Derive Ito's Lemma
Quantitativer Analyst Interview Questions
10,168 quantitativer analyst interview questions shared by candidates
Q: If you know you are about to enter recession, what would you invest in Equity or Fixed Income?
Whats's the shortest distance between two points on a sphere?
What risks are involved with holding 100 shares of Apple?
A and B throws a dice in turn (A,B,A,B,....), A will throw first, and the first ppl to throw a SIX will win. What is probability of A wins?
What are the independent and dependent variables in your model? What are the underlying assumptions of the model? What did your research indicate should be the expected parameter estimates for your independent variables? How long have you used SAS? What models/methodologies have you evoked through SAS?
What is market making?
Explain 3 types of sorting algorithms.
Longer discussion of you CV
Present value vs future value discounting
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