If X and Y are standard normals that are uncorrelated is X+Y normal? Provide a proof or a counter example.
Quantitative Analyst Internship Interview Questions
10,161 quantitative analyst internship interview questions shared by candidates
Option dynamics and Ito’s lemma
lot of questions about resume
If you have a continuous variable that you want to use for a linear model, what are some assumptions you would make before building your model? What's the difference between mathematical models and statistical models?
The PFE profile of products such as options, swap, swaptions...etc.
No particularly difficult question
Lots of expectation values questions
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
NDA signed, cannot give details. Mostly focused on probability and statistics, see that example test on the companies website.
I signed a non disclosure agreement so can't say what I was asked. But you know you are required to take a written timed test and answer questions verbally and in writing on programming, maths, statistics and finance. Prepare these things well. There's no mystery.
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