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Quantitative Analyst Interview Questions

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10,165 quantitative analyst interview questions shared by candidates

R1 phone interview will start from your experience and push you as far as you can. Q: 1. Why did you use Blacks model? 2. Why did you use Garch model? 3. What are the disadvantages of Garch model? 4. Did you know any other model? 5. What are the disadvantages of Heston model? Behavior questions : 1. Describe your team work experience 2. What kind of project will make you exciting? 3. What kind of company culture do you prefer? Brain tease: classic marble problem followed by ad hoc questions according to your answer like what if there are more than one machine are producing heavier ball.
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Options Volatility Quantitative Analyst

Interviewed at Belvedere Trading

4.2★
Dec 2, 2017

R1 phone interview will start from your experience and push you as far as you can. Q: 1. Why did you use Blacks model? 2. Why did you use Garch model? 3. What are the disadvantages of Garch model? 4. Did you know any other model? 5. What are the disadvantages of Heston model? Behavior questions : 1. Describe your team work experience 2. What kind of project will make you exciting? 3. What kind of company culture do you prefer? Brain tease: classic marble problem followed by ad hoc questions according to your answer like what if there are more than one machine are producing heavier ball.

The data exercise asked the question of how to maximize profit (using a large sample of data). This broad question forced me to ask questions and narrow my focus in order to pinpoint what drives profit and how to best increase profit in a short period of time. This required the use of data analysis software and some coding. I also had to figure out the best way to communicate my findings quickly and respond to questions about them from senior executives. However, this assignment was very similar to my work in the role thus far and was very enjoyable for me.
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Quantitative Data Analyst

Interviewed at Jobcase

3.4★
Oct 27, 2014

The data exercise asked the question of how to maximize profit (using a large sample of data). This broad question forced me to ask questions and narrow my focus in order to pinpoint what drives profit and how to best increase profit in a short period of time. This required the use of data analysis software and some coding. I also had to figure out the best way to communicate my findings quickly and respond to questions about them from senior executives. However, this assignment was very similar to my work in the role thus far and was very enjoyable for me.

Motivation: why the trader role? Technical: probability question about expected value. If a robot is on a table 20cm wide. His starting point is 3cm away from one of the edges. He moves 1 step at a time either 10 cm left or right with equal probability. After how many steps is he expected to fall? (Probably the wording and numbers are different but the idea of the question is just to calculate the expected value)
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Graduate Quantitative Trader

Interviewed at IMC Trading

4.1★
Sep 22, 2021

Motivation: why the trader role? Technical: probability question about expected value. If a robot is on a table 20cm wide. His starting point is 3cm away from one of the edges. He moves 1 step at a time either 10 cm left or right with equal probability. After how many steps is he expected to fall? (Probably the wording and numbers are different but the idea of the question is just to calculate the expected value)

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