Quantitativer Analyst Interview Questions

10,159 quantitativer analyst interview questions shared by candidates

I was presented with a case where I had to calculate the probabilities given a case. Question as far as I remember: We have 100,000 clients with a default risk of 2 %. Each client is asking 2 Euros. Q1. What would be the minimum amount we can lose? Q2. What would be the maximum amount we can lose? Q3. What is the probability of 20,000 clients completely defaulting? Just tell us the formula. Q4. What kind of distribution does the Q3 represent?
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Quantitative Risk Analyst

Interviewed at ABN AMRO

3.8
Feb 20, 2020

I was presented with a case where I had to calculate the probabilities given a case. Question as far as I remember: We have 100,000 clients with a default risk of 2 %. Each client is asking 2 Euros. Q1. What would be the minimum amount we can lose? Q2. What would be the maximum amount we can lose? Q3. What is the probability of 20,000 clients completely defaulting? Just tell us the formula. Q4. What kind of distribution does the Q3 represent?

I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?
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Quantitative Risk Analyst

Interviewed at ABN AMRO

3.8
Feb 20, 2020

I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?

What kind of data would be required by a GPS like Google Maps to plot optimal routes around the UK? How much data would it be? What data structures would you use? How would you search for the quickest or shortest route from A to B using this data?
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Quantitative Developer

Interviewed at Deutsche Bank

3.8
May 18, 2017

What kind of data would be required by a GPS like Google Maps to plot optimal routes around the UK? How much data would it be? What data structures would you use? How would you search for the quickest or shortest route from A to B using this data?

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