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Quantitative Research Interview Questions
4,853 quantitative research interview questions shared by candidates
Why do you want to be a quant?
Betting game (simulating poker). There are only 2 cards- an ace and a queen. You and your opponent get a card each. You can see your card but the opponent can't. You both have $1 in the pot. With what probability p should you raise $1 if you have an ace, and with what probability q should you raise $1 if you have a queen- given that the opponent knows your strategy (knows your probabilities)?
What Language do you use?
SAS Questions
Since this role is ALM, more focus on interest rate risk. Questions including experience with modeling, concepts of interest rate model, how to apply model to manage risk.
What is a PIN model?
What is Martingale? What is Black-Sholes model?
my past internship experience roll a dice
¿Qué tipo de rol has desempeñado en el pasado?, ¿Que tipos de análisis estadísticos has realizado?
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