Quant Research Interview Questions

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1. what is the difference between stochastic integration and Riemann Integration. 2. Tell me about the types of distribution you know. 3. Tell me how much you know about the credit risk. 4. How the credit spread affect the bonds? 5. Tell me how much you know about the credit ratings. 6. what is bootstrap of the discounting factors, give an example.

Credit Risk Quant

Interviewed at Criat (Singapore)

4.5
Oct 7, 2023

1. what is the difference between stochastic integration and Riemann Integration. 2. Tell me about the types of distribution you know. 3. Tell me how much you know about the credit risk. 4. How the credit spread affect the bonds? 5. Tell me how much you know about the credit ratings. 6. what is bootstrap of the discounting factors, give an example.

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