quant developer requirement

Many quant developers (in our department) program in c# (for excel
plugin) or build infrastructure code modules around quant lib, but
they don't touch c++ quant business logic classes. C++ quant lib
(model) programming is reserved for the mathematicians, typically
PhD's.

Many of these non-C++ quant developers have good product knowledge and
can sometimes move into business side of trading.

I was told these quant developers don't need advanced math knowledge.

----quant interviews

Mostly C++ questions. Most candidates are filtered out here.

2nd group – probability, (different from statistics)

Some finance intuitions (eg -- each item in the BS formula)

Some brain teasers

-- some typical C++ questions (everything can be found from the Scott
Meyers books)

exceptions during ctor/dtor

virtual ctor

Given a codebase, how do you detect memory leak

multiple inheritance (fairly common in practice)

threading


-----
[[heard on the street]] and [[A Practical Guide To Quantitative
Finance Interviews]]
Another book by Shreve.