Value at Risk, Expected shortfall, idiosyncratic risk.
Quantitative Risk Interview Questions
243 quantitative risk interview questions shared by candidates
Q: describe binomial and trinomial model
Construct a digital option at a specific strike price using vanilla European options.
I was asked to do a case study, e.g there's a company whose main competitor's profit margin is outpacing our company. Here I was asked to start asking the relevant questions that would give me information necessary to solve the company's problem.
few technical questions, why did I apply?
–Assumptions of a linear regression –Hypothesis testing – Heteroscedasticity and Weighted Least Squares – Implied vs historical volatility
Was sind die Hauptvorzüge von EGARCH-Modellen?
What are the properties of a WSS process?
Logistic model, probabilities, some SQL and Python questions. But all very tailored to my previous experience.
Brain teasers. Find the fake coin out of 9 by 2 weightings.
Viewing 101 - 110 interview questions
See Interview Questions for Similar Jobs
Quantitative AssociateQuantitative AnalystQuant ResearcherQuant AnalystQuantitative TraderQuantitative Financial AnalystQuantitative Researcher –Quantitative StrategistQuantitative Portfolio ManagerData ScientistQuantitative DeveloperMarket Risk AnalystQuantitative Finance AnalystResearch Staff MemberFinancial Engineer