Lots of fast probability and expectation estimations. They make you play a lot of their games. Have to also be fairly familiar with options and futures, at least the basics. Be familiar with market making fundamentals too.
Quantitative Trader Interview Questions
1,133 quantitative trader interview questions shared by candidates
Why do you want to work in quant trading?
questions on probability distribution and statistics like when which distribution is used and to find the standard deviation of any function . when poison distribution is used what is shape of the curve.
-Describe 2008 financial crisis -Asked me a question regarding bernoulli distribution -If a car went around a lap at an average of 100 mph, how fast does it need to go around the 2nd time to average 200 mph?
If you couldn't use the model you used for predicting returns, what would have you chosen?
Never gotten an interview unfortunately.
Explain LeadLag estimation, could it be used in same pair with different venues
How to generate random numbers from a Gaussian distribution?
Write a function to compute the max drawdown of any time series of PnL's.
Describe your past trading experience and your familiarity with statistical analysis
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