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Quantitative Research Analyst Interview Questions

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4,829 quantitative research analyst interview questions shared by candidates

ED 1.Option payoff: (Max(s1,s2),0)+, find the p1,2 that could maximize the payoff(p1,2 = -1) 2.Option payoff: 1(s>k), use which model to price it VP 3.go through your resume 4.internship experience, discussed a strategy I developed before, asked a lot details 5.assumptions of OLS 6.why no multicolinearity; how to check multicolinearity (VIF), definition of VIF statistic, other methods without checking VIF? (large r squared, but none of the parameters is significant) 7.stepwise 8.arma, acf and pacf plots, very detailed 9.probability problem, conditional probability 10. expected time to clean up 100 dirty apples in a bag, pick one each time ED 11.go through your resume 12.my exchange experience 13.internship experience 14.probability, classic 3 doors problem, should I switch 15.conditional probability 16.BS equation, why no u? (no arbitrage) 17.difination of brownie motion
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Associate - Quantitative Research

Interviewed at JPMorganChase

3.9★
Feb 18, 2017

ED 1.Option payoff: (Max(s1,s2),0)+, find the p1,2 that could maximize the payoff(p1,2 = -1) 2.Option payoff: 1(s>k), use which model to price it VP 3.go through your resume 4.internship experience, discussed a strategy I developed before, asked a lot details 5.assumptions of OLS 6.why no multicolinearity; how to check multicolinearity (VIF), definition of VIF statistic, other methods without checking VIF? (large r squared, but none of the parameters is significant) 7.stepwise 8.arma, acf and pacf plots, very detailed 9.probability problem, conditional probability 10. expected time to clean up 100 dirty apples in a bag, pick one each time ED 11.go through your resume 12.my exchange experience 13.internship experience 14.probability, classic 3 doors problem, should I switch 15.conditional probability 16.BS equation, why no u? (no arbitrage) 17.difination of brownie motion

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