Prove that VaR is not a coherent risk measure,
Quant Analyst Interview Questions
2,952 quant analyst interview questions shared by candidates
A trading strategy you can think of.
American option vs European option, Greeks, calculus including Taylor expansion formula, programming
why do you want to do sellside
Probability dice questions (expected values)
Walk me through your resume; describe a goal that others don't think you'll meet; group project when teammate has some obstacles; describe a time when you have to decline because of a conflicting time schedule
Calculus eigenvalues futures pricing etc.
How do we calculate the area by playing at dart ? Use it to estimate pi We have a chained lisf, how do we reverse it ?
- Expectation of the number of flips to get n heads/tails in a row - Create a uniform generating function from 1-10 with random function 1-7
What makes you special to this position?
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