- How to find the minimum of a function ?
Analyste Quantitative Junior Interview Questions
6,222 analyste quantitative junior interview questions shared by candidates
- Local volatility and stochastic volatility differences ?
Several detail questions about data structures.
Lots of coding exercises and statistical questions
1. What is numeraire and its relationship with Girsanov 2. How to price option with Montecarlo
We had a talk about my previous experience. There were questions about my expectation about the position.
Q: they asked about the parameters and meanings of Black-Scholes Option Pricing Model Q: they also asked a conditional probability question
Standard behavioral questions. For technical questions, the prompts asked basic questions on binary search, explaining the difference between P/NP-hard problem, how to compute the volatility of a stock, etc.
Asked about resume experiences, fixed income, e.g., what is the duration and convexity, how to calculate them, what problems will you encounter when calculating convexity. Finally, the interviewer asked a brain teaser question.
Talk about yourself, your career path, how could you apply what you studied to helping our company?, in which kind of project you have being involved and many technical questions on the job description.
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