Describe the Black-Scholes model, derive several properties of the price in this model, make some qualitative comments.
Quant Developer Interview Questions
2,957 quant developer interview questions shared by candidates
why do you want this job?
Green book brainteasers + coding question. Interview was friendly but did not help. Few questions about my experience. I was rejected 2-3 weeks later.
Describe your biggest advantage over other people
How do you project cashflows for annuity
Standard probability and statistics questions.
What is your motivation? Question about expected payoff in a game
Why SIG, why trading ?
Can’t recall the exact questions but mainly probability
Gave me parameters, and asked me for the fair price of the stock
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