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Quantitative Analyst Interview Questions
10,227 quantitative analyst interview questions shared by candidates
If you have an option that pays you 5 dollar when the stock price hit $10. The stock price is currently $5. What is the price of the option?
What id the implied volatility? Why do we observe volatility smile?
Basic questions from CAPM/ Regression
What was my biggest weakness and why?
* When did you have to change scope during one of your engagements and how did the customer respond? * Describe what models you have used and for what kind of valuation purposes.
What is a virtual function?
Lots of question on Derivatives and their pricing even Exotics
If a stick has equal prob to break at any point when dropped. What is the probaility that after dropping the stick, it breaks it two parts having different sizes
Asked me questions about specific theorems related to brownian motion.
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