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Quantitative Analyst Interview Questions
10,165 quantitative analyst interview questions shared by candidates
There are some mathematical terms I never heard of because I am not a math major.
Questions on securitization and probability.
Knowledge about linear regression, logistic regression.
Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
Talking about previous experience and projects
Standard behavioural interview questions i.e. why do you want to work for us?
Why are you interested in EY?
Option dynamics and Ito’s lemma
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.
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