1. walk me through resume 2. C++ question
Senior Quantitative Risk Analyst Interview Questions
243 senior quantitative risk analyst interview questions shared by candidates
What is encapsulation? What is Black Scholes?
Expliquer la VaR, comment la calculer
Derive the Geometric Brownian Motion
OLS, linear regression assumption, which assumption is the most important one? How would you explain MLE to a novice, MLE for logit regression, derive BS formula, how does merton uses option pricing theory for modelling probability of default....there were a lot of questions but they wanted to see that you know what you are talking about, that you are really familiar and experienced with the topics. No super hard maths questions like for a quant role. The interviewer told me itself, we are looking for 33% consultant 33% mathematician and 33% programmer....a blend....
Why are you looking for a change? Walk me through your resume?
- Bereken pi met behulp van monte carlo simulatie. - Enkele statistische vragen over binomiale verdeling
few technical questions, why did I apply?
Was sind die Hauptvorzüge von EGARCH-Modellen?
–Assumptions of a linear regression –Hypothesis testing – Heteroscedasticity and Weighted Least Squares – Implied vs historical volatility
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