What is a martingale ?
Senior Quantitative Analyst Interview Questions
10,170 senior quantitative analyst interview questions shared by candidates
Standard reasonable questions about c++, stochastic calculus, probability, volatility.
Numerical Assessment
What kind of data would be required by a GPS like Google Maps to plot optimal routes around the UK? How much data would it be? What data structures would you use? How would you search for the quickest or shortest route from A to B using this data?
Write a C++ function to reverse a string
What is a virtual function?
Asked me questions about specific theorems related to brownian motion.
Discuss your background and skills that you can bring to the position.
I was presented with a case where I had to calculate the probabilities given a case. Question as far as I remember: We have 100,000 clients with a default risk of 2 %. Each client is asking 2 Euros. Q1. What would be the minimum amount we can lose? Q2. What would be the maximum amount we can lose? Q3. What is the probability of 20,000 clients completely defaulting? Just tell us the formula. Q4. What kind of distribution does the Q3 represent?
I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?
Viewing 861 - 870 interview questions