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Quantitative Analyst Intern Interview Questions
10,170 quantitative analyst intern interview questions shared by candidates
Some specific question based on my experience.
Why Optiver?
Behavioral, math, statistics, programming questions and past experiences.
What is the expected value of three random cards in a deck?
Probability and Statistics were pretty basic. Market making required more domain knowledge.
Basic probability theory related puzzles.
At the first interview the question was about valuation and replication of an exotic put option. For the second interview I received a case study with bond contract and a time series of a yield curve. My job was to calculate the z-spread for the bond and present the work for the group. The code was supposed to be done in Python.
Cannot disclose specifics, but no surprises. Overall they test for mathematical maturity without any finance specific requirements, contrary to rumors.
There were several trading games and seeing how one approaches problems of trading of risk and expected value, as well as testing if one could spot arbitrage opportunities.
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