When we perform OLS for a linear regression problem, if the errors are not iid, positively correlated or negatively correlated, what will happen to your estimation?
Quant Analyst Interview Questions
2,930 quant analyst interview questions shared by candidates
Walk through resume. What is your current research. Do you have experience with databases
What did you do in your internship
Describe the Black-Scholes model, derive several properties of the price in this model, make some qualitative comments.
why do you want this job?
Green book brainteasers + coding question. Interview was friendly but did not help. Few questions about my experience. I was rejected 2-3 weeks later.
Describe your biggest advantage over other people
How do you project cashflows for annuity
Standard probability and statistics questions.
What is your motivation? Question about expected payoff in a game
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