Mostly resume questions and some econometrics questions on multicollinearity, adjusted-R^2 and the likes
Quant Developer Interview Questions
2,954 quant developer interview questions shared by candidates
Given a stream of limit orders, implement matching, orderbook, pnl, and risk exposure logic.
1 normal distribution 2 linked list 3 what is abstraction in cpp
Interaction with your previous boss.
Explain how you conduct the case study
Market risk management, FRTB, Python
How did you improve algorithm?
I did not get chance to interview.
The questions were simple mostly but they wanted the most efficient approach of it.
They expect you to know well your stochastic calculus (PDEs, Feynmann-Kac) and also products pricing (understanding of smile calibration, stochastic vol...) and you also get a C++ test with the dev team.
Viewing 831 - 840 interview questions