Standard questions, background, experience, motivations
Junior Quantitative Analyst Interview Questions
8,218 junior quantitative analyst interview questions shared by candidates
ML questions: compare Ridge and Lasso regressions
Derivatives pricing methodologies, PRA and ECB regulations in market risk area
Make a program in Matlab to read and plot an historical price. Simulation a historial price, and value a Call, IRS with and withour a Credit Spread.
What did you do in your research
Q: Flip a coin until you get two consecutive heads. Find the expectation of number of trials.
Linear algebra, differential equations, simple coding
Very basic Python questions. I was also asked why I want to join M&G, etc.
Ito's Lemma and quadratic variation.
Programming for example required knowledge of basic data structures.
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