Standard questions: What is stationarity, outliers how to detect and handle, Logit/probit vs linear model, ARIMA model, multicollinearity, and how to handle it?
Quantitativo Interview Questions
10,161 quantitativo interview questions shared by candidates
Q: What are your strengths/weaknesses
What is your biggest achievement and failure Name a time that you were overconfident and what you learned from it
What's you biggest achievement and failure.
How do you generate alpha from mispricing in market.
Model Validation techniques to determine it's robustness
What is a model (i.e., statistical)?
What were two problems you faced in the workplace and how did you solve them?
Object-oriented programing basic question? Why Fitch? Why structured finance?
What is a topic in analytics that has interested you in recent news that is applicable to PNC (or something along those lines)
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