyone.
Is this current for the 2026/2027 cycle?
Yes. It's written for the applications that opened in August 2026 and are being sat right now, with decisions landing between December and January. Every date-sensitive claim in the book carries its year, because market structure moves and a prep book that pretends otherwise ages badly. Updates are free for life.
What format is it?
A 412-page PDF. Read it on a laptop, tablet or phone, or print it: the formula sheets and the drills are laid out for paper. The download link arrives the moment you pay.
What if it doesn't help?
Email us within thirty days and you get everything back. You don't have to fill in a form or explain yourself, and you keep the PDF. We'd rather refund you than have you walk into a round carrying a book that was wrong for you.
Is payment secure?
Stripe handles it: card, Apple Pay or Google Pay. No card details ever touch our servers.
I have a different question.
Drop us a line at contact@lambdia.comand we'll get back to you.
