I have 5+ years experience and I would have expected many practical questions. It was like an exam, just stupid student questions (so hire a student not people with experience!)
Quant Developer Interview Questions
2,954 quant developer interview questions shared by candidates
Questions sur la programmation orienté ainsi qu'un brain teaser
Let (X,Y) be jointly Gaussian with correlation p. What is E(max(X,Y)) as a function of p?
I was asked on Heston model, Monte Carlo simulations, PDE's methods and their comparisons, Interest rates model, HJM, Hull-White.
Describe yourself and a time where you made a hard decision?
How extensively do you use Python?
Asked about my masters thesis paper, asked to explain several different models in machine learning
Estimate the number of trees in the UK
There is a question regarding why you want to do trading
Calculate expected payoff in a simple card game between two players from a 3 card deck.
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