Asked standard card picking probability question
Quant Interview Questions
2,953 quant interview questions shared by candidates
Explain polymorphism
Given a stream of limit orders, implement matching, orderbook, pnl, and risk exposure logic.
How did you improve algorithm?
Compute integrals, find probabilities, combinatorics questions, what does this code print (different languages), sql join, math finance
They expect you to know well your stochastic calculus (PDEs, Feynmann-Kac) and also products pricing (understanding of smile calibration, stochastic vol...) and you also get a C++ test with the dev team.
I did not get chance to interview.
Mostly resume questions and some econometrics questions on multicollinearity, adjusted-R^2 and the likes
Interaction with your previous boss.
The questions were simple mostly but they wanted the most efficient approach of it.
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