They repeatedly focused on core mathematical fundamentals, especially linear algebra, probability, and regression. Typical questions involved expectations and variance algebra, properties of covariance matrices, eigenvalues and eigenvectors, and deriving or explaining regression assumptions and closed-form solutions.
Quant Interview Questions
2,953 quant interview questions shared by candidates
What's the fair price of this asset (given an order book)
What is 367 times 13
5 rounds. For the first two rounds, pre-practicing will help. Just calculate really fast and try not to make mistakes. For the second round, the book written by Xinfeng Zhou will help.
Why did you applied, etc
Telle me about Black Scholes model.
First Interview: Lots of trading surrounding dice rolls and card probability and summations.
Say we fire you after one year, what would have been the reason?
what is the expected value
Code pairing session on Permutations
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