What is Value at Risk and how to adjust for periods
Senior Quantitative Analyst Interview Questions
10,170 senior quantitative analyst interview questions shared by candidates
they asked me about my experience in the domain.
Que savez vous d europ assistance ?
How would you make a simulation scheme with the lowest variance?
Well-covered by maths, statistics, finance and programming. Topics include stochastic, calculus, linear algebra, derivatives, numerical analysis and algorithm, Practice is the key. The book "A Practical Guide to Quantitative Interview" was of great help especially for brainteasers. Also be prepared for the algorithm questions.
What's the prob of getting two equal numbers if you roll two dices
What is the difference between L1 and L2 regularization?
Go over your resume. How do you feel about working in groups vs working alone?
discribe hash table and linked list
some questions related to financial mathematics and past working experiences. Also some brain teasers in the interview.
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