* When did you have to change scope during one of your engagements and how did the customer respond? * Describe what models you have used and for what kind of valuation purposes.
Quantitativ Interview Questions
10,167 quantitativ interview questions shared by candidates
What is a virtual function?
Asked me questions about specific theorems related to brownian motion.
Very technical. The research experience I wrote on my resume was their core interest, so the interviewer asked all the technical details about my research work. The questions could be answered only if you did the research from a to z. Parameters, the reason for choosing the parameters, training data, assumptions made for the research. Reasons for using the model compared to others, etc. Other than the research experience, the interviewer asked 1. my overall experience of graduate school, 2. the courses I took and what programming experience I have with the courses, 3. Some optimization methods for NNs.
Standard reasonable questions about c++, stochastic calculus, probability, volatility.
Warum möchten Sie bei all der schlechten Presse für UBS arbeiten?
Numerical Assessment
What is a martingale ?
Standard Algebra, Geomerty, Trig, Calc, and Stats questions.
Q: Walk me through your CV ? Q: Your education and grades ? Q: How many people travel in cabs in Tehran ?
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