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 Interview Questions
10,229 quantitative 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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