Junior Quantitative Research Analyst Interview Questions

4,871 junior quantitative research analyst interview questions shared by candidates

Some sample questions: - what is vol arb? why does it work? explain it in high detail. - how do you know a model is good? what if it performs badly for a week? two weeks? - what is sharpe? explain it in terms of risk. - what is drawdown. - explain the options surface. why is there a skew? - where does black scholes fail? what is a better model?
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Quantitative Analyst

Interviewed at Goldman Sachs

3.7
Jun 15, 2021

Some sample questions: - what is vol arb? why does it work? explain it in high detail. - how do you know a model is good? what if it performs badly for a week? two weeks? - what is sharpe? explain it in terms of risk. - what is drawdown. - explain the options surface. why is there a skew? - where does black scholes fail? what is a better model?

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