Binary/Trinomial tree option pricing, probability problems(poker game, dice game), estimation of exponentials and errors in the approximation formula.
Quantitative Research Internship Interview Questions
4,831 quantitative research internship interview questions shared by candidates
Why do you wish to work in a quantitative role?
Walk me through your CV
Probabilty, dice roll, brain teasers
What research have you done in your PhD
Expected Value of dice game.
Basic evaluation of option pricing.
I can't remember specifically, but they are all probability based questions.
Was asked not to disclose any particular questions. Firstly there was a timed assessment, then a HR interview, then an interview with a trader then the final round interview with a few people. Read over your CV! And don't rush, they are after right answers!
Probability questions, especially focused on bayes stuff
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