Derivation of Dupire Local Vol equation
Quantitative Analyst Interview Questions
10,158 quantitative analyst interview questions shared by candidates
I cannot disclose the exact questions. However, they were brainteasers.
Tell us about your goals for the future. (It had similar sense. I don't remember exactly the question)
What does "Mathematical & instrumental methods in finance and banking" means?
Maths, programming and statistics brain teasers
What is the biggest misconception other have about yourself?
Detailed questions about the inner workings of my previous employer which I was not comfortable answering. Asked about my C++ skills.
Give me an example of one time you didn't meet a project deadline.
When did you recieve that email...
smallest integer x such that x! has 100 digits
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