Few difficult questions. Descriptions of previous work and why those skills would transfer to the position were asked for. Asked why I left my previous position and why I was applying.
Quantitative Research Associate Interview Questions
4,814 quantitative research associate interview questions shared by candidates
Questions about liquid natural gas, for example problems with storage, how prices can be affected, etc.
For the algorithm question they asked Leetcode question 135.
Nichts Besonderes zu erwähnen, Programmieren vielleicht.
Now I consider it trivial, but at the time I had not studied enough quant finance to have come across Breeden-Litzenberger results for constructing the pdf for the terminal value of an asset at some point in the future.
integration with respect to the domains of the integral.
first round: behavior second round: tech, including stochastics, math, statistics, and a little programming third round: tech
What is VaR and expected shortfall?
How would you define stationarity in the context of time series/stochastic processes? Is the Wiener process stationary?
Can you talk about options?
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