Tell me about yourself. Talk about past experiences
Quantitative Associate Interview Questions
10,167 quantitative associate interview questions shared by candidates
Kelly criterion for fractional betting amounts
What is the expected number of coin tosses to observe the pattern HHT.
Describe your experience in qualitative research.
General conversation. Questions about employment history, skills etc.
A typical 0-1 Knapsack Problem.
Why do you want to work in trading?
Why implied vol smile exist? Advantages and disadvantages between BS model and trees?
What is 3/32 in decimal
Discuss experience with financial simulation? What is the intuition behind a Heston model? Discuss the components and structure of a Heston model? Please list several risk management metrics? Compare these metrics and discuss their advantages and weaknesses? Describe two methods of calculating value at risk?
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