Pseudocode to calculate standard deviation. How would you optimize it? Where might it go wrong?
Quantitative Programmer Interview Questions
10,224 quantitative programmer interview questions shared by candidates
Describe how you could add value to the team?
General research background, why SIG Quant Research and 4 math problems
What is VaR ?
How do you handle time critical tasks
Quant is a Matrix?
SAS Functions, projects done in SAS
Is a european or asian option more expensive?
The phone interview went in depth into past research. Be prepared to discuss it.
Describe the CAPM model and its changes with interest rates.
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