Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
Quantitative Analyst Interview Questions
10,168 quantitative analyst interview questions shared by candidates
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
Talking about previous experience and projects
Standard behavioural interview questions i.e. why do you want to work for us?
Why are you interested in EY?
Mainly math and coding, standard quant interview questions with probability and stats algorithms and analysing time complexities
Option dynamics and Ito’s lemma
Partner interview, the questions asked was centered around what is going on in the market and some macro economical questions were added. Expected more technical questions, but there were very few.
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