Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Quantitative Analyst Interview Questions
10,168 quantitative analyst interview questions shared by candidates
Girsanov theorem
How would you price a vanilla option?
Write simple programmes.
Standard questions regarding regressions and market risk, option pricing
What are the assumptions made my an OLS model?
Describe MLE and compute the mean and variance of a given model.
-Technical Data Manipulation Questions -Why Financial Crime?
Standard Probability theory questions Quant finance questions/valuation
technical test for an hour behavioural interview: self intro, why ubs, why quant, team work experience, research experience, why not phd.... technical interview: review technical test, b-s model, greeks, coin toss, quick stat questions...
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