St Petersburg Paradox - infinite EV
Quant Analyst Interview Questions
2,952 quant analyst interview questions shared by candidates
1. Introduce yourself. 2. Talk about your quant strategy designing experience. 3. what are assumptions of linear regression. 4. Other technical questions related to linear regression.
explain efficient frontier and the implication on portfolio choice.
Stochastic Integrals, 25 questions and 60 minutes
Asked me a question about computing Fibonacci numbers using an infinitely parallelisable computer, seemed reluctant to actually specify the problem properly.
Tell me a specific area you want to audit
Question about previous interships: Pricing, Statistics... Fair price of a dice game. Monte carlo variance reduction. Some finncial products
can't disclose due to NDA
Probability questions based on dice or cards
Brain teaser, algorithm, sde
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