Code Review Quant Interview Guide
Code review quant interview guide for correctness, edge cases, complexity, readability, tests, tradeoffs, and practical critique.
Candidates asked to explain, critique, or improve code.
Review correctness first
In a code review prompt, start with whether the code produces the right output for the right inputs. Style matters after behavior is understood.
Check edge cases and assumptions
Look for empty input, duplicates, unsorted input, numeric precision, mutation, time ordering, and invalid states. Name the assumption before changing code.
Concrete example
A function that computes returns may look fine until prices contain zeros, missing values, or unsorted timestamps. Review the data contract.
Discuss complexity and readability
After correctness, explain runtime, memory, and whether the code is easy to maintain. The smallest clear fix is usually better than a rewrite.
Common mistakes
Candidates often nitpick names while missing a bug. Lead with behavioral risk, then mention style only when it affects understanding or safety.
Practice the pattern
Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.