Tell me about the duration. What is the duration for a 5 year interest swap. Assuming we pay fixed and receive floating. What is a duration for a 5 year ZCB.
Quantitative Analyst Intern Interview Questions
10,157 quantitative analyst intern interview questions shared by candidates
Easy Rolling dice problem with expectation calculation
Write down a code to produce an ordered sequence
tell something about yourself and why you choose this position
Python programming with dataframes. Work with two dataframes, where one dataframe contained information on accounts in different currencies, and a second dataframe contained information about currency prices. The task was to calculate all account values in the same currency.
tell me about the methodology of LSTM
What are your motivations for applying for the role?
Explain what is random forest. Bias and variance in this case.
How to hedge a binary call option. Price a European call options from binary options. (did not understand the question very well...) Number of loops from n noodles.
competency based questions and sth about the recent financial industry
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