Suppose you are pricing a call option using Monte carlo simulation. What would you recommend to improve the efficiency of it?
Quant Analyst Interview Questions
2,954 quant analyst interview questions shared by candidates
How would you price a Digital option?
Why are you interested in the position?
I was asked several questions about coin tossing and some questions of programming (c++ related questions)
Asked me about my prior experience, in investment and commercial banking (wanted to know if my experience was transferrable to retail banking); very flexible about what analytic tools, scripting languages I preferred.
Questions about background and past internships
Expected value questions about dice rolls
Asked for specifics of certain algorithms. At some point I just started responded that's proprietary.
Why old mission and quant trading
what is your SR and how much you made last year and this year
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