What is VaR ?
Senior Quantitative Analyst Interview Questions
92 senior quantitative analyst interview questions shared by candidates
Do you have experience in Economic Capital Modelling?
Why did you chose npower?
What was the investment philosophy behind the strategy you helped manage before?
Variable selection process where data have large number of variables.
Don't want to give away the task but effectively - "provide WDW prices for a new type of league within an established sport given these parameters"
C questions (1h): mainly guess what will the ouput of some code C++ questions (1h): questions about the phylosophy of C++ Quant questions (2h If I remember well): typical but you have between 3-5 min for each problems ! You need to be well trained (like you just finish university)
What are the risk factors affecting the VaR of a trading book of options?
Given interest rate being negative, which model should I use, a lognormal with shift or a normal?
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