What's a recent market trend you're following?
Quantitativo Interview Questions
10,161 quantitativo interview questions shared by candidates
What is limitations of local vol model?
Pandas questions. Algorithm questions like sorting. Knowledge of quant research. Past experience.
the assessment is quite hard, including some graphics teasers.
portfolio replication on an exotic option
Probability and game theory questions
In the 2nd round, one director ask me about the how the option price changes if the price distribution is skewed. Because it is an electricity company, they do not trade any options, nor there is such kind of business in that company. It is quite unexpected.
Well-covered by maths, statistics, finance and programming. Topics include stochastic, calculus, linear algebra, derivatives, numerical analysis and algorithm, Practice is the key. The book "A Practical Guide to Quantitative Interview" was of great help especially for brainteasers. Also be prepared for the algorithm questions.
Motivation, academic background, technical details of thesis in context of the job, whiteboard prototyping of algorithms.
What is a martingale and why it is the building block in finance. Why the Brownian Motion is so important in finance and what are its characteristics. Write down an algorithm for computing the the square root of a number. Differences between Python and C++
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