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Quantitative Trader Interview Questions
1,130 quantitative trader interview questions shared by candidates
A question was like: roll a die until you obtain either a 5 or a 6. If receive a 5 then cash out the sum of all of previous rolls but excluding the 5. If receive a 6, then no payout. Cash out mid-game for the sum is allowed. How to maximize expected payoff.
Lots of fast probability and expectation estimations. They make you play a lot of their games. Have to also be fairly familiar with options and futures, at least the basics. Be familiar with market making fundamentals too.
Explain LeadLag estimation, could it be used in same pair with different venues
How to generate random numbers from a Gaussian distribution?
Write a function to compute the max drawdown of any time series of PnL's.
Describe your past trading experience and your familiarity with statistical analysis
Walk through resume and experience
Tell me something not on your resume
Why Blackedge? What was a book that you read in the past year?
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