Build a market, create hedge strategy using beta
Quant Analyst Interview Questions
2,952 quant analyst interview questions shared by candidates
What is the difference between quick sort and merge sort?
How to find the median for 10T data across 10 servers?
Behaviorals + Technicals. Like why this position, how did you solve a task without guidance
How to price a Swap? What is an european call option? What is the VaR? How to compute VaR through Monte Carlo simulations? Can you describe the Taylor expansion and its formula? What is a Correlation Matrix? What is the difference between Covariance and Correlation? Why the correlation matrix is always positive definite? How to build a function in R/Python?
More behavioral questions than I expected, and they pushed really hard on them.
Why did you decide to apply for our programme?
Probability puzzles, machine learning, probability distribution, time series
A lot of psychological questions to test how you react in certain situations. Basically they are testing your soft skills
Questions about motivation and background. A variety of concrete stats/maths/probability questions. Bigger picture questions about how one might use these tools for trading.
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