If you are given a credit risk now, how would you model it?
Quantitative Interview Questions
10,161 quantitative interview questions shared by candidates
Questions were related to what is train-test contamination, various scaling strategies in machine learning, what is l2 loss function and why it is preferred over l1 loss in gradient descent.
Why are you interested in quant? what is your biggest strength? What is the most difficult part of your current role? Salary expectations?
Erläutern sie das Markowitzsche Portfoliomodell.
There are some mathematical terms I never heard of because I am not a math major.
Q: Monte Carlo method to calculate some integral
Knowledge about linear regression, logistic regression.
4 o 5 esercizi da svolgere in 40/45 minuti
C++ Question. How to use smart pointer.
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.
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