Calculus eigenvalues futures pricing etc.
Quant Interview Questions
2,926 quant interview questions shared by candidates
What makes you special to this position?
American option vs European option, Greeks, calculus including Taylor expansion formula, programming
Prove that VaR is not a coherent risk measure,
why do you want to do sellside
What is principal component analysis?
A trading strategy you can think of.
- Programming, OO, Design Patterns, Architecture - Maths, statistics, probability - Knowledge of Financial Products - Portfolio Optimization - Options valuation/structuring/payoff profiles
What are your previous experience? Are you willing to relocate?
How do you present data and technical findings to a non-technical audience?
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