Read bonds documents and try to model what they mean
Quantitative Analyst Internship Interview Questions
10,166 quantitative analyst internship 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.
No particularly difficult question
The PFE profile of products such as options, swap, swaptions...etc.
6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
How would you price this (example) derivative?
Questions on securitization and probability.
Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
Technical questions were primarily related to credit risk
Describe an Agile process from planning to delivery?
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