Software programming problems followed by stats questions and brain teasers.
Quant Developer Interview Questions
2,955 quant developer interview questions shared by candidates
Basic questions about fixed income products such as duration of 10-years Questions about programming with Python
Q. If you were given R10 million, how would you invest it?
Please tell about your motivation
I had questions on Regression, PCA, Modern Portfolio Theory, and Probability.
How do you price a options that has an underlying with 30% chance of price A and 70% chance of price B.
Linear regression, Beta, t-stats, R-squared
3 tests on math, computer science, finance 3 in person interviews Heavy focus on basic statistical inference knowledge and options pricing abilities
What factors in production could cause a backtested strategy to perform different than expected?
Roll a dice and get the surface value as payoff, vs roll a 100 dices and get the average of all surfaces as payoff. If price of playing this game is 4, which mode would you choose to play with?
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