Given a stream of limit orders, implement matching, orderbook, pnl, and risk exposure logic.
Desenvolvedor Quant Interview Questions
2,955 desenvolvedor quant interview questions shared by candidates
They expect you to know well your stochastic calculus (PDEs, Feynmann-Kac) and also products pricing (understanding of smile calibration, stochastic vol...) and you also get a C++ test with the dev team.
I did not get chance to interview.
The questions were simple mostly but they wanted the most efficient approach of it.
Why do you want to work in Prague? Salary expectation.
brainteaser question.
Compute integrals, find probabilities, combinatorics questions, what does this code print (different languages), sql join, math finance
How would you handle a client getting defensive over you suggesting that they should change their methods?
Market risk management, FRTB, Python
Mostly resume questions and some econometrics questions on multicollinearity, adjusted-R^2 and the likes
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