How does the Adam optimizer work?
Analyste Quantitative Junior Interview Questions
4,192 analyste quantitative junior interview questions shared by candidates
They ask about the projects and research of my past.
Tell me about the duration. What is the duration for a 5 year interest swap. Assuming we pay fixed and receive floating. What is a duration for a 5 year ZCB.
Easy Rolling dice problem with expectation calculation
Calculer la probabilité d'atteindre une limite pour un mouvement brownien avec un drift
the greeks in the option pricing
There were few interview questions related to dynamic programming
Describe yourself and why you are interested in this position
multiple answer questions about code snippets and answers relating to time-complexity
c++, term structure, bond pricing, things they didn't mention in the notice email. Questions you may see on standard quant interview books, i.e. M Joshi's.
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