Very technical. The research experience I wrote on my resume was their core interest, so the interviewer asked all the technical details about my research work. The questions could be answered only if you did the research from a to z. Parameters, the reason for choosing the parameters, training data, assumptions made for the research. Reasons for using the model compared to others, etc. Other than the research experience, the interviewer asked 1. my overall experience of graduate school, 2. the courses I took and what programming experience I have with the courses, 3. Some optimization methods for NNs.
Quantitative Analyst Interview Questions
10,162 quantitative analyst interview questions shared by candidates
I was asked some basic questions regarding the risk and return in different scenarios and how the risk analysis would be performed. E.g. Given a company with no previous record of transaction with us, why would we lend them the money?
What is a virtual function?
Asked me questions about specific theorems related to brownian motion.
Standard reasonable questions about c++, stochastic calculus, probability, volatility.
Warum möchten Sie bei all der schlechten Presse für UBS arbeiten?
Numerical Assessment
What is a martingale ?
Standard Algebra, Geomerty, Trig, Calc, and Stats questions.
Q: Walk me through your CV ? Q: Your education and grades ? Q: How many people travel in cabs in Tehran ?
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