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Quant Finance Roadmap — From Beginner to Hireable

Quant finance roadmap from beginner to hireable: probability, derivatives pricing and rigorous backtesting. Kaidoro adapts it to your background and deadline.

Starting level: intermediate12h / week5 phases

This is a starting point — make it yours

Use this goal to build your own roadmap — tailored to you and starting fresh.

1

Probability and statistics

The mathematical core. Everything downstream assumes it.

  • Master probability fundamentals~20h

    Random variables, distributions, expectation, variance, covariance, conditional probability, Bayes' theorem, the Central Limit Theorem.

    Done when: you can derive the variance of a sum of correlated variables.

  • Learn statistical inference~14h

    Maximum likelihood estimation, hypothesis testing, confidence intervals, and what heavy tails do to all of it.

    Done when: you can explain why financial returns break the normality assumption.

  • Build a Monte Carlo simulation engine~14h

    Simulate correlated random paths. Understand why error shrinks as 1/√n.

    Done when: quadrupling the simulations halves your error, and you predicted that.

2

Stochastic processes

How randomness evolves over time.

  • Learn Brownian motion and Itô's lemma~18h

    Wiener processes, geometric Brownian motion, and why stock prices are modelled as log-normal.

    Done when: you can write down the GBM SDE and explain each term.

  • Study martingales and the no-arbitrage argument~16h

    Risk-neutral measure, and why an option's price doesn't depend on the expected direction of the stock.

    Done when: that fact stops feeling paradoxical.

3

Derivatives pricing

Where the maths becomes a product.

  • Implement Black-Scholes and the Greeks~14h

    The closed-form price, then delta, gamma, vega, theta. Verify against a Monte Carlo price.

    Done when: both methods agree to within simulation error.

  • Build a binomial tree pricer~12h

    Handles American options, which Black-Scholes cannot. Show it converges to Black-Scholes as steps increase.

    Done when: the convergence plot looks right.

  • Back out implied volatility~10h

    Newton's method against market prices. Plot the volatility smile.

    Done when: you can explain why the smile contradicts Black-Scholes.

4

Portfolios and backtesting

Where most people fool themselves.

  • Build a Markowitz portfolio optimiser~14h

    Mean-variance optimisation with real constraints — no short selling, position limits. Plot the efficient frontier.

    Done when: diversification visibly beats every individual asset.

  • Build a backtester that doesn't lie to you~18h

    Walk-forward validation, transaction costs, and ruthless attention to look-ahead bias.

    Done when: you can name three ways your own backtest could still be wrong.

  • Test a statistical arbitrage strategy~16h

    Cointegration, pairs trading, mean reversion. Measure the Sharpe ratio honestly.

    Done when: you can tell whether the edge survives costs.

5

Interview preparation

A different skill from building things.

  • Drill mental maths and estimation~12h

    Two-digit multiplication, percentages, squares to 20, Fermi estimation. Timed, out loud.

    Done when: you can do it while explaining your reasoning.

  • Work through probability puzzles~16h

    Conditional probability, expected value, symmetry arguments, card and dice problems.

    Done when: you spot the conditioning structure before reaching for algebra.

  • Practise explaining your projects~8h

    Two minutes per project: what, why, the hard part, what you'd do differently.

    Done when: you can do it without notes and invite the follow-up question.