Explain LeadLag estimation, could it be used in same pair with different venues
Quantitative Research Internship Interview Questions
4,853 quantitative research internship interview questions shared by candidates
What's a strength and a weakness of yours?
go through your resume, what is your weakness, challenge/failure
OLS, linear regression assumption, which assumption is the most important one? How would you explain MLE to a novice, MLE for logit regression, derive BS formula, how does merton uses option pricing theory for modelling probability of default....there were a lot of questions but they wanted to see that you know what you are talking about, that you are really familiar and experienced with the topics. No super hard maths questions like for a quant role. The interviewer told me itself, we are looking for 33% consultant 33% mathematician and 33% programmer....a blend....
They don't ask any quantitative stuff despite it is supposed to be a quantitative role, at least to the stage I went up to. Just lots of behavior questions where you just have to pretend you are like those smart looking salesperson.
what is var
Quale indicatore sceglieresti per descrivere l’andamento di un’assicurazione?
Derive the Black Scholes PDE
ask a lot of questions about my previous project.
Lots of questions on maths: diffusion equation, lambda distributions, ODEs
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