Q. If you were given R10 million, how would you invest it?
Quant Analyst Interview Questions
2,953 quant analyst interview questions shared by candidates
Please tell about your motivation
I had questions on Regression, PCA, Modern Portfolio Theory, and Probability.
How do you price a options that has an underlying with 30% chance of price A and 70% chance of price B.
Linear regression, Beta, t-stats, R-squared
3 tests on math, computer science, finance 3 in person interviews Heavy focus on basic statistical inference knowledge and options pricing abilities
What factors in production could cause a backtested strategy to perform different than expected?
Roll a dice and get the surface value as payoff, vs roll a 100 dices and get the average of all surfaces as payoff. If price of playing this game is 4, which mode would you choose to play with?
I was asked not to share
Difference between mutual fund and ETF. Disadvantage of PCA.
Viewing 1451 - 1460 interview questions