Sai usare excel? Da quanti anni?
Quantitative Analyst Intern Interview Questions
10,163 quantitative analyst intern interview questions shared by candidates
Probability, algebra, martingale, BS model, coding
Some probability questions, some fixed income question as well as a little bit of stochastic calculus. There were also some behavioral questions at the end. All in all very friendly interviewers
Background in relation to quantitative role
In generale domande molto tecniche, ad esempio la complessità computazionale (espressa in O(n) ) di determinati algoritmi
Talk about the project on your CV
There are some mathematical terms I never heard of because I am not a math major.
Questions on securitization and probability.
Knowledge about linear regression, logistic regression.
Mainly ask the question about option pricing(vanilla and American option, interest rate swap) and pricing method(Binomial tree, PDE, Monte Carlo. etc). you must can describe the different between several structured products.
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