You should always be prepared for math problems related to the topics you list on your resume. I was asked what the convergence rate of Monte Carlo simulation is.
Analyste Quantitative Junior Interview Questions
8,215 analyste quantitative junior interview questions shared by candidates
Explain Multicollinearity to a child
Give one modelling difference between a local volatility model and a stochastic vol model.
Tell me about yourself and go through your resume. Give me an example how you accomplish a teamwork for achievement. What is p-value and how do you interpret it to your grandma?
You're in a car driving on a circular 1 mile long track. You drive at 30 mph for the first lap. How fast do you have to go on the second lap to average 60 mph over the entire 2 laps?
R2 Project: 1. You are given a table of strike and implied volatility, use them to calculate the implied distribution. 2. Describe the pattern of the implied distribution you get. 3. Evaluate the implied distribution you get. 4. Predict the two year implied distribution.
For the interview where I had to record myself speaking, I received the question with the 3 traders that earn money based on the uniform distribution. For the real interview, I was asked the following: You have 6 different weights: 101, 102, 103, 104, 105 and 106 kg. If you place the weights at random, 3 on each side of a scale, what's the probability that the 106 kg one will be on the lighter scale?
What is one problem in real life? How can it be fixed by an algorithm.?
Find the kth smallest element in an array in nlogk time
I'm dealing a deck of cards. You can stop at any time. If the next card is red, you win. What is the best strategy to win?
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