How would you price this (example) derivative?
Junior Quantitative Analyst Data Analyst Interview Questions
10,170 junior quantitative analyst data analyst interview questions shared by candidates
Talking about previous experience and projects
Standard behavioural interview questions i.e. why do you want to work for us?
Find the Cholesky decomposition of A =[2 -2; -2 5]
There are some mathematical terms I never heard of because I am not a math major.
Know basics about finance, stocks
Analytical questions and a couple on algorithms and efficient coding
The written test is quite basic and diverse, so that you can get points regardless of your previous experience (Math, CS, Economics, Finance). In the interviews things get trickier and I was asked several questions about variational calculus, in which I had little to no experience.
Wide range of tough questions on probability, statistics and algorithms.
Q: Monte Carlo method to calculate some integral
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