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.
Quant Interview Questions
2,927 quant interview questions shared by candidates
I did not get chance to interview.
Mostly resume questions and some econometrics questions on multicollinearity, adjusted-R^2 and the likes
Interaction with your previous boss.
The questions were simple mostly but they wanted the most efficient approach of it.
How would you handle a client getting defensive over you suggesting that they should change their methods?
Explain how you conduct the case study
Market risk management, FRTB, Python
Why do you want to work in Prague? Salary expectation.
Explain Principal Components analysis, statistics question and math quetions
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