1. describe a project on resume, some follow up questions. 2. 4 brain teasers, not difficult.
Quantitative Interview Questions
10,163 quantitative interview questions shared by candidates
What is a Wiener-process?
General c++ questions regarding OOP, multithreading, const correctness, smart pointers, STL containers.
what is monte carlo simulation?
Please try to be as detailed as possible regarding the technical question, business case, etc.
Ask about the recent SWB drop its currency peg with euro.
Describe Black Scholes derivation, define the Brownian motion, fourier transform.
Mostly technical and resume based questions. Since this role is about model implementation (so I guess), C++ skills were very much emphasized. A lot tests on that, including writing codes on an editor. Detail-driven. They were very interested in digging into your projects and asked many follow-up questions.
Coin flip probability of getting 10 heads in a row
Tell me a story where you worked in a team
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