Knowledge about linear regression, logistic regression.
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.
Talking about previous experience and projects
Standard behavioural interview questions i.e. why do you want to work for us?
Why are you interested in EY?
Option dynamics and Ito’s lemma
lot of questions about resume
Wide range of tough questions on probability, statistics and algorithms.
Draw distribution of 200 coin flip of biased coin with probability of H is 2/3.
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.
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