Derive Black Scholes/ Sample mean and confidence intervals/ Forward contracts/ plenty of Stochastic calculus in Superday/ Basic probability - coin toss (probability of getting two sixes in a row in 3 tosses)
Quantitative Operations Associate Interview Questions
2,051 quantitative operations associate interview questions shared by candidates
Having X dollars to a casino, what is probability end up getting N dollars to buy a gift( assume once get N get out otherwise play till the end)
Resume related questions
Describe what a Brownian motion is and calculate some expectations.
Asked about hands-on experience in machine learning, experience in handling large data, concepts in statistical learning, derivatives and greeks, delta gamma hedging, bayesian statistics.
Probability and coding , linear algebra based
Can you minimize piecewise linear function without adding auxiliary variables?
Two sections of coding challenge and one section of recorded interview.
What is the Heston model
Give an irl example for the concept of immutability?
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