What is the annual income of a food truck at your city?
Junior Quantitative Analyst Data Analyst Interview Questions
10,170 junior quantitative analyst data analyst interview questions shared by candidates
Previous relevant experience
How do you evaluate lying or not lying?
What is a positive-definite matrix?
normal distribution, log-normal distribution, how do you compute mean of log-normal distribution in terms of the mean and variance of the underlying normal distribution, Brownian motion, Ito's Lemma, Black-Scholes formula, what are the differences between forwards and futures, what is the swap, how do you price the swap, how do you output correlated random variables with a prescribed coefficient of correlation
Describe CMS interest rate option? Explain convexity adjustment? Knuth shuffle?
yield curve building, interest rate derivatives modelling
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Typical quantitative questions (see Heard on the Street): decompose exotic payoffs in vanilla payoffs; solve ode's, etc
Explain different options greeks and distributions
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