In the second round with the team lead, I was asked about "Have you ever done this or that?" In one question I said 'no'. And after this round I was rejected.
Quant Interview Questions
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Regressione Dinamiche di processi finanziari Payoff di opzioni
Preguntas de econometria (regresion), analisis de series temporales (autoregresion), preguntas muy básicas de programación y tipos de modelos como Montecarlo y Black Scholes.
Why does L1 regularisation make the parameters 0, but L2 makes them close to 0.
I cannot say due to confidentiality agreement.
differences between various policies and follow up with behavioral questions
Quelle est votre expérience en finance
- how does the UK electricity market work?
NDA so can't tell you.
Coding and stats problems I had to solve.
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