portfolio replication on an exotic option
Quantitative Associate Interview Questions
10,223 quantitative associate interview questions shared by candidates
Probability and game theory questions
In the 2nd round, one director ask me about the how the option price changes if the price distribution is skewed. Because it is an electricity company, they do not trade any options, nor there is such kind of business in that company. It is quite unexpected.
Well-covered by maths, statistics, finance and programming. Topics include stochastic, calculus, linear algebra, derivatives, numerical analysis and algorithm, Practice is the key. The book "A Practical Guide to Quantitative Interview" was of great help especially for brainteasers. Also be prepared for the algorithm questions.
Motivation, academic background, technical details of thesis in context of the job, whiteboard prototyping of algorithms.
What is a martingale and why it is the building block in finance. Why the Brownian Motion is so important in finance and what are its characteristics. Write down an algorithm for computing the the square root of a number. Differences between Python and C++
Stats, brain teaser, options, markets, case study.
Basic programming questions followed by the couple of easy standard puzzles
All technical math and stats questions
coding: the hardest one is related to binary tree math: probability and statistics case study: I can't be specific and I don't think they will make it the same every year
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