What is the price of a 1-day Call Option on Citi stock struck at-the-money?
Quantitative Analyst Intern Interview Questions
10,172 quantitative analyst intern interview questions shared by candidates
After some technical questions I was asked which area I was most interested in, strategy, model, or programming?
algorithm
Be asked about PDE, which is mentioned on my resume, but not well-prepared
A bit difficult if you haven't reviewed mathematics before interview.
Usual behavioural questions. Current Salary and salary expectations.
General python questions regarding GIL, lists, functions.
How would you compute a moving average for financial tick data?
Explain Linear regression. What would you do if you had only one independent variable? What are the assumptions of linear regression? What is the Bid-Ask spread? What does it signify? What is heteroscedasticity? What are some conditional heteroscedastic models in time series analysis? Two coins are thrown simultaneously. What is the minimum number of trials to get both heads? What type of distribution would you use in such a situation? What is a Poisson distribution? When is it used? What are its unique features? When can a Normal distribution be approximated to a Poisson distribution? What is the shape of the Normal distribution? How does this change on changing the mean? the Variance? What remains constant? And more...
5+55+555+5555 + ... find sum of this Why dolat?, why quantitative trading?
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