A typical 0-1 Knapsack Problem.
Junior Quantitative Analyst Data Analyst Interview Questions
8,204 junior quantitative analyst data analyst interview questions shared by candidates
Why do you want to work in trading?
Why implied vol smile exist? Advantages and disadvantages between BS model and trees?
What is 3/32 in decimal
Discuss experience with financial simulation? What is the intuition behind a Heston model? Discuss the components and structure of a Heston model? Please list several risk management metrics? Compare these metrics and discuss their advantages and weaknesses? Describe two methods of calculating value at risk?
No hard or tricky questions. Mainly about experience.
I didn't get to the interview because the HR can't be bothered to do their job.
Usual probability questions and brain teasers
Given the following data, what sort of assumptions can we draw?
Why IMC? Why trading? Generic math questions
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