Stochastic volatility models, Heston model, and some behavioral questions like the most difficult person I have worked with.
Quantitativ Interview Questions
10,159 quantitativ interview questions shared by candidates
Give an example of a Poisson distribution.
Previous experience, asked several probability brain teasers and a few coding questions,
Basic stats, one algorithm question, online coding tests.
What programming language do you use?
Standard leetcode and quant brainteasers
basic data structures and algorithms, followed by another more quantitive one for finding the next term in a sequence.
Probability, stats, and Leetcode DP questions
résumé questions about previous experiences
Dynamic programming question, simple probability theory problem
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