Quantitative Interview Questions

10,170 quantitative interview questions shared by candidates

1) What is cointegration? 2) What is a view in a black-litterman model? 3) What are the problems of using a mean variance optimization? 4) What are the problems that one comes across when constructing a covariance matrix? 5) Which is more important in a factor regression - beta or R square?
avatar

Quantitative Analyst

Interviewed at Loomis Sayles & Company

2.9
Oct 20, 2014

1) What is cointegration? 2) What is a view in a black-litterman model? 3) What are the problems of using a mean variance optimization? 4) What are the problems that one comes across when constructing a covariance matrix? 5) Which is more important in a factor regression - beta or R square?

Some examples of things they asked: They asked what I knew about the company and why I was interested, they asked who my favourite sportsperson was, they asked whether I remembered roughly what the S&P index was, and throughout asked a number of mental maths questions, with the last one being to find 1/prime mentally for some prime number.
avatar

Quantitative Trading Internship

Interviewed at Da Vinci Derivatives

4.5
Feb 25, 2025

Some examples of things they asked: They asked what I knew about the company and why I was interested, they asked who my favourite sportsperson was, they asked whether I remembered roughly what the S&P index was, and throughout asked a number of mental maths questions, with the last one being to find 1/prime mentally for some prime number.

Viewing 8171 - 8180 interview questions

Glassdoor has 10,170 interview questions and reports from Quantitative interviews. Prepare for your interview. Get hired. Love your job.