I cannot remember exactly the question. We are long at a call option. How do we hedge our position?
Quantitative Developer Interview Questions
10,165 quantitative developer interview questions shared by candidates
what is your experience with OOP language. Describe a project.
Double linked list, buzzbizz
Explain your project (Machine Learning).
Notion of volatility, BS model, volatility "smile", Bayesian inference
Black Scholes?
What is a Virtual function and pure virtual function. Data structures questions - hash tables, linked lists. Integral of Brownian motion. Monte Carlo methods. A lot of algorithms questions.
If you have a stick, and you can cut it into 3 pieces randomly. What is the probability that these 3 pieces can make a triangle?
Basic probability question, stochastic calculus, c++ coding (brain teaser like)
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