Whats the square root of 20,000
Quantitativer Analyst Interview Questions
10,158 quantitativer analyst interview questions shared by candidates
Q: is squared brownian motion a martingale?
3 questions: a. Probability of getting at least a 6 (one dice landing with 6-face upwards) when throwing two dices b. A series of questions on C++ virtual tables, of increasing difficulty c. Describe some basic hedge strategies involving shorting simple portfolios
The interviewer first asked me to briefly introduce myself...Then went on to my resume and told me to tell about one of my projects....Then i had like 3 coding questions ....i was asked to tell the algorithm and the pesudo code...Others was a simple check on the basics and then a few probability questions
Q: How do you calculate an eigenvalue
How to find a loop in a linked list?
What does B-S equation look like if stock prices is arithmetic Brownian motion instead of GBM?
Salary expectation
There are 100 coins and someone flips them and doesn't tell us the results. I can ask one Yes/No question. After the answer I will start guessing the coin flip results. For each correct guess I get 1 dollar and for each wrong guess I lose 1 dollar. What is the best strategy to play this game and what is the maximum expected value of the return.
Q1: We have two integers A and B and we know A/B is in the interval [0.48, 0.52]. What are all possible values for B?
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