how will the delta of a call change as the time comes to the time to maturity? if S become higher, how will the delta change?
Quantitative Analyst Interview Questions
10,158 quantitative analyst interview questions shared by candidates
How will you handle a group conflict with your co-worker?
whats your sharpe ratio over the past year
Discrete What is the Black-Scholes mathematical model? What is it used for?
What is Lasso regression and can you derive it?
5-6 rounds - mix of coding, probability puzzles, resume and finance. Standard questions on dynamic programming, questions on binary search (searching for an element in bitonic array, basic dynamic programming like maximum sum to reach the last cell). Some questions on option pricing, greeks and trading of structured products.
Questions regarding CS, Math and a case study
Pretty basic leetcode question, variation of trapping rain water
They mainly asked about parsing methods, how to effectively parse a json like object.
Why Citi? Case study where we have to do portfolio allocation based on investment mandate using given assets. Few easy technical questions and few behavioral questions.
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