Fixed Income Interview Questions

729 fixed income interview questions shared by candidates

First person: Volatility clustering definition, difference between ARCH and GARCH, SVM definition, difference between SVM and log reg, how to do cross validation, how to do PCA, basic bond price calculation, Black-Scholes PDE derivation Second person: Kernel SVM vs normal SVM, how to implement an alpha strategy, interest rate swap definition, sorting algorithm and complexity, outlier finding for high dimension variables
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Fixed Income Quant Finance Summer Internship

Interviewed at Morgan Stanley

3.9
Oct 1, 2019

First person: Volatility clustering definition, difference between ARCH and GARCH, SVM definition, difference between SVM and log reg, how to do cross validation, how to do PCA, basic bond price calculation, Black-Scholes PDE derivation Second person: Kernel SVM vs normal SVM, how to implement an alpha strategy, interest rate swap definition, sorting algorithm and complexity, outlier finding for high dimension variables

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Glassdoor has 729 interview questions and reports from Fixed income interviews. Prepare for your interview. Get hired. Love your job.