During my university studies, I found it surprising that although some topics from advanced courses might be applicable in certain jobs like at Jane Street, interviews often emphasised the fundamentals and understanding of basic concepts such as basic probability theory, rather than some specialised knowledge in Lie processes.
If you look through this PDF it does not even cover a 1.semester course in probability theory from a bachelors degree in CS/math.
If you look through this PDF it does not even cover a 1.semester course in probability theory from a bachelors degree in CS/math.
I always go back to this lecture series to brush up my fundaments. https://projects.iq.harvard.edu/stat110/youtube