1. PDE for asian option 2. Longstaff for monte carlo
Quant Analyst Interview Questions
2,955 quant analyst interview questions shared by candidates
How do banks make profit?
Signed an NDA. Topics are undergraduate level but you need to be quick so it takes some significant preparation beforehand.
Describe the simplest design pattern.
One of the technical questions was about Black-Scholes, its assumptions and parameters.
Not allowed to disclose the questions.
N points on the plane. Given a point x, how to decide which of the N points is the closest ?
Stuff about my resume(projects, background, education).
Dynamical programming question. Linear regression questions.
What's motivation to work as a quant ? Why selecting Fidelity ? How to face failure ?
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