How to detect outliers? How to do regression, if not linear?
Quantitative Analyst Interview Questions
10,168 quantitative analyst interview questions shared by candidates
Questions related to your resume
Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
4 o 5 esercizi da svolgere in 40/45 minuti
Asked how to model sports
Tell me about a project you worked on in the past. Describe how you went from having a problem to coming up with a solution.
Optimal betting question based on Kelly's criterion.
Describe the methods used for portfolio construction?
Standard HR interview questions, such as 'Tell me your understanding of this position'. Maths interview includes standard quant tech interview questions, such as probability theory, stochastic calculus, calculus, linear algebra, brain teaser, etc. Coding interview includes algorithm tests and data structure questions.
What's your concern about working in an asset management company?
Viewing 8451 - 8460 interview questions