Senior Quantitative Research Analyst Interview Questions

4,871 senior quantitative research analyst interview questions shared by candidates

ED 1.Option payoff: (Max(s1,s2),0)+, find the p1,2 that could maximize the payoff(p1,2 = -1) 2.Option payoff: 1(s>k), use which model to price it VP 3.go through your resume 4.internship experience, discussed a strategy I developed before, asked a lot details 5.assumptions of OLS 6.why no multicolinearity; how to check multicolinearity (VIF), definition of VIF statistic, other methods without checking VIF? (large r squared, but none of the parameters is significant) 7.stepwise 8.arma, acf and pacf plots, very detailed 9.probability problem, conditional probability 10. expected time to clean up 100 dirty apples in a bag, pick one each time ED 11.go through your resume 12.my exchange experience 13.internship experience 14.probability, classic 3 doors problem, should I switch 15.conditional probability 16.BS equation, why no u? (no arbitrage) 17.difination of brownie motion
avatar

Associate - Quantitative Research

Interviewed at JPMorganChase

3.9
Feb 18, 2017

ED 1.Option payoff: (Max(s1,s2),0)+, find the p1,2 that could maximize the payoff(p1,2 = -1) 2.Option payoff: 1(s>k), use which model to price it VP 3.go through your resume 4.internship experience, discussed a strategy I developed before, asked a lot details 5.assumptions of OLS 6.why no multicolinearity; how to check multicolinearity (VIF), definition of VIF statistic, other methods without checking VIF? (large r squared, but none of the parameters is significant) 7.stepwise 8.arma, acf and pacf plots, very detailed 9.probability problem, conditional probability 10. expected time to clean up 100 dirty apples in a bag, pick one each time ED 11.go through your resume 12.my exchange experience 13.internship experience 14.probability, classic 3 doors problem, should I switch 15.conditional probability 16.BS equation, why no u? (no arbitrage) 17.difination of brownie motion

Viewing 3371 - 3380 interview questions

See Interview Questions for Similar Jobs

Glassdoor has 4,871 interview questions and reports from Senior quantitative research analyst interviews. Prepare for your interview. Get hired. Love your job.