what is monte carlo simulation?
Junior Quantitative Analyst Interview Questions
8,199 junior quantitative analyst interview questions shared by candidates
Please try to be as detailed as possible regarding the technical question, business case, etc.
Ask about the recent SWB drop its currency peg with euro.
Describe Black Scholes derivation, define the Brownian motion, fourier transform.
Mostly technical and resume based questions. Since this role is about model implementation (so I guess), C++ skills were very much emphasized. A lot tests on that, including writing codes on an editor. Detail-driven. They were very interested in digging into your projects and asked many follow-up questions.
Coin flip probability of getting 10 heads in a row
Tell me a story where you worked in a team
C'est quoi un modèle de scoring ?
Multiple python coding tasks using list, dict, pandas, ...
How to find max depth of a n-ary tree with no recursion
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