Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts
Quantitative Research Analyst Interview Questions
4,813 quantitative research analyst interview questions shared by candidates
An investor knows the current bond price, its coupon payments, and its maturity value, but the discount rate isn't know. How do we find it?
give you a string, mess up the order of the characters in that string and add a character, find the character that was added.
What was your main contribution on your previous work
do you have a visa to work?
What's virtual function in C++?
3 questions, all on probability.
What's the difference between the US equity market and the Chinese equity market? What kind of stocks is gaining cross-section momentum currently in the US?
The standard 'Write a Fibonacci function in python" was asked. He wanted to know the difference between generators and recursive functions and to break down the algorithm into 'bit O notation.'
Nothing unexpected
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