Asked me to create a simple trading algorithm
Junior Quantitative Analyst Interview Questions
10,234 junior quantitative analyst interview questions shared by candidates
Mostly probability and option knowledge.
Find Eigenvalues for a given matrix.
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
Price the barrier option. You can give a rough idea of it.
Design an algorithm to find the maximal sum of sub-sequence of a given sequence
I was busying with my other duties and didn't prepare well. Generally ,the interview was not difficult.
What are L1 and L2 penalty? probability questions.
Probability, normal distribution properties, Brownian motion...
What is inheritance?
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