Quantitative Developer Interview Questions

10,183 quantitative developer interview questions shared by candidates

X,Y are Gaussian variables with given parameters; find P(X>Y) and find an estimate for X when X+Y is observed Compare payoffs of the max of two dice rolls versus rolling once and having the option to roll again C++ code with base and derived classes; describe the code output and fix bugs in it
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Quantitative Research Associate

Interviewed at Susquehanna International Group

3.8
Mar 7, 2015

X,Y are Gaussian variables with given parameters; find P(X>Y) and find an estimate for X when X+Y is observed Compare payoffs of the max of two dice rolls versus rolling once and having the option to roll again C++ code with base and derived classes; describe the code output and fix bugs in it

- What is the reason for high computational speed of Numpy library in Python? - What is a possible way to address columns in Pandas Dataframe if they have same names? - What is a compound rate? - In which cases gamma hedging may be preferred over delta hedging for options trading?
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Junior Quantitative Analyst

Interviewed at Santander

3.8
Jun 19, 2025

- What is the reason for high computational speed of Numpy library in Python? - What is a possible way to address columns in Pandas Dataframe if they have same names? - What is a compound rate? - In which cases gamma hedging may be preferred over delta hedging for options trading?

. Asked about research in my current role, digging into details about diffusion models I worked on (and he clearly did not know any basics and seemed he did not want to admit that). Quite unpleasant. Then technical question about parameter estimation from noisy observations of Gaussian random variables.
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Quantitative Researcher

Interviewed at Two Sigma

3.9
Apr 18, 2025

. Asked about research in my current role, digging into details about diffusion models I worked on (and he clearly did not know any basics and seemed he did not want to admit that). Quite unpleasant. Then technical question about parameter estimation from noisy observations of Gaussian random variables.

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