iirc i signed a NDA to not discuss interview questions
Quantitativer Analyst Interview Questions
10,158 quantitativer analyst interview questions shared by candidates
What's a recent market trend you're following?
What is limitations of local vol model?
portfolio replication on an exotic option
Probability and game theory questions
Pandas questions. Algorithm questions like sorting. Knowledge of quant research. Past experience.
the assessment is quite hard, including some graphics teasers.
What is the difference between R squared and Adjusted R squared? Describe the procedure for computing PCA. What is the difference between a Class and an Object?
What is your strategy? How your strategy is implemented?
how will the delta of a call change as the time comes to the time to maturity? if S become higher, how will the delta change?
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