If you have an option that pays you 5 dollar when the stock price hit $10. The stock price is currently $5. What is the price of the option?
Quantitative Analyst Interview Questions
10,163 quantitative analyst interview questions shared by candidates
What id the implied volatility? Why do we observe volatility smile?
Basic questions from CAPM/ Regression
What was my biggest weakness and why?
* When did you have to change scope during one of your engagements and how did the customer respond? * Describe what models you have used and for what kind of valuation purposes.
What is a virtual function?
Lots of question on Derivatives and their pricing even Exotics
If a stick has equal prob to break at any point when dropped. What is the probaility that after dropping the stick, it breaks it two parts having different sizes
Asked me questions about specific theorems related to brownian motion.
Very technical. The research experience I wrote on my resume was their core interest, so the interviewer asked all the technical details about my research work. The questions could be answered only if you did the research from a to z. Parameters, the reason for choosing the parameters, training data, assumptions made for the research. Reasons for using the model compared to others, etc. Other than the research experience, the interviewer asked 1. my overall experience of graduate school, 2. the courses I took and what programming experience I have with the courses, 3. Some optimization methods for NNs.
Viewing 861 - 870 interview questions