Math, programming questions, behavioral questions.
Quantitative Research Associate Interview Questions
3,500 quantitative research associate interview questions shared by candidates
Walk me through option pricing modeling process
The less easy part was the coding challenge in python and then I had to describe how and why I did what I did and if I would have a different approach given the opportunity to do it again.
Explain the numeraire change argument behind the Libor market model.
Binominal tree question
stochastics: Brownian motion, martingale
Probability puzzles. Toughest one I remember was... What is the expected number of Hamiltonian cycles in a random graph?
Brainteasers and technical quastions.
What is the difference between Public, Protected and Private in object oriented languages?
the modified duration of 10-year treasury bound is?
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