What is VaR, Delta, Gamma? What is Asian Options?
Senior Quantitative Risk Analyst Interview Questions
243 senior quantitative risk analyst interview questions shared by candidates
A fair six-sided die is rolled twice. What is the probability of getting 1 on the first roll and not getting 6 on the second roll?
Do you have any experience to use deep learning?
C’est quoi un passif et un actif ?
Tell me about yourself and why you would be a good fit for this position?
Why do you want to work in this role?
In OOP, what is a virtual class?
technical questions related to statistical modeling and financial products
How is a Markov chain defined? What is a transition matrix. How could it be used to model credit ratings? If you had the transition matrix for 1 year, how would you calculate the transitions for more than 5 years?
What is Value at Risk? What is its mathematical definition?
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