Never gotten an interview unfortunately.
Quantitativer Trader Interview Questions
1,130 quantitativer trader interview questions shared by candidates
Explain LeadLag estimation, could it be used in same pair with different venues
-Describe 2008 financial crisis -Asked me a question regarding bernoulli distribution -If a car went around a lap at an average of 100 mph, how fast does it need to go around the 2nd time to average 200 mph?
Using an excel spreadsheet, calculate the number of flips of an unbiased coin to reject the null hypothesis with a 10% significance. (You have 10 mins to work it out then record your screen and explain your answer in 3 mins)
How to generate random numbers from a Gaussian distribution?
Write a function to compute the max drawdown of any time series of PnL's.
Describe your past trading experience and your familiarity with statistical analysis
Walk through resume and experience
Tell me something not on your resume
Why Blackedge? What was a book that you read in the past year?
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