What is the VaR of the call option?
Junior Quantitative Analyst Interview Questions
6,222 junior quantitative analyst interview questions shared by candidates
How would I communicate model results to a client.
I was shown a graph of a sigmoid curve and asked to write down the formula for the curve.
Why Acumen?
walk me through your resume.
Can you tell anything about the correlation of the security who has variance pointing high and low ?
Describe what does eigenvector physically means ?
Determine the value of an option given strike and underlying price
From the traders: Standard probability/statistics/coding/options questions. Requires a bit of preparation, but nothing difficult. Behavioral questions were also typical for a trading firm (why trading, name a time you ____, etc) From CEO: Standard questions, similar to ones above Where are you from? What do your parents do? Do you have siblings? What does he/she do? What did you do between the gap years between undergrad and grad school? You said some things came up that required you to delay starting grad school. What problems came up?
Thought it had something to do with risk but it was all about macroeconomics.
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