What is the shape of the distribution chart of the Value-at-counterparty default risk of a bond trade? And how would you use the market price and Monte Carlo simulation to derive that?
Quantitative Developer Interview Questions
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Coding experience with Python
Four questions: 1. Motives to join BoQ. (1m) 2. Educational and professional background. (1m) 3. A difficult situation you encountered at work and how did you resolve it. (1m) 4. Visa status/salary expectations. (30s)
What are your three weaknesses?
What are your three strengths?
What are your 3 biggest strengths and weaknesses?
What are two of your strengths, and two weaknesses?
Q: What are your three biggest strengths and weaknesses?
Compute the log in base 2 of 100 factorial
Calculate EX given variance and EX^2
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