Asking about stats questions. Basic p-value problem.
Quant Developer Interview Questions
2,927 quant developer interview questions shared by candidates
4 leetcode medium to hard level question
data challenge, how to process and transform the data
Asked standard card picking probability question
Explain polymorphism
Given a stream of limit orders, implement matching, orderbook, pnl, and risk exposure logic.
How did you improve algorithm?
They expect you to know well your stochastic calculus (PDEs, Feynmann-Kac) and also products pricing (understanding of smile calibration, stochastic vol...) and you also get a C++ test with the dev team.
I did not get chance to interview.
Mostly resume questions and some econometrics questions on multicollinearity, adjusted-R^2 and the likes
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