1. basic probability problem. Expected rolls of dice to get HHH 2. stochastic calculus. integrate Ws ds 3. programming. sorting / basic c++ knowledge 4. brain teaser. simple one Xuefeng Zhou's book is sufficient.
Quantitative Analyst Internship Interview Questions
10,229 quantitative analyst internship interview questions shared by candidates
Describe an algorithm for finding all the primes in a given set
Where do you see yourself in 5 years?
What are assumptions of black scholes model
Walk me through a research project you've done in class or personal time.
What SQL syntax would you use to query data from different tables within a specified range?
Asked calibration of Libor Market Model
Walk through the CV, with persistent emphasis on every detail about the strategies I am currently working on.
Why do you want to be a quant?
How do you decide which variables are the most important in a regression.
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