what is bond and duration
Quant Interview Questions
2,952 quant interview questions shared by candidates
Most likely the stochastic question, Brownian motion, quadratic variation process, exponential martingale, semi martingale, compensator for semi martingale and some SDE.
LC : frog jump (I think) math type problem : mainly probability and statistcs
How would you detect and address multicollinearity in a multiple regression model, and what impact can it have on the interpretation of the coefficients?
What team do you want to join and why?
Principales différences entre un Random Forest et Xgboost.
Mostly based on my previous experiences, followed by generic C++ questions, and medium Leetcode style.
Introduce one project that is related to quantitative investment.
The difference between map and unorder map in C++
Prepare for stochastic calculus, c++, and Monte Carlo questions. If you are physicists, prepare for complex integrals
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