The PFE profile of products such as options, swap, swaptions...etc.
Quantitative Analyst Intern Interview Questions
10,163 quantitative analyst intern interview questions shared by candidates
No particularly difficult question
What does 'beta neutral' mean?
Explain what is a PCA? What do you get when you apply a PCA on stocks returns?
coin flip probs, additional conditions
some coin toss / card problem with follow-ups
walk through your resume and behavioral questions
Describing a challenging project that you did.
6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
How to detect outliers? How to do regression, if not linear?
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