Solve this SDE. Basic Black and Scholes and Greeks.
Junior Quantitative Analyst Interview Questions
6,220 junior quantitative analyst interview questions shared by candidates
SQL: the interviewer pulled up a random SQL script and asked me to explain various things in it.
Approximate sqrt(x). n random variables are sampled iid from Uniform(0,a). Provide an estimator of a. Compute the probability density function of the largest order statistic x_(n).
Quiz checking basics of regression, probability, stats. Not particularly difficult.
How would you code a multiclass version of logistic regression ? What is a naive Bayes classifier?
Python programming with dataframes. Work with two dataframes, where one dataframe contained information on accounts in different currencies, and a second dataframe contained information about currency prices. The task was to calculate all account values in the same currency.
Tell me about yourself/what projects you have done at your role?
Standard questions from Elements of Statistical Learning.
Brain Teaser: Expected number of throws to get 3 threes in a row from a fair dice.
A variant of the light switch problem.
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