For example, how many times are you expected to flip a fair coin to get 3 heads in a row?
Quant Analyst Interview Questions
2,927 quant analyst interview questions shared by candidates
through all the interviews: deriving simple regressions and bias/variance of estimates, Correlations & Portfolio questions, 2 brain teasers, coding question (quicksort type solution), theoretical discussion on futures and options why/when/how do some phenomena occur (eg backward action in futures).
Experience with AWS and financial models
How exactly do you calculate your fair value, what data, what modeling technique, what time frame of modeling. Tell me about x proprietary meta data and precisely how that is calculated as it feeds into the broader modeling.
No unexpected question
Talk about your background and previous experience
Prove that VaR is not a coherent risk measure,
A trading strategy you can think of.
American option vs European option, Greeks, calculus including Taylor expansion formula, programming
why do you want to do sellside
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