1) how to code a moving quantile function efficiently
Quant Developer Interview Questions
2,952 quant developer interview questions shared by candidates
Calculate the integral of a given function. Calculate the integral using Monte Carlo method
What is stationarity in a stochastic process? Not to be confused with stationarity distribution of a Markov Chain.
one coding, 2 phone call and 1 onsite interviews.
Tell me about and how you used
Conceptual questions on algorithms, data structures and operating systems. Then some problems on algorithms and data structures. Some probability math problems are also involved.
find declarative algo from recursive one
What is the VaR? Went over an example of VaR, aka asking what is the VaR for this problem.
one probability, one decision making, one coding in python
option pricing formula
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