What is the Heston model
Junior Quantitative Analyst Interview Questions
10,234 junior quantitative analyst interview questions shared by candidates
Asked about hands-on experience in machine learning, experience in handling large data, concepts in statistical learning, derivatives and greeks, delta gamma hedging, bayesian statistics.
Why did you choose our company?
difference between martingale and Markov chain
No extremely difficult or surprise questions; if you have sufficient background in quantitative techniques, particularly applied maths and you are well prepared, everything should go well.
Gambler ruin problem. To derive the probability to win given.
What is a normal distribution?
what is your strenghts and weakness
How maps are implemented in C++?
Based on the AR(1) plot, what can you conclude about the correlation.
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