1. basic probability problem. Expected rolls of dice to get HHH 2. stochastic calculus. integrate Ws ds 3. programming. sorting / basic c++ knowledge 4. brain teaser. simple one Xuefeng Zhou's book is sufficient.
Quantitative Analyst Interview Questions
10,234 quantitative analyst interview questions shared by candidates
Describe an algorithm for finding all the primes in a given set
Where do you see yourself in 5 years?
Asked calibration of Libor Market Model
Walk through the CV, with persistent emphasis on every detail about the strategies I am currently working on.
Why do you want to be a quant?
How do you decide which variables are the most important in a regression.
A open ended research question regarding multiple datasets
tested knowledge about the etf, index industry. some questions about programming concepts and related to the coding test. Also some questions about understanding rebalancing, complexity of building indizes. many questions about the previous experience to test if i actually know what i was doing. not many behaviorals, few personality/ team fit questions in the last interview with hiring managers
First round - 2 coding questions 2nd question: Asks you to compute the stock price averaged over time.
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