Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
Quantitative Analyst Internship Interview Questions
10,166 quantitative analyst internship interview questions shared by candidates
Partner interview, the questions asked was centered around what is going on in the market and some macro economical questions were added. Expected more technical questions, but there were very few.
6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
walk through your resume and behavioral questions
Describing a challenging project that you did.
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?
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