How to hedge puts/calls etc. Coin flip/card problems
Quantitative Associate Interview Questions
10,168 quantitative associate interview questions shared by candidates
Mix of probability, expected value, option theory, and market making questions. Also be ready for the interviewer to follow up with any personal projects or past experiences that you have on your resume. Definitely don't put anything on your resume that you aren't comfortable talking about.
I cannot remember exactly the question. We are long at a call option. How do we hedge our position?
what is your experience with OOP language. Describe a project.
Double linked list, buzzbizz
Explain your project (Machine Learning).
Notion of volatility, BS model, volatility "smile", Bayesian inference
Black Scholes?
What is a Virtual function and pure virtual function. Data structures questions - hash tables, linked lists. Integral of Brownian motion. Monte Carlo methods. A lot of algorithms questions.
If you have a stick, and you can cut it into 3 pieces randomly. What is the probability that these 3 pieces can make a triangle?
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