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Quantitativer Analyst Interview Questions
10,166 quantitativer analyst interview questions shared by candidates
If I talked to your friends what would they say about you?
Option dynamics and Ito’s lemma
lot of questions about resume
How to detect outliers? How to do regression, if not linear?
Questions related to your resume
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.
4 o 5 esercizi da svolgere in 40/45 minuti
Questions were related to what is train-test contamination, various scaling strategies in machine learning, what is l2 loss function and why it is preferred over l1 loss in gradient descent.
Went through CV, and asked about experience.
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