How do you understand risk management?
Quantitative Analyst Intern Interview Questions
10,182 quantitative analyst intern interview questions shared by candidates
What are the assumptions of BS formula.
Explain a NP-hard problem with an example
option related strategies, how prices changed with volatility
1. Probability using dice. Roll 2 dice what is the prob of getting 4? 2. Correlation of x=2y (in depth reasoning about correlation and ols assumptions) 3.Expected value: formula and definition 4.Financial instruments characteristics and differences. 5.Greeks 6.Data structures and algorithms. 7.cherry on the top: brain teasers with factorial numbers.
How to find longest strictly increasing substring in a string.
What is duration and convexity
What do you think will be the biggest trends in the Technology space over the next 6-12 months?
For coding challenges, "Project Euler" is a good place for more math-focused problems. For C++ specialized, understand classes and polymorphism, a strong foundation goes a long way. Not required but good to know are: Stat. and Prob. methodologies and some basics of Finance. They help open you to a wider range of possible roles.
Introduce my phd reserach and some basic concept of finance, such as what is market maker, what is limit order book.
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