Explain to me the difference between explicit and implicit scheme.
Quant Developer Interview Questions
2,952 quant developer interview questions shared by candidates
- Option's price with Monte Carlo
Standard basic quant questions, as well as some not so standard questions on pricing options.
First person: Volatility clustering definition, difference between ARCH and GARCH, SVM definition, difference between SVM and log reg, how to do cross validation, how to do PCA, basic bond price calculation, Black-Scholes PDE derivation Second person: Kernel SVM vs normal SVM, how to implement an alpha strategy, interest rate swap definition, sorting algorithm and complexity, outlier finding for high dimension variables
1. Find two square matrices A, B such that AB-BA=I (I is the identity matrix). 2. A question on Bayes theorem. 3. Given unfair coins find a strategy to sample from a uniform distribution. 4. How will you uniformly sample from a stream of numbers with O(1) space?
Explain a team work effort you had before
Tell me about projects from your past internship.
Verbal reasoning questions
Do you have any experience with time series?
Whats is Sharpe Ratio,Can you explain Max Drawdown , can it be negative or positive?
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