–Assumptions of a linear regression –Hypothesis testing – Heteroscedasticity and Weighted Least Squares – Implied vs historical volatility
Junior Quantitative Risk Analyst Interview Questions
195 junior quantitative risk analyst interview questions shared by candidates
Was sind die Hauptvorzüge von EGARCH-Modellen?
What are the properties of a WSS process?
Logistic model, probabilities, some SQL and Python questions. But all very tailored to my previous experience.
Brain teasers. Find the fake coin out of 9 by 2 weightings.
Go through the resume. Then one question about how to determine the number of variables in a regression. How to do PCA in R.
Some behavrioal questions
What are your strengths and weaknesses? What did you like least about your last job? What was the last project you headed up, and what was its outcome? Have you ever been on a team where someone was not pulling their own weight? How did you handle it?
Tell me about your project and what you have accomplished.
Skewness of the expected payoff of an options position (which I can't remember right now).
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