UChicago FinMath Quantitative Research Workshop

During my time at the University of Chicago, I noticed the lack of comprehensive resources for quantitative research interview preparation. To address this, I collaborated with the Financial Mathematics program’s Career Development Office to develop and lead a series of targeted workshops.

Quantitative Research Interview Workshop Part 1

Topics Covered:

1. Basics of Quantitative Research Interviews

2. Linear Regression (OLS, Regularization, WLS)

3. Principal Component Analysis

4. Hypothesis Testing

5. Event Studies

6. Alpha Factor Research

7. Case Study Type Questions

Quantitative Research Interview Workshop Part 2

Topics Covered:

1. Black-Litterman Portfolio Optimization

2. Multi-Strategy Funds

3. Center Book & Internal Alpha Capture

4. Market Microstructure & Trade Execution