Briefly go through my CV. He asked about my research experience.
Quantitative Finance Analyst Interview Questions
103 quantitative finance analyst interview questions shared by candidates
Describe the five popular machine learning models
How to generate normal random variables with uniform random variables. Describe Black-Scholes equation and how to solve it.
Why finance ? Tell me about your school projects ?
- How to find the minimum of a function ?
- Local volatility and stochastic volatility differences ?
Q: they asked about the parameters and meanings of Black-Scholes Option Pricing Model Q: they also asked a conditional probability question
Standard behavioral questions. For technical questions, the prompts asked basic questions on binary search, explaining the difference between P/NP-hard problem, how to compute the volatility of a stock, etc.
Asked about resume experiences, fixed income, e.g., what is the duration and convexity, how to calculate them, what problems will you encounter when calculating convexity. Finally, the interviewer asked a brain teaser question.
Feature selection and probability questions.
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