No extremely difficult or surprise questions; if you have sufficient background in quantitative techniques, particularly applied maths and you are well prepared, everything should go well.
Quantitative Developer Interview Questions
10,165 quantitative developer interview questions shared by candidates
What is a normal distribution?
How maps are implemented in C++?
Based on the AR(1) plot, what can you conclude about the correlation.
Brownian motion
One step binomial tree model. He have S0 = 100 and S1 equal to 110 in the up state and 90 in the down state. Assuming the risk free rate is zero. What is the price of a call option with strike 90.
Given an array of integers, return the occurence of each elements
You are playing a game with one other person. If the person rolls a dice and gets a 1, he wins. If he doesn't roll a 1, you can roll a dice and if you roll a 6, you win. If you don’t roll a 6, it goes back to the person. What is each person’s probability of winning the game
A few phone calls with technical questions (brain teasers and some options theory), followed by a zoom call with behavioral questions, and an onsite final round.
Brainteasers, probability questions, questions about past experiences.
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