Quantitativer Analyst Interview Questions

10,166 quantitativer analyst interview questions shared by candidates

Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
Jul 31, 2022

Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.

A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
avatar

Quantitative Researcher

Interviewed at G-Research

3.6
Jun 25, 2021

A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.

Viewing 8431 - 8440 interview questions

Glassdoor has 10,166 interview questions and reports from Quantitativer analyst interviews. Prepare for your interview. Get hired. Love your job.