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Quantitative Risk Interview Questions
243 quantitative risk interview questions shared by candidates
Would you consider applying for permanent residency?
How to estimate VaR for a portfolio of 1000 shares given that dataset is sparse?
What's a functor in C++?
How to drive BSMF?
The problem solving was the most difficult question.you have to solve the problems immediately giving motivation at any steps
Variable selection process where data have large number of variables.
I was presented with a case where I had to calculate the probabilities given a case. Question as far as I remember: We have 100,000 clients with a default risk of 2 %. Each client is asking 2 Euros. Q1. What would be the minimum amount we can lose? Q2. What would be the maximum amount we can lose? Q3. What is the probability of 20,000 clients completely defaulting? Just tell us the formula. Q4. What kind of distribution does the Q3 represent?
I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?
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