Describe monte carlo method applied to VaR model.
Quantitative Associate Interview Questions
10,170 quantitative associate interview questions shared by candidates
There were some very primitive online tests, followed by an interview with someone asking logical reasoning and numerical reasoning questions. Following this, there was an interview with the CEO and a chance to go to Dubai for further interviews. I decided to withdraw after the interview with the CEO.
Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Girsanov theorem
How would you price a vanilla option?
Write simple programmes.
Standard questions regarding regressions and market risk, option pricing
What are the assumptions made my an OLS model?
Describe MLE and compute the mean and variance of a given model.
-Technical Data Manipulation Questions -Why Financial Crime?
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