Some easy probability and statistical questions, quite typical for this kind job. No coding until final round.
Quantitative Developer Interview Questions
10,167 quantitative developer interview questions shared by candidates
What makes you useful to us and why do you want to work here?
1. VaR and 3 valuation methods; explain their advantages and disadvantages respectively 2. Difference between VaR and ES 3. PnL; 4. Interest Rate Swap related; 5. PnL and portfolio risk estimation
How proficient your c++ is. They really need people with expert level of C++.
Tell me about your past experiences with survey research.
"Why do you want to work in finance." Find a way to bet on individual games in the NBA finals such that no matter the outcome of each game and no matter the number of games to the end of the tournament, you win exactly $100 if your preferred team wins and lost exactly $100 if your preferred team loses. The NBA finals is best out of 7 (4 wins needed to win) so the tournament may terminate at the end of the 4th, 5th, 6th, or 7th rounds. And then questions at their regional office - one game theory question, several questions about minimizing risk or finding expected return of a game.
How to do monte carlo pricing of structure product? Write related code.
ln(517)
What is the natural log of 500? (approximation question)
some questions relates to my resume
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