Is (2^48)-1 divisible per 5
Quantitative Analyst Interview Questions
10,163 quantitative analyst interview questions shared by candidates
* When did you have to change scope during one of your engagements and how did the customer respond? * Describe what models you have used and for what kind of valuation purposes.
Basic questions from CAPM/ Regression
If a stick has equal prob to break at any point when dropped. What is the probaility that after dropping the stick, it breaks it two parts having different sizes
Votre Manager vous donne une nouvelle mission. Or vous n'avez pas le temps de la traiter au vu de votre charge de travail actuelle. Comment faites-vous ?
Calcul stochastique, probabilités élémentaires et programmation (C, C++). Pas compliqué mais il faut venir préparé.
- Given a function f(x)=y, without knowing the function, only knowing Y when asking X, what is the most efficient / fast way to find where f(x)=0 ?
I was presented with a case where I had to calculate the probabilities given a case. Question as far as I remember: We have 100,000 clients with a default risk of 2 %. Each client is asking 2 Euros. Q1. What would be the minimum amount we can lose? Q2. What would be the maximum amount we can lose? Q3. What is the probability of 20,000 clients completely defaulting? Just tell us the formula. Q4. What kind of distribution does the Q3 represent?
Very technical. The research experience I wrote on my resume was their core interest, so the interviewer asked all the technical details about my research work. The questions could be answered only if you did the research from a to z. Parameters, the reason for choosing the parameters, training data, assumptions made for the research. Reasons for using the model compared to others, etc. Other than the research experience, the interviewer asked 1. my overall experience of graduate school, 2. the courses I took and what programming experience I have with the courses, 3. Some optimization methods for NNs.
I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?
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