Given a stream of limit orders, implement matching, orderbook, pnl, and risk exposure logic.
Quant Developer Interview Questions
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1 normal distribution 2 linked list 3 what is abstraction in cpp
Interaction with your previous boss.
Explain how you conduct the case study
Market risk management, FRTB, Python
How did you improve algorithm?
I did not get chance to interview.
The questions were simple mostly but they wanted the most efficient approach of it.
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.
How would you handle a client getting defensive over you suggesting that they should change their methods?
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