portfolio replication on an exotic option
Analyste Quantitatif Interview Questions
10,224 analyste quantitatif interview questions shared by candidates
Probability and game theory questions
Pandas questions. Algorithm questions like sorting. Knowledge of quant research. Past experience.
the assessment is quite hard, including some graphics teasers.
What is the difference between R squared and Adjusted R squared? Describe the procedure for computing PCA. What is the difference between a Class and an Object?
What is your strategy? How your strategy is implemented?
how will the delta of a call change as the time comes to the time to maturity? if S become higher, how will the delta change?
How will you handle a group conflict with your co-worker?
whats your sharpe ratio over the past year
Discrete What is the Black-Scholes mathematical model? What is it used for?
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