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Le prix spot du gaz est S₀ = 35 €/MWh. Le taux sans risque est r = 4% (capitalisation continue). Le gaz procure un convenience yield de y = 1,5% (continu). Le coût de stockage pour 1 an est U = 1,20 €/MWh, payé aujourd’hui. Calcule le prix forward théorique à 1 an.
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Quantitative Analyst Intern

Interviewed at ENGIE

3.9★
Jan 27, 2026

Le prix spot du gaz est S₀ = 35 €/MWh. Le taux sans risque est r = 4% (capitalisation continue). Le gaz procure un convenience yield de y = 1,5% (continu). Le coût de stockage pour 1 an est U = 1,20 €/MWh, payé aujourd’hui. Calcule le prix forward théorique à 1 an.

First round: What are the assumptions of logistic regression? Why is the logistic regression model considered linear? Online Assessment: 75 min for 5 programming questions, 4 were mathematics and statistics questions, and 1 was a data analysis question. The programming questions consisted of multiple choice choose the R code chunk that produces this given data result. No DSA leetcode style questions were asked. Final Round: – 1st interview - Can you tell me about a time when you had to communicate something complex to layman stakeholders? Can you tell me about a time when you dealt with a conflict in a team? – 2nd interview - Questions about decisions made during feature selection. Questions about handling class imbalance in the models used.
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Quantitative Analyst Rotational Program

Interviewed at Wells Fargo

3.5★
Mar 13, 2025

First round: What are the assumptions of logistic regression? Why is the logistic regression model considered linear? Online Assessment: 75 min for 5 programming questions, 4 were mathematics and statistics questions, and 1 was a data analysis question. The programming questions consisted of multiple choice choose the R code chunk that produces this given data result. No DSA leetcode style questions were asked. Final Round: – 1st interview - Can you tell me about a time when you had to communicate something complex to layman stakeholders? Can you tell me about a time when you dealt with a conflict in a team? – 2nd interview - Questions about decisions made during feature selection. Questions about handling class imbalance in the models used.

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