Prove that VaR is not a coherent risk measure,
Quant Analyst Interview Questions
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why do you want to do sellside
What is principal component analysis?
A trading strategy you can think of.
- Programming, OO, Design Patterns, Architecture - Maths, statistics, probability - Knowledge of Financial Products - Portfolio Optimization - Options valuation/structuring/payoff profiles
What are your previous experience? Are you willing to relocate?
How do you present data and technical findings to a non-technical audience?
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what is var, what is credit risk, difference between LMM and HW
Q: Why Mako Trading Group?
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