Tell me about the duration. What is the duration for a 5 year interest swap. Assuming we pay fixed and receive floating. What is a duration for a 5 year ZCB.
Quantitativer Entwickler Interview Questions
10,160 quantitativer entwickler interview questions shared by candidates
Easy Rolling dice problem with expectation calculation
About Credit VaR
Describe yourself and why you are interested in this position
There were few interview questions related to dynamic programming
Various questions which required confidence intervals.
Q: What was the most challenging feedback you received?
Brain teasers
Education background confirmation. Sponsorship. Why this position, why quantitative trading? Why Optiver? Do you have something that you have been sticking to for years? Can you tell me a period (from your internships) that you receive bad remarks? What are their potential competing candidates and other companies that they should pay attention to? What are the key factors you pay attention to when choosing companies? Which office prefer? Chicago or Huston?
The first assignment was to do 80 basic equations in 8 minutes.
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