They ask some statistics as well. They seem quite friendly, but their feedback was weird... I think they look if you fit their company well... probably I didn't fit well:)
Quant Analyst Interview Questions
2,926 quant analyst interview questions shared by candidates
1. Formulate a problem using
Probabilities, GBM, option pricing, calculation using Black-Scholes
One question is hashtable, and the other is dynamic programming
Explain your projects in detail
Explain to me the difference between explicit and implicit scheme.
- Option's price with Monte Carlo
Standard basic quant questions, as well as some not so standard questions on pricing options.
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
1. Find two square matrices A, B such that AB-BA=I (I is the identity matrix). 2. A question on Bayes theorem. 3. Given unfair coins find a strategy to sample from a uniform distribution. 4. How will you uniformly sample from a stream of numbers with O(1) space?
Viewing 421 - 430 interview questions