Factor models, probability theory questions, whats 2**30
Quantitative Interview Questions
10,161 quantitative interview questions shared by candidates
Lots of expectation values questions
Mostly questions on statistics. No advanced knowledge is required but you have to be able to use the basics very well and apply them to 'quant type' problems. Some very random questions as well, e.g. what happened to oil price in 2020 april (went negative) and explain why
Draw distribution of 200 coin flip of biased coin with probability of H is 2/3.
some coin toss / card problem with follow-ups
Where do you see yourself in 5 years?
Optimal betting question based on Kelly's criterion.
How would you price a vanilla option?
6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
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.
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