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Quantitative Research Intern Interview Questions
4,854 quantitative research intern interview questions shared by candidates
Options, Brownian Motions, Martingale, Probabilities, C++ and etc.
What is VaR in simple terms and how would you explain it to someone who never heard of it. What is a martingale in a detailed way. Questions about stochastic models that are used, what are their differences.
What is object-oriented programming? Why is it that smaller rooms are much for expensive than larger rooms in terms of meter per square?
We are tossing a dice till we get 6. What is the probability of seeing a 1?
Brain teaser about socks in a drawer
What is smart pointer, how is it implemented.
What is your programming proficiency in C++. What projects have you done?
Financial derivatives instruments, simple forward and option pricing, replicating portfolio, implied volatility questions
Had a phone interview from Strats and Modeling group. It was with Securitized Products Group. Questions consisted of basic bond math,some simple brain teasers
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