6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
Quantitative Associate Interview Questions
10,163 quantitative associate interview questions shared by candidates
The interview was pretty straight forward, first they asked about my past experiences and projects that involved Python as they were interested in someone that is very familiar with the language. Then they asked me questions about the factors that influence change in interest rates, and if i were familiar with the derivatives used to hedge it.
Wide range of tough questions on probability, statistics and algorithms.
Q: Monte Carlo method to calculate some integral
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.
Draw distribution of 200 coin flip of biased coin with probability of H is 2/3.
A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
Signed an NDA so cannot disclose the questions. There is a suggested reading list which is pretty comprehensive.
Go through your resume. Why do you choose Millward Brown?
NDA signed, cannot give details. Mostly focused on probability and statistics, see that example test on the companies website.
Viewing 8461 - 8470 interview questions