–Assumptions of a linear regression –Hypothesis testing – Heteroscedasticity and Weighted Least Squares – Implied vs historical volatility
Senior Quantitative Risk Analyst Interview Questions
243 senior quantitative risk analyst interview questions shared by candidates
Logistic model, probabilities, some SQL and Python questions. But all very tailored to my previous experience.
Why do you want to work in trading?
why did you leave last company
Tell us about yourself 😊
1. What are the different types of risks you can think of when investing in company X? 2. Conceptual questions regarding the validity and requirements of regressions 3. Conceptual questions regarding micro/macroeconomic 4. Why BlackRock and why the RQA team
Q: What is stationarity? weak and strong form?
Questions about linear regressions and other statistical models
Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts
Describe your classwork to us
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