Describe random forest in a classification task.
Quantitative Analyst Interview Questions
10,170 quantitative analyst interview questions shared by candidates
Experience with the Credit Default Model
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Walk them through a model you have developed.
how do you profit from a losing call/put 1 year maturity option without shorting your contract etc and many more black scholes related question
Why you want to work at Deriv?
Read bonds documents and try to model what they mean
There were some very primitive online tests, followed by an interview with someone asking logical reasoning and numerical reasoning questions. Following this, there was an interview with the CEO and a chance to go to Dubai for further interviews. I decided to withdraw after the interview with the CEO.
Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Girsanov theorem
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