Array find min and max most efficiently
Sviluppatore Quant Interview Questions
2,927 sviluppatore quant interview questions shared by candidates
many statistical brain teasers, explanation of VaR
C++ questions memory management and data stuctures
¿Qué te parece salir 4h tarde de tu puesto de trabajo frecuentemente y no cobrarlo?
Asked about combinatorics probability, and some questions about markets.
Statistics, puzzles, ml, coding, boilerplate quant stuff
Technical questions about my CV (in depth). Black Scholes formula, Greeks, definition of option, market making, arbitrage, ...
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Ask about Taylor expansion; resumes including python data structure, seed, multithreading, fx and interest rate.
I did one probability question with 3 small sub questions. The first two were easy but the third one really threw me off. He asked me about its probability distribution and the expected payoff.
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