What is a volatility curve?
Quant Analyst Interview Questions
2,955 quant analyst interview questions shared by candidates
- Difference between inner and outer join. - How would you optimise a non-convex function - Something about the validation versus training loss. - Some question in finance. - A python script of a function printed out in a paper and you had to go through it line by line and explain what it does.
Questions about coin flipping and EV estimation.
Estimate expected value of die throw If you throw a die two times what would be its expected value Given that the die is not biased and has six sides in total
About market risk methodologies and procedures
When we perform OLS for a linear regression problem, if the errors are not iid, positively correlated or negatively correlated, what will happen to your estimation?
Walk through resume. What is your current research. Do you have experience with databases
What did you do in your internship
Describe the Black-Scholes model, derive several properties of the price in this model, make some qualitative comments.
why do you want this job?
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