Quantitative Interview Questions

10,161 quantitative interview questions shared by candidates

R1 phone interview will start from your experience and push you as far as you can. Q: 1. Why did you use Blacks model? 2. Why did you use Garch model? 3. What are the disadvantages of Garch model? 4. Did you know any other model? 5. What are the disadvantages of Heston model? Behavior questions : 1. Describe your team work experience 2. What kind of project will make you exciting? 3. What kind of company culture do you prefer? Brain tease: classic marble problem followed by ad hoc questions according to your answer like what if there are more than one machine are producing heavier ball.
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Options Volatility Quantitative Analyst

Interviewed at Belvedere Trading

4.2
Dec 2, 2017

R1 phone interview will start from your experience and push you as far as you can. Q: 1. Why did you use Blacks model? 2. Why did you use Garch model? 3. What are the disadvantages of Garch model? 4. Did you know any other model? 5. What are the disadvantages of Heston model? Behavior questions : 1. Describe your team work experience 2. What kind of project will make you exciting? 3. What kind of company culture do you prefer? Brain tease: classic marble problem followed by ad hoc questions according to your answer like what if there are more than one machine are producing heavier ball.

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