Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Quantitative Interview Questions
10,170 quantitative interview questions shared by candidates
Read bonds documents and try to model what they mean
Questions sur le candidat, le cv, les expériences.
How do you speed up the convergence of a Monte Carlo simulation? Do you know anything about C++ templates / Python @classmethod decorator / how to verify the properties of a pseudorandom generator? Also, specific questions about choices and assumptions made in case study. Presentation lasted 10-12 minutes, but Q&A lasted four times as long.
More about my background and experiences. 2. why i was interested in this role 3. My experience around SQL and Pl/SQL, SSRS and SpotFire
Data manipulation using python, standard behavioural questions, some technical questions, eg longevity risk, investment.
Standard probability,coding, and finance questions
Describe the idea of object oriented programming
If X and Y are standard normals that are uncorrelated is X+Y normal? Provide a proof or a counter example.
Describe random forest in a classification task.
Viewing 8501 - 8510 interview questions