Describe the difference between tuple and list in Python.
Quantitative Risk Management Interview Questions
243 quantitative risk management interview questions shared by candidates
What are some of the risks faced by banks?
At the first interview the question was about valuation and replication of an exotic put option. For the second interview I received a case study with bond contract and a time series of a yield curve. My job was to calculate the z-spread for the bond and present the work for the group. The code was supposed to be done in Python.
Choose the thing that best describes you out of multiple options.
Describe a time you have used Python.
The interview was pretty straight forward, first they asked about my past experiences and projects that involved Python as they were interested in someone that is very familiar with the language. Then they asked me questions about the factors that influence change in interest rates, and if i were familiar with the derivatives used to hedge it.
Assumptions about the linear regression
Where do you see yourself in 5 years?
Tell me about a project you worked on in the past. Describe how you went from having a problem to coming up with a solution.
Walk them through a model you have developed.
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