What is the Black Scholes formula, and how to interpret it
Quant Interview Questions
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1. Option Greeks related 2. C++ basic questions 3. Stochastic Calculus
What are the differences between the quant trader and researcher roles
What do you know about Optiver?
First round of tests, AKA mental math test, was a combination of multiplications, addition, divisions and a lot of fractions!!
Mental math questions, typical HR questions, trader interview consisted of several strategic betting questions
0.09 * 0.31 = ?
Market making games, expected value.
"Given a table of daily sales data, write a SQL query to find the top 3 products with the highest average weekly sales over the past 6 months."
what do you see yourself in 5 years?
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