Draw the Delta of a Call Option
Senior Quantitative Analyst Interview Questions
10,165 senior quantitative analyst interview questions shared by candidates
Mostly on previous experience and methodoloy
Describe all the type of software testing
What is an interest rate swap
For me, they asked options, data structures in Python, PCA, multicolinearity, and Bayes formula.
Questions where you have to spot patterns in sequence
To calculate percentage and ratios from lots of information
Typical quant interview questions, brain teaser, math, probability, stats, stochastic process, algorithms, etc.
Questions on regression and order statistics
Questions were majorly on decision trees, bias and variance, data imbalance, boosting techniques, activation functions, gradient descent and MLP’s.
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