1. PDE for asian option 2. Longstaff for monte carlo
Desenvolvedor Quant Interview Questions
2,956 desenvolvedor quant interview questions shared by candidates
How do banks make profit?
N points on the plane. Given a point x, how to decide which of the N points is the closest ?
Stuff about my resume(projects, background, education).
Dynamical programming question. Linear regression questions.
Describe the simplest design pattern.
One of the technical questions was about Black-Scholes, its assumptions and parameters.
Not allowed to disclose the questions.
Self-introduction. Technical skill experiences. Which team are you interested in?
Things written on your resume.
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