4 leetcode medium to hard level question
Quant Interview Questions
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data challenge, how to process and transform the data
Asked standard card picking probability question
Explain polymorphism
Given a stream of limit orders, implement matching, orderbook, pnl, and risk exposure logic.
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.
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