Previous experience, asked several probability brain teasers and a few coding questions,
Senior Quantitative Analyst Interview Questions
10,234 senior quantitative analyst interview questions shared by candidates
What is the Put Call Parity
Conditional expectation of W_s given W_t, where s
Q: They ask about the strategies you use in more detail than is necessary.
Asked about previous internship experience
math/stats brian teaser, dynamic programming problem, live coding over a website (about divide and conquer)
Look through regression analysis How to find outliers? How to deal with it? Some questions about missing values.
Give an example of a Poisson distribution.
Stochastic volatility models, Heston model, and some behavioral questions like the most difficult person I have worked with.
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