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Quant Developer Interview Questions
2,953 quant developer interview questions shared by candidates
Asked about combinatorics probability, and some questions about markets.
Statistics, puzzles, ml, coding, boilerplate quant stuff
Technical questions about my CV (in depth). Black Scholes formula, Greeks, definition of option, market making, arbitrage, ...
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Ask about Taylor expansion; resumes including python data structure, seed, multithreading, fx and interest rate.
I did one probability question with 3 small sub questions. The first two were easy but the third one really threw me off. He asked me about its probability distribution and the expected payoff.
Resume questions and what I do at my current job
market, math and programming. What is virtual function?
What was the probability of getting a sequence of coins getting sequence of HHT before THH in infinite number of throws. useful to know markov chains and a betting question related to Kelly’s criterion.
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