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Quantitative Risk Interview Questions

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243 quantitative risk interview questions shared by candidates

OLS, linear regression assumption, which assumption is the most important one? How would you explain MLE to a novice, MLE for logit regression, derive BS formula, how does merton uses option pricing theory for modelling probability of default....there were a lot of questions but they wanted to see that you know what you are talking about, that you are really familiar and experienced with the topics. No super hard maths questions like for a quant role. The interviewer told me itself, we are looking for 33% consultant 33% mathematician and 33% programmer....a blend....
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Quantitative Advisory - Credit Risk Associate

Interviewed at EY

3.7★
Sep 3, 2016

OLS, linear regression assumption, which assumption is the most important one? How would you explain MLE to a novice, MLE for logit regression, derive BS formula, how does merton uses option pricing theory for modelling probability of default....there were a lot of questions but they wanted to see that you know what you are talking about, that you are really familiar and experienced with the topics. No super hard maths questions like for a quant role. The interviewer told me itself, we are looking for 33% consultant 33% mathematician and 33% programmer....a blend....

1. What are the different types of risks you can think of when investing in company X? 2. Conceptual questions regarding the validity and requirements of regressions 3. Conceptual questions regarding micro/macroeconomic 4. Why BlackRock and why the RQA team
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Analyst - Risk & Quantitative Analysis (RQA)

Interviewed at Elbit Systems

3.8★
Jan 2, 2022

1. What are the different types of risks you can think of when investing in company X? 2. Conceptual questions regarding the validity and requirements of regressions 3. Conceptual questions regarding micro/macroeconomic 4. Why BlackRock and why the RQA team

Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts
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Market Risk Quantitative Analyst

Interviewed at HSBC

3.9★
May 1, 2021

Interview 1: Walk me through your CV. Technical questions on probability distributions (normal, uniform etc), VaR, ES. Arithmetic returns vs log-returns. What returns to use where. Taylor series. Interview 2: stochastic volatility, volatility smile, the Greeks, delta hedging for calls & puts

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