Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
Quantitative Programmer Interview Questions
10,234 quantitative programmer interview questions shared by candidates
coin flip probs, additional conditions
some coin toss / card problem with follow-ups
Question sur les parcours professionnels et les connaissances techniques.
walk through your resume and behavioral questions
Describing a challenging project that you did.
6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
How to detect outliers? How to do regression, if not linear?
Questions related to your resume
Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
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