Coding Interview: Data manipulation for a given dataset- sql joins, pandas imputations, data transformations
Senior Quantitative Analyst Interview Questions
92 senior quantitative analyst interview questions shared by candidates
First question is to introduce yourself, and then explain some of your relavant experience.
Do you mind busywork?
SQL, Python live coding to solve some beginner level data manipulation questions
probability measure in pricing theory, why and how it works
OLS details such as assumptions
what was the most challenging situation you faced in solving a technical problem?
Describe your resume
SAS Questions
Since this role is ALM, more focus on interest rate risk. Questions including experience with modeling, concepts of interest rate model, how to apply model to manage risk.
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