How to find the median for 10T data across 10 servers?
Quant Interview Questions
2,930 quant interview questions shared by candidates
Behaviorals + Technicals. Like why this position, how did you solve a task without guidance
How to price a Swap? What is an european call option? What is the VaR? How to compute VaR through Monte Carlo simulations? Can you describe the Taylor expansion and its formula? What is a Correlation Matrix? What is the difference between Covariance and Correlation? Why the correlation matrix is always positive definite? How to build a function in R/Python?
More behavioral questions than I expected, and they pushed really hard on them.
Why the NY Fed Reserve?
Please explain why you are applying for this role
Describe the proof to Itos lemma
A stick is broken at two points, what's the probability that the 3 new parts will form a triangle?
Why do you want to join the company
(3 seconds to answer) What was the closing price of the S&P500 today?
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