Market risk management, FRTB, Python
Quant Interview Questions
2,930 quant interview questions shared by candidates
I did not get chance to interview.
The questions were simple mostly but they wanted the most efficient approach of it.
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.
Compute integrals, find probabilities, combinatorics questions, what does this code print (different languages), sql join, math finance
How would you handle a client getting defensive over you suggesting that they should change their methods?
team work or work independently
Why do you want to work in Prague? Salary expectation.
How did you improve algorithm?
Mostly resume questions and some econometrics questions on multicollinearity, adjusted-R^2 and the likes
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