Q: they asked about the parameters and meanings of Black-Scholes Option Pricing Model Q: they also asked a conditional probability question
Analyste Quantitative Junior Interview Questions
4,192 analyste quantitative junior interview questions shared by candidates
Standard behavioral questions. For technical questions, the prompts asked basic questions on binary search, explaining the difference between P/NP-hard problem, how to compute the volatility of a stock, etc.
Asked about resume experiences, fixed income, e.g., what is the duration and convexity, how to calculate them, what problems will you encounter when calculating convexity. Finally, the interviewer asked a brain teaser question.
Talk about yourself, your career path, how could you apply what you studied to helping our company?, in which kind of project you have being involved and many technical questions on the job description.
Feature selection and probability questions.
list and explain assumptions of linear regression
Code, Probability, a tricky stats question
Conditional probabilty, algorithms and data structures, OOP.
1. If r increases for 1 basis point, how will the coupon bond price change? 2. Given a matrix, find its complex eigenvalues. 3. a programming problem, but they ask how the code is manipulated in the machine memory. omg
solve differential equations. stochastic integral.
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