Interaction with your previous boss.
Quant Analyst Interview Questions
2,927 quant analyst interview questions shared by candidates
Explain how you conduct the case study
Market risk management, FRTB, Python
How did you improve algorithm?
I did not get chance to interview.
The questions were simple mostly but they wanted the most efficient approach of it.
They expect you to know well your stochastic calculus (PDEs, Feynmann-Kac) and also products pricing (understanding of smile calibration, stochastic vol...) and you also get a C++ test with the dev team.
How would you handle a client getting defensive over you suggesting that they should change their methods?
Why do you want to work in Prague? Salary expectation.
Explain Principal Components analysis, statistics question and math quetions
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