Junior Quantitative Analyst Interview Questions

6,222 junior quantitative analyst interview questions shared by candidates

You have two strings whose only known property is that when you light one end of either string it takes exactly one hour to burn. The rate at which the strings will burn is completely random and each string is different. How do you measure 45 minutes?
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Quantitative Researcher

Interviewed at Citadel

3.9
Jan 24, 2012

You have two strings whose only known property is that when you light one end of either string it takes exactly one hour to burn. The rate at which the strings will burn is completely random and each string is different. How do you measure 45 minutes?

if you have a stream of data and you take a specific number of values from the stream and put them into different tables, how would you know if the process is working efficiently? What if there were a lot of missing values? In the Black-Scholes model if the risk free interest rate increases, what happens to the payoff? Does the commodity price increase or decrease and why?
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Quantitative Risk Analyst

Interviewed at CME Group

3.9
Nov 16, 2015

if you have a stream of data and you take a specific number of values from the stream and put them into different tables, how would you know if the process is working efficiently? What if there were a lot of missing values? In the Black-Scholes model if the risk free interest rate increases, what happens to the payoff? Does the commodity price increase or decrease and why?

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