What id the implied volatility? Why do we observe volatility smile?
Quantitative Analyst Interview Questions
10,158 quantitative analyst interview questions shared by candidates
Guesstimate the number of hairs on the average human head.
What are the 5 values of Barclays?
342x 54 10 seconds to answer
Basic questions from CAPM/ Regression
How to measure the worst case scenario for a mortgage loan
* When did you have to change scope during one of your engagements and how did the customer respond? * Describe what models you have used and for what kind of valuation purposes.
Lots of question on Derivatives and their pricing even Exotics
What was my biggest weakness and why?
Very technical. The research experience I wrote on my resume was their core interest, so the interviewer asked all the technical details about my research work. The questions could be answered only if you did the research from a to z. Parameters, the reason for choosing the parameters, training data, assumptions made for the research. Reasons for using the model compared to others, etc. Other than the research experience, the interviewer asked 1. my overall experience of graduate school, 2. the courses I took and what programming experience I have with the courses, 3. Some optimization methods for NNs.
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