6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
Quantitative Analyst Intern Interview Questions
10,165 quantitative analyst intern interview questions shared by candidates
The interview was pretty straight forward, first they asked about my past experiences and projects that involved Python as they were interested in someone that is very familiar with the language. Then they asked me questions about the factors that influence change in interest rates, and if i were familiar with the derivatives used to hedge it.
Describing a challenging project that you did.
walk through your resume and behavioral questions
coin flip probs, additional conditions
some coin toss / card problem with follow-ups
Probability, statistics, algorithm.
russian roulette problem.
What accomplishent are you most proud of in the last 12 months?
What other companies did you apply for and would you join them if you got an offer?
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