1) Do you follow the market? Tell me US/Euro, DJI level, MS sotck price
Quantitative Developer Interview Questions
10,167 quantitative developer interview questions shared by candidates
Questions on the market: USD/EUR, DJX, stock price of MS
A lot of technical questions on stochastic calculus, linear algebra, computational methods. Nothing particularly unusual.
Advanced C++ questions.
The written test contains a broad topics. It's very challenging.
using binomial tree to calculate option price
Current euro to dollar conversion rate
It's hard to complete within 1 hour.
What is the Black Scholes Model?
Find the maximum depth of a tree.
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