Analyste Quantitative Junior Interview Questions

8,218 analyste quantitative junior interview questions shared by candidates

Everything is straightforward, portfolio-theoretic questions, no tricks / brainteasers involved. -Can you explain what a GARCH model is? -What is the "market portfolio?" -What is your reasoning for the minimum-volatility anomaly? -How would you "clean a data set?" -How would you handle an outlier? -Give X number of factors that you think are useful to model returns on a stock from Y industry. Interviewing team also may test your knowledge outside of pure data mining, e.g. an accounting question " Can you explain what is free cash flow? How would you find it?" Always have a couple of stock pitches, just in case. They like to know if you're well-read on current market events: "Ebay or Amazon? Tesla or GoPRO? etc. etc."
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Quantitative Analyst

Interviewed at IHS Markit

3.7
Aug 11, 2014

Everything is straightforward, portfolio-theoretic questions, no tricks / brainteasers involved. -Can you explain what a GARCH model is? -What is the "market portfolio?" -What is your reasoning for the minimum-volatility anomaly? -How would you "clean a data set?" -How would you handle an outlier? -Give X number of factors that you think are useful to model returns on a stock from Y industry. Interviewing team also may test your knowledge outside of pure data mining, e.g. an accounting question " Can you explain what is free cash flow? How would you find it?" Always have a couple of stock pitches, just in case. They like to know if you're well-read on current market events: "Ebay or Amazon? Tesla or GoPRO? etc. etc."

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