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Quantitative Analyst Interview Questions
10,163 quantitative analyst interview questions shared by candidates
If I talked to your friends what would they say about you?
Why are you interested in quant? what is your biggest strength? What is the most difficult part of your current role? Salary expectations?
Assumptions about the linear regression
Option dynamics and Ito’s lemma
lot of questions about resume
The PFE profile of products such as options, swap, swaptions...etc.
No particularly difficult question
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
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