Where do you see yourself in 5 years?
Quantitative Risk Analyst Interview Questions
243 quantitative risk analyst interview questions shared by candidates
Assumptions about the linear regression
At the first interview the question was about valuation and replication of an exotic put option. For the second interview I received a case study with bond contract and a time series of a yield curve. My job was to calculate the z-spread for the bond and present the work for the group. The code was supposed to be done in Python.
Describe a time you have used Python.
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.
Option pricing qs, insurance case studies
What is VaR?
Unexpected question about making an dimension analysis of the delta term for a delta hedge.
What is a copula method?
4. What is your greatest strength in the workplace?
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