Model Validation Quantitative Analyst Interview Questions

13 model validation quantitative analyst interview questions shared by candidates

normal distribution, log-normal distribution, how do you compute mean of log-normal distribution in terms of the mean and variance of the underlying normal distribution, Brownian motion, Ito's Lemma, Black-Scholes formula, what are the differences between forwards and futures, what is the swap, how do you price the swap, how do you output correlated random variables with a prescribed coefficient of correlation
Aug 10, 2017

normal distribution, log-normal distribution, how do you compute mean of log-normal distribution in terms of the mean and variance of the underlying normal distribution, Brownian motion, Ito's Lemma, Black-Scholes formula, what are the differences between forwards and futures, what is the swap, how do you price the swap, how do you output correlated random variables with a prescribed coefficient of correlation

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Glassdoor has 13 interview questions and reports from Model validation quantitative analyst interviews. Prepare for your interview. Get hired. Love your job.