some coin toss / card problem with follow-ups
Quantitative Analyst Internship Interview Questions
10,170 quantitative analyst internship interview questions shared by candidates
walk through your resume and behavioral questions
Describing a challenging project that you did.
6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
How to detect outliers? How to do regression, if not linear?
Questions related to your resume
Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
4 o 5 esercizi da svolgere in 40/45 minuti
Lots of mathematical questions about probability, definitions. Very technical with very specific stuff
Questions were related to what is train-test contamination, various scaling strategies in machine learning, what is l2 loss function and why it is preferred over l1 loss in gradient descent.
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