Very detailed questions about the research I did for my masters thesis, which apparently was the interviewer's area of expertise.
Quantitative Analyst Internship Interview Questions
10,165 quantitative analyst internship interview questions shared by candidates
Girsanov theorem
How would you price a vanilla option?
Write simple programmes.
Mostly questions on statistics. No advanced knowledge is required but you have to be able to use the basics very well and apply them to 'quant type' problems. Some very random questions as well, e.g. what happened to oil price in 2020 april (went negative) and explain why
Tell us more about yourself and your experience in AI/ML. It was a first interview.
Signed NDA.
Standard questions regarding regressions and market risk, option pricing
What are the assumptions made my an OLS model?
Describe MLE and compute the mean and variance of a given model.
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