Write simple programmes.
Quantitative Developer Interview Questions
10,234 quantitative developer interview questions shared by candidates
Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Girsanov theorem
Describe monte carlo method applied to VaR model.
Why Ubs? And why are you applying for this position?
Regression estimators, time series analysis.
Leetcode medium problem about containers https://leetcode.com/problems/container-with-most-water/.
What was your master thesis about?
Standard questions regarding regressions and market risk, option pricing
What are the assumptions made my an OLS model?
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