Your work. SABR model martingale duration volatility smile
Quantitative Developer Interview Questions
10,234 quantitative developer interview questions shared by candidates
Data manipulation, cleaning, logistic regression
- What do you know about Othoz - Walk me through your CV - Questions about your master thesis - Why you? - etc.
Do you think markets are efficient?
Questions were asked related to model validation of SABR model, Hull White 1-Factor Model, Pricing of Credit Derivatives (CDS) etc. Basic programming questions were also asked related to Python.
Most questions were about resume and other behavior questions. After the HR screening, I received rejection.
Como programaría un problema complejo que me propusieron
Build a system that predicts car racing outcome.
- What do you know about Seamless Capital? - Name three strengths and three weaknesses
Strengths and weaknesses, some general ML design questions, and a predictive coding challenge
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