Python programming with dataframes. Work with two dataframes, where one dataframe contained information on accounts in different currencies, and a second dataframe contained information about currency prices. The task was to calculate all account values in the same currency.
They asked questions on the theory of operations research and exact questions of the use of simplex algorithm on mip models.
c++, term structure, bond pricing, things they didn't mention in the notice email. Questions you may see on standard quant interview books, i.e. M Joshi's.
You have a fair dice. What is the mean number of throws until all possible outcomes (1-6) are achieved.
The questions were mostly about my previous experiences in other companies and during my studies. The idea was to assess my problem solving and research abilities, as well as my technical skills. The other questions were "fit" question, to get to know me and make sure I would integrate well with my colleagues.
What do you know about the company?
1. What do you know about the company? 2. Tell us about yourself. 3. What will you bring to the role?
Un portfeuille contient une option et une quantité de sout jacent Combient vaut cette quantité pour que le portfeuille a rendement risque neutre r ?
Explain what is random forest. Bias and variance in this case.
Typical quant interview questions, brain teaser, math, probability, stats, stochastic process, algorithms, etc.
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