Option dynamics and Ito’s lemma
Quantitative Analyst Interview Questions
10,163 quantitative analyst interview questions shared by candidates
lot of questions about resume
The PFE profile of products such as options, swap, swaptions...etc.
No particularly difficult question
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
coin flip probs, additional conditions
some coin toss / card problem with follow-ups
walk through your resume and behavioral questions
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