4 o 5 esercizi da svolgere in 40/45 minuti
Quantitative Analyst Internship Interview Questions
10,161 quantitative analyst internship interview questions shared by candidates
How do you speed up the convergence of a Monte Carlo simulation? Do you know anything about C++ templates / Python @classmethod decorator / how to verify the properties of a pseudorandom generator? Also, specific questions about choices and assumptions made in case study. Presentation lasted 10-12 minutes, but Q&A lasted four times as long.
Where do you see yourself in 5 years?
Partner interview, the questions asked was centered around what is going on in the market and some macro economical questions were added. Expected more technical questions, but there were very few.
Standard HR interview questions, such as 'Tell me your understanding of this position'. Maths interview includes standard quant tech interview questions, such as probability theory, stochastic calculus, calculus, linear algebra, brain teaser, etc. Coding interview includes algorithm tests and data structure questions.
Why are you interested in EY?
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Mainly math and coding, standard quant interview questions with probability and stats algorithms and analysing time complexities
How would you price this (example) derivative?
Signed an NDA
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